| Trading Metrics calculated at close of trading on 10-Oct-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-1997 |
10-Oct-1997 |
Change |
Change % |
Previous Week |
| Open |
8,095.06 |
8,061.42 |
-33.64 |
-0.4% |
8,038.58 |
| High |
8,127.72 |
8,091.38 |
-36.34 |
-0.4% |
8,218.34 |
| Low |
7,980.87 |
7,961.96 |
-18.91 |
-0.2% |
7,961.96 |
| Close |
8,061.42 |
8,045.21 |
-16.21 |
-0.2% |
8,045.21 |
| Range |
146.85 |
129.42 |
-17.43 |
-11.9% |
256.38 |
| ATR |
172.45 |
169.38 |
-3.07 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,421.11 |
8,362.58 |
8,116.39 |
|
| R3 |
8,291.69 |
8,233.16 |
8,080.80 |
|
| R2 |
8,162.27 |
8,162.27 |
8,068.94 |
|
| R1 |
8,103.74 |
8,103.74 |
8,057.07 |
8,068.30 |
| PP |
8,032.85 |
8,032.85 |
8,032.85 |
8,015.13 |
| S1 |
7,974.32 |
7,974.32 |
8,033.35 |
7,938.88 |
| S2 |
7,903.43 |
7,903.43 |
8,021.48 |
|
| S3 |
7,774.01 |
7,844.90 |
8,009.62 |
|
| S4 |
7,644.59 |
7,715.48 |
7,974.03 |
|
|
| Weekly Pivots for week ending 10-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,844.31 |
8,701.14 |
8,186.22 |
|
| R3 |
8,587.93 |
8,444.76 |
8,115.71 |
|
| R2 |
8,331.55 |
8,331.55 |
8,092.21 |
|
| R1 |
8,188.38 |
8,188.38 |
8,068.71 |
8,259.97 |
| PP |
8,075.17 |
8,075.17 |
8,075.17 |
8,110.96 |
| S1 |
7,932.00 |
7,932.00 |
8,021.71 |
8,003.59 |
| S2 |
7,818.79 |
7,818.79 |
7,998.21 |
|
| S3 |
7,562.41 |
7,675.62 |
7,974.71 |
|
| S4 |
7,306.03 |
7,419.24 |
7,904.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,218.34 |
7,961.96 |
256.38 |
3.2% |
153.43 |
1.9% |
32% |
False |
True |
|
| 10 |
8,218.34 |
7,862.99 |
355.35 |
4.4% |
164.09 |
2.0% |
51% |
False |
False |
|
| 20 |
8,218.34 |
7,680.95 |
537.39 |
6.7% |
168.55 |
2.1% |
68% |
False |
False |
|
| 40 |
8,218.34 |
7,556.23 |
662.11 |
8.2% |
176.68 |
2.2% |
74% |
False |
False |
|
| 60 |
8,340.14 |
7,556.23 |
783.91 |
9.7% |
180.49 |
2.2% |
62% |
False |
False |
|
| 80 |
8,340.14 |
7,556.23 |
783.91 |
9.7% |
180.81 |
2.2% |
62% |
False |
False |
|
| 100 |
8,340.14 |
7,203.99 |
1,136.15 |
14.1% |
174.22 |
2.2% |
74% |
False |
False |
|
| 120 |
8,340.14 |
6,667.03 |
1,673.11 |
20.8% |
172.64 |
2.1% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,641.42 |
|
2.618 |
8,430.20 |
|
1.618 |
8,300.78 |
|
1.000 |
8,220.80 |
|
0.618 |
8,171.36 |
|
HIGH |
8,091.38 |
|
0.618 |
8,041.94 |
|
0.500 |
8,026.67 |
|
0.382 |
8,011.40 |
|
LOW |
7,961.96 |
|
0.618 |
7,881.98 |
|
1.000 |
7,832.54 |
|
1.618 |
7,752.56 |
|
2.618 |
7,623.14 |
|
4.250 |
7,411.93 |
|
|
| Fisher Pivots for day following 10-Oct-1997 |
| Pivot |
1 day |
3 day |
| R1 |
8,039.03 |
8,085.24 |
| PP |
8,032.85 |
8,071.90 |
| S1 |
8,026.67 |
8,058.55 |
|