| Trading Metrics calculated at close of trading on 01-Oct-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-1997 |
01-Oct-1997 |
Change |
Change % |
Previous Week |
| Open |
7,991.43 |
7,945.26 |
-46.17 |
-0.6% |
7,917.27 |
| High |
8,045.70 |
8,081.06 |
35.36 |
0.4% |
8,078.36 |
| Low |
7,900.08 |
7,909.41 |
9.33 |
0.1% |
7,802.34 |
| Close |
7,945.26 |
8,015.50 |
70.24 |
0.9% |
7,922.18 |
| Range |
145.62 |
171.65 |
26.03 |
17.9% |
276.02 |
| ATR |
173.86 |
173.70 |
-0.16 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,516.94 |
8,437.87 |
8,109.91 |
|
| R3 |
8,345.29 |
8,266.22 |
8,062.70 |
|
| R2 |
8,173.64 |
8,173.64 |
8,046.97 |
|
| R1 |
8,094.57 |
8,094.57 |
8,031.23 |
8,134.11 |
| PP |
8,001.99 |
8,001.99 |
8,001.99 |
8,021.76 |
| S1 |
7,922.92 |
7,922.92 |
7,999.77 |
7,962.46 |
| S2 |
7,830.34 |
7,830.34 |
7,984.03 |
|
| S3 |
7,658.69 |
7,751.27 |
7,968.30 |
|
| S4 |
7,487.04 |
7,579.62 |
7,921.09 |
|
|
| 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 |
8,081.06 |
7,802.34 |
278.72 |
3.5% |
152.45 |
1.9% |
76% |
True |
False |
|
| 10 |
8,081.06 |
7,802.34 |
278.72 |
3.5% |
165.65 |
2.1% |
76% |
True |
False |
|
| 20 |
8,081.06 |
7,556.23 |
524.83 |
6.5% |
169.78 |
2.1% |
88% |
True |
False |
|
| 40 |
8,340.14 |
7,556.23 |
783.91 |
9.8% |
182.27 |
2.3% |
59% |
False |
False |
|
| 60 |
8,340.14 |
7,556.23 |
783.91 |
9.8% |
183.77 |
2.3% |
59% |
False |
False |
|
| 80 |
8,340.14 |
7,459.12 |
881.02 |
11.0% |
179.38 |
2.2% |
63% |
False |
False |
|
| 100 |
8,340.14 |
7,123.38 |
1,216.76 |
15.2% |
173.55 |
2.2% |
73% |
False |
False |
|
| 120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.3% |
173.25 |
2.2% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,810.57 |
|
2.618 |
8,530.44 |
|
1.618 |
8,358.79 |
|
1.000 |
8,252.71 |
|
0.618 |
8,187.14 |
|
HIGH |
8,081.06 |
|
0.618 |
8,015.49 |
|
0.500 |
7,995.24 |
|
0.382 |
7,974.98 |
|
LOW |
7,909.41 |
|
0.618 |
7,803.33 |
|
1.000 |
7,737.76 |
|
1.618 |
7,631.68 |
|
2.618 |
7,460.03 |
|
4.250 |
7,179.90 |
|
|
| Fisher Pivots for day following 01-Oct-1997 |
| Pivot |
1 day |
3 day |
| R1 |
8,008.75 |
8,001.01 |
| PP |
8,001.99 |
7,986.52 |
| S1 |
7,995.24 |
7,972.03 |
|