| Trading Metrics calculated at close of trading on 15-Oct-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-1997 |
15-Oct-1997 |
Change |
Change % |
Previous Week |
| Open |
8,072.22 |
8,096.29 |
24.07 |
0.3% |
8,038.58 |
| High |
8,168.24 |
8,127.48 |
-40.76 |
-0.5% |
8,218.34 |
| Low |
7,990.20 |
7,997.57 |
7.37 |
0.1% |
7,961.96 |
| Close |
8,096.29 |
8,057.98 |
-38.31 |
-0.5% |
8,045.21 |
| Range |
178.04 |
129.91 |
-48.13 |
-27.0% |
256.38 |
| ATR |
166.99 |
164.34 |
-2.65 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,450.74 |
8,384.27 |
8,129.43 |
|
| R3 |
8,320.83 |
8,254.36 |
8,093.71 |
|
| R2 |
8,190.92 |
8,190.92 |
8,081.80 |
|
| R1 |
8,124.45 |
8,124.45 |
8,069.89 |
8,092.73 |
| PP |
8,061.01 |
8,061.01 |
8,061.01 |
8,045.15 |
| S1 |
7,994.54 |
7,994.54 |
8,046.07 |
7,962.82 |
| S2 |
7,931.10 |
7,931.10 |
8,034.16 |
|
| S3 |
7,801.19 |
7,864.63 |
8,022.25 |
|
| S4 |
7,671.28 |
7,734.72 |
7,986.53 |
|
|
| 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 |
8,168.24 |
7,961.96 |
206.28 |
2.6% |
141.65 |
1.8% |
47% |
False |
False |
|
| 10 |
8,218.34 |
7,937.89 |
280.45 |
3.5% |
158.81 |
2.0% |
43% |
False |
False |
|
| 20 |
8,218.34 |
7,802.34 |
416.00 |
5.2% |
162.23 |
2.0% |
61% |
False |
False |
|
| 40 |
8,218.34 |
7,556.23 |
662.11 |
8.2% |
170.88 |
2.1% |
76% |
False |
False |
|
| 60 |
8,340.14 |
7,556.23 |
783.91 |
9.7% |
176.88 |
2.2% |
64% |
False |
False |
|
| 80 |
8,340.14 |
7,556.23 |
783.91 |
9.7% |
180.00 |
2.2% |
64% |
False |
False |
|
| 100 |
8,340.14 |
7,203.99 |
1,136.15 |
14.1% |
174.26 |
2.2% |
75% |
False |
False |
|
| 120 |
8,340.14 |
6,667.03 |
1,673.11 |
20.8% |
172.22 |
2.1% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,679.60 |
|
2.618 |
8,467.58 |
|
1.618 |
8,337.67 |
|
1.000 |
8,257.39 |
|
0.618 |
8,207.76 |
|
HIGH |
8,127.48 |
|
0.618 |
8,077.85 |
|
0.500 |
8,062.53 |
|
0.382 |
8,047.20 |
|
LOW |
7,997.57 |
|
0.618 |
7,917.29 |
|
1.000 |
7,867.66 |
|
1.618 |
7,787.38 |
|
2.618 |
7,657.47 |
|
4.250 |
7,445.45 |
|
|
| Fisher Pivots for day following 15-Oct-1997 |
| Pivot |
1 day |
3 day |
| R1 |
8,062.53 |
8,079.22 |
| PP |
8,061.01 |
8,072.14 |
| S1 |
8,059.50 |
8,065.06 |
|