| Trading Metrics calculated at close of trading on 25-Nov-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-1997 |
25-Nov-1997 |
Change |
Change % |
Previous Week |
| Open |
7,881.07 |
7,767.92 |
-113.15 |
-1.4% |
7,572.48 |
| High |
7,887.28 |
7,880.32 |
-6.96 |
-0.1% |
7,934.53 |
| Low |
7,723.41 |
7,706.00 |
-17.41 |
-0.2% |
7,599.50 |
| Close |
7,767.92 |
7,808.95 |
41.03 |
0.5% |
7,881.07 |
| Range |
163.87 |
174.32 |
10.45 |
6.4% |
335.03 |
| ATR |
204.27 |
202.13 |
-2.14 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,321.38 |
8,239.49 |
7,904.83 |
|
| R3 |
8,147.06 |
8,065.17 |
7,856.89 |
|
| R2 |
7,972.74 |
7,972.74 |
7,840.91 |
|
| R1 |
7,890.85 |
7,890.85 |
7,824.93 |
7,931.80 |
| PP |
7,798.42 |
7,798.42 |
7,798.42 |
7,818.90 |
| S1 |
7,716.53 |
7,716.53 |
7,792.97 |
7,757.48 |
| S2 |
7,624.10 |
7,624.10 |
7,776.99 |
|
| S3 |
7,449.78 |
7,542.21 |
7,761.01 |
|
| S4 |
7,275.46 |
7,367.89 |
7,713.07 |
|
|
| 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% |
173.22 |
2.2% |
63% |
False |
False |
|
| 10 |
7,934.53 |
7,334.77 |
599.76 |
7.7% |
182.90 |
2.3% |
79% |
False |
False |
|
| 20 |
7,934.53 |
7,329.61 |
604.92 |
7.7% |
188.06 |
2.4% |
79% |
False |
False |
|
| 40 |
8,218.34 |
6,933.01 |
1,285.33 |
16.5% |
206.82 |
2.6% |
68% |
False |
False |
|
| 60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.5% |
194.01 |
2.5% |
68% |
False |
False |
|
| 80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.0% |
193.93 |
2.5% |
62% |
False |
False |
|
| 100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.0% |
193.03 |
2.5% |
62% |
False |
False |
|
| 120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.0% |
188.23 |
2.4% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,621.18 |
|
2.618 |
8,336.69 |
|
1.618 |
8,162.37 |
|
1.000 |
8,054.64 |
|
0.618 |
7,988.05 |
|
HIGH |
7,880.32 |
|
0.618 |
7,813.73 |
|
0.500 |
7,793.16 |
|
0.382 |
7,772.59 |
|
LOW |
7,706.00 |
|
0.618 |
7,598.27 |
|
1.000 |
7,531.68 |
|
1.618 |
7,423.95 |
|
2.618 |
7,249.63 |
|
4.250 |
6,965.14 |
|
|
| Fisher Pivots for day following 25-Nov-1997 |
| Pivot |
1 day |
3 day |
| R1 |
7,803.69 |
7,820.27 |
| PP |
7,798.42 |
7,816.49 |
| S1 |
7,793.16 |
7,812.72 |
|