| Trading Metrics calculated at close of trading on 22-Oct-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-1997 |
22-Oct-1997 |
Change |
Change % |
Previous Week |
| Open |
7,921.44 |
8,060.44 |
139.00 |
1.8% |
8,045.21 |
| High |
8,090.40 |
8,124.78 |
34.38 |
0.4% |
8,168.24 |
| Low |
7,909.41 |
7,941.33 |
31.92 |
0.4% |
7,731.12 |
| Close |
8,060.44 |
8,034.65 |
-25.79 |
-0.3% |
7,847.03 |
| Range |
180.99 |
183.45 |
2.46 |
1.4% |
437.12 |
| ATR |
176.74 |
177.22 |
0.48 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,583.94 |
8,492.74 |
8,135.55 |
|
| R3 |
8,400.49 |
8,309.29 |
8,085.10 |
|
| R2 |
8,217.04 |
8,217.04 |
8,068.28 |
|
| R1 |
8,125.84 |
8,125.84 |
8,051.47 |
8,079.72 |
| PP |
8,033.59 |
8,033.59 |
8,033.59 |
8,010.52 |
| S1 |
7,942.39 |
7,942.39 |
8,017.83 |
7,896.27 |
| S2 |
7,850.14 |
7,850.14 |
8,001.02 |
|
| S3 |
7,666.69 |
7,758.94 |
7,984.20 |
|
| S4 |
7,483.24 |
7,575.49 |
7,933.75 |
|
|
| Weekly Pivots for week ending 17-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,226.82 |
8,974.05 |
8,087.45 |
|
| R3 |
8,789.70 |
8,536.93 |
7,967.24 |
|
| R2 |
8,352.58 |
8,352.58 |
7,927.17 |
|
| R1 |
8,099.81 |
8,099.81 |
7,887.10 |
8,007.64 |
| PP |
7,915.46 |
7,915.46 |
7,915.46 |
7,869.38 |
| S1 |
7,662.69 |
7,662.69 |
7,806.96 |
7,570.52 |
| S2 |
7,478.34 |
7,478.34 |
7,766.89 |
|
| S3 |
7,041.22 |
7,225.57 |
7,726.82 |
|
| S4 |
6,604.10 |
6,788.45 |
7,606.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,146.14 |
7,731.12 |
415.02 |
5.2% |
208.94 |
2.6% |
73% |
False |
False |
|
| 10 |
8,168.24 |
7,731.12 |
437.12 |
5.4% |
175.29 |
2.2% |
69% |
False |
False |
|
| 20 |
8,218.34 |
7,731.12 |
487.22 |
6.1% |
169.75 |
2.1% |
62% |
False |
False |
|
| 40 |
8,218.34 |
7,556.23 |
662.11 |
8.2% |
173.87 |
2.2% |
72% |
False |
False |
|
| 60 |
8,340.14 |
7,556.23 |
783.91 |
9.8% |
179.34 |
2.2% |
61% |
False |
False |
|
| 80 |
8,340.14 |
7,556.23 |
783.91 |
9.8% |
181.42 |
2.3% |
61% |
False |
False |
|
| 100 |
8,340.14 |
7,214.29 |
1,125.85 |
14.0% |
177.30 |
2.2% |
73% |
False |
False |
|
| 120 |
8,340.14 |
7,029.46 |
1,310.68 |
16.3% |
174.05 |
2.2% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,904.44 |
|
2.618 |
8,605.05 |
|
1.618 |
8,421.60 |
|
1.000 |
8,308.23 |
|
0.618 |
8,238.15 |
|
HIGH |
8,124.78 |
|
0.618 |
8,054.70 |
|
0.500 |
8,033.06 |
|
0.382 |
8,011.41 |
|
LOW |
7,941.33 |
|
0.618 |
7,827.96 |
|
1.000 |
7,757.88 |
|
1.618 |
7,644.51 |
|
2.618 |
7,461.06 |
|
4.250 |
7,161.67 |
|
|
| Fisher Pivots for day following 22-Oct-1997 |
| Pivot |
1 day |
3 day |
| R1 |
8,034.12 |
8,006.37 |
| PP |
8,033.59 |
7,978.09 |
| S1 |
8,033.06 |
7,949.81 |
|