| Trading Metrics calculated at close of trading on 30-Sep-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-1997 |
30-Sep-1997 |
Change |
Change % |
Previous Week |
| Open |
7,922.18 |
7,991.43 |
69.25 |
0.9% |
7,917.27 |
| High |
8,030.48 |
8,045.70 |
15.22 |
0.2% |
8,078.36 |
| Low |
7,862.99 |
7,900.08 |
37.09 |
0.5% |
7,802.34 |
| Close |
7,991.43 |
7,945.26 |
-46.17 |
-0.6% |
7,922.18 |
| Range |
167.49 |
145.62 |
-21.87 |
-13.1% |
276.02 |
| ATR |
176.03 |
173.86 |
-2.17 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,400.54 |
8,318.52 |
8,025.35 |
|
| R3 |
8,254.92 |
8,172.90 |
7,985.31 |
|
| R2 |
8,109.30 |
8,109.30 |
7,971.96 |
|
| R1 |
8,027.28 |
8,027.28 |
7,958.61 |
7,995.48 |
| PP |
7,963.68 |
7,963.68 |
7,963.68 |
7,947.78 |
| S1 |
7,881.66 |
7,881.66 |
7,931.91 |
7,849.86 |
| S2 |
7,818.06 |
7,818.06 |
7,918.56 |
|
| S3 |
7,672.44 |
7,736.04 |
7,905.21 |
|
| S4 |
7,526.82 |
7,590.42 |
7,865.17 |
|
|
| Weekly Pivots for week ending 26-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,762.35 |
8,618.29 |
8,073.99 |
|
| R3 |
8,486.33 |
8,342.27 |
7,998.09 |
|
| R2 |
8,210.31 |
8,210.31 |
7,972.78 |
|
| R1 |
8,066.25 |
8,066.25 |
7,947.48 |
8,138.28 |
| PP |
7,934.29 |
7,934.29 |
7,934.29 |
7,970.31 |
| S1 |
7,790.23 |
7,790.23 |
7,896.88 |
7,862.26 |
| S2 |
7,658.27 |
7,658.27 |
7,871.58 |
|
| S3 |
7,382.25 |
7,514.21 |
7,846.27 |
|
| S4 |
7,106.23 |
7,238.19 |
7,770.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,065.84 |
7,802.34 |
263.50 |
3.3% |
158.05 |
2.0% |
54% |
False |
False |
|
| 10 |
8,078.36 |
7,802.34 |
276.02 |
3.5% |
164.99 |
2.1% |
52% |
False |
False |
|
| 20 |
8,078.36 |
7,556.23 |
522.13 |
6.6% |
168.38 |
2.1% |
75% |
False |
False |
|
| 40 |
8,340.14 |
7,556.23 |
783.91 |
9.9% |
181.03 |
2.3% |
50% |
False |
False |
|
| 60 |
8,340.14 |
7,556.23 |
783.91 |
9.9% |
183.84 |
2.3% |
50% |
False |
False |
|
| 80 |
8,340.14 |
7,412.44 |
927.70 |
11.7% |
178.94 |
2.3% |
57% |
False |
False |
|
| 100 |
8,340.14 |
7,079.63 |
1,260.51 |
15.9% |
173.40 |
2.2% |
69% |
False |
False |
|
| 120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.5% |
173.24 |
2.2% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,664.59 |
|
2.618 |
8,426.93 |
|
1.618 |
8,281.31 |
|
1.000 |
8,191.32 |
|
0.618 |
8,135.69 |
|
HIGH |
8,045.70 |
|
0.618 |
7,990.07 |
|
0.500 |
7,972.89 |
|
0.382 |
7,955.71 |
|
LOW |
7,900.08 |
|
0.618 |
7,810.09 |
|
1.000 |
7,754.46 |
|
1.618 |
7,664.47 |
|
2.618 |
7,518.85 |
|
4.250 |
7,281.20 |
|
|
| Fisher Pivots for day following 30-Sep-1997 |
| Pivot |
1 day |
3 day |
| R1 |
7,972.89 |
7,949.68 |
| PP |
7,963.68 |
7,948.21 |
| S1 |
7,954.47 |
7,946.73 |
|