| Trading Metrics calculated at close of trading on 28-Oct-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-1997 |
28-Oct-1997 |
Change |
Change % |
Previous Week |
| Open |
7,715.41 |
7,161.15 |
-554.26 |
-7.2% |
7,847.03 |
| High |
7,717.37 |
7,553.57 |
-163.80 |
-2.1% |
8,124.78 |
| Low |
7,150.10 |
6,933.01 |
-217.09 |
-3.0% |
7,645.91 |
| Close |
7,161.15 |
7,498.32 |
337.17 |
4.7% |
7,715.41 |
| Range |
567.27 |
620.56 |
53.29 |
9.4% |
478.87 |
| ATR |
220.74 |
249.30 |
28.56 |
12.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,189.98 |
8,964.71 |
7,839.63 |
|
| R3 |
8,569.42 |
8,344.15 |
7,668.97 |
|
| R2 |
7,948.86 |
7,948.86 |
7,612.09 |
|
| R1 |
7,723.59 |
7,723.59 |
7,555.20 |
7,836.23 |
| PP |
7,328.30 |
7,328.30 |
7,328.30 |
7,384.62 |
| S1 |
7,103.03 |
7,103.03 |
7,441.44 |
7,215.67 |
| S2 |
6,707.74 |
6,707.74 |
7,384.55 |
|
| S3 |
6,087.18 |
6,482.47 |
7,327.67 |
|
| S4 |
5,466.62 |
5,861.91 |
7,157.01 |
|
|
| Weekly Pivots for week ending 24-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,265.31 |
8,969.23 |
7,978.79 |
|
| R3 |
8,786.44 |
8,490.36 |
7,847.10 |
|
| R2 |
8,307.57 |
8,307.57 |
7,803.20 |
|
| R1 |
8,011.49 |
8,011.49 |
7,759.31 |
7,920.10 |
| PP |
7,828.70 |
7,828.70 |
7,828.70 |
7,783.00 |
| S1 |
7,532.62 |
7,532.62 |
7,671.51 |
7,441.23 |
| S2 |
7,349.83 |
7,349.83 |
7,627.62 |
|
| S3 |
6,870.96 |
7,053.75 |
7,583.72 |
|
| S4 |
6,392.09 |
6,574.88 |
7,452.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,124.78 |
6,933.01 |
1,191.77 |
15.9% |
378.13 |
5.0% |
47% |
False |
True |
|
| 10 |
8,146.14 |
6,933.01 |
1,213.13 |
16.2% |
288.18 |
3.8% |
47% |
False |
True |
|
| 20 |
8,218.34 |
6,933.01 |
1,285.33 |
17.1% |
225.58 |
3.0% |
44% |
False |
True |
|
| 40 |
8,218.34 |
6,933.01 |
1,285.33 |
17.1% |
196.98 |
2.6% |
44% |
False |
True |
|
| 60 |
8,340.14 |
6,933.01 |
1,407.13 |
18.8% |
195.88 |
2.6% |
40% |
False |
True |
|
| 80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.8% |
194.28 |
2.6% |
40% |
False |
True |
|
| 100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.8% |
188.27 |
2.5% |
40% |
False |
True |
|
| 120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.8% |
182.10 |
2.4% |
40% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,190.95 |
|
2.618 |
9,178.20 |
|
1.618 |
8,557.64 |
|
1.000 |
8,174.13 |
|
0.618 |
7,937.08 |
|
HIGH |
7,553.57 |
|
0.618 |
7,316.52 |
|
0.500 |
7,243.29 |
|
0.382 |
7,170.06 |
|
LOW |
6,933.01 |
|
0.618 |
6,549.50 |
|
1.000 |
6,312.45 |
|
1.618 |
5,928.94 |
|
2.618 |
5,308.38 |
|
4.250 |
4,295.63 |
|
|
| Fisher Pivots for day following 28-Oct-1997 |
| Pivot |
1 day |
3 day |
| R1 |
7,413.31 |
7,483.63 |
| PP |
7,328.30 |
7,468.93 |
| S1 |
7,243.29 |
7,454.24 |
|