Trading Metrics calculated at close of trading on 21-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-1997 |
21-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,724.74 |
7,826.61 |
101.87 |
1.3% |
7,572.48 |
High |
7,889.77 |
7,934.53 |
44.76 |
0.6% |
7,934.53 |
Low |
7,718.19 |
7,758.47 |
40.28 |
0.5% |
7,599.50 |
Close |
7,826.61 |
7,881.07 |
54.46 |
0.7% |
7,881.07 |
Range |
171.58 |
176.06 |
4.48 |
2.6% |
335.03 |
ATR |
209.79 |
207.38 |
-2.41 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,386.20 |
8,309.70 |
7,977.90 |
|
R3 |
8,210.14 |
8,133.64 |
7,929.49 |
|
R2 |
8,034.08 |
8,034.08 |
7,913.35 |
|
R1 |
7,957.58 |
7,957.58 |
7,897.21 |
7,995.83 |
PP |
7,858.02 |
7,858.02 |
7,858.02 |
7,877.15 |
S1 |
7,781.52 |
7,781.52 |
7,864.93 |
7,819.77 |
S2 |
7,681.96 |
7,681.96 |
7,848.79 |
|
S3 |
7,505.90 |
7,605.46 |
7,832.65 |
|
S4 |
7,329.84 |
7,429.40 |
7,784.24 |
|
|
Weekly Pivots for week ending 21-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,810.12 |
8,680.63 |
8,065.34 |
|
R3 |
8,475.09 |
8,345.60 |
7,973.20 |
|
R2 |
8,140.06 |
8,140.06 |
7,942.49 |
|
R1 |
8,010.57 |
8,010.57 |
7,911.78 |
8,075.32 |
PP |
7,805.03 |
7,805.03 |
7,805.03 |
7,837.41 |
S1 |
7,675.54 |
7,675.54 |
7,850.36 |
7,740.29 |
S2 |
7,470.00 |
7,470.00 |
7,819.65 |
|
S3 |
7,134.97 |
7,340.51 |
7,788.94 |
|
S4 |
6,799.94 |
7,005.48 |
7,696.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,934.53 |
7,599.50 |
335.03 |
4.3% |
172.32 |
2.2% |
84% |
True |
False |
|
10 |
7,934.53 |
7,334.77 |
599.76 |
7.6% |
183.56 |
2.3% |
91% |
True |
False |
|
20 |
7,934.53 |
6,933.01 |
1,001.52 |
12.7% |
230.54 |
2.9% |
95% |
True |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
16.3% |
206.19 |
2.6% |
74% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.3% |
195.06 |
2.5% |
74% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
17.9% |
194.56 |
2.5% |
67% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
17.9% |
192.90 |
2.4% |
67% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
17.9% |
188.08 |
2.4% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,682.79 |
2.618 |
8,395.46 |
1.618 |
8,219.40 |
1.000 |
8,110.59 |
0.618 |
8,043.34 |
HIGH |
7,934.53 |
0.618 |
7,867.28 |
0.500 |
7,846.50 |
0.382 |
7,825.72 |
LOW |
7,758.47 |
0.618 |
7,649.66 |
1.000 |
7,582.41 |
1.618 |
7,473.60 |
2.618 |
7,297.54 |
4.250 |
7,010.22 |
|
|
Fisher Pivots for day following 21-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,869.55 |
7,843.05 |
PP |
7,858.02 |
7,805.03 |
S1 |
7,846.50 |
7,767.02 |
|