| Trading Metrics calculated at close of trading on 09-Dec-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-1997 |
09-Dec-1997 |
Change |
Change % |
Previous Week |
| Open |
8,149.13 |
8,110.84 |
-38.29 |
-0.5% |
7,823.13 |
| High |
8,195.88 |
8,142.67 |
-53.21 |
-0.6% |
8,209.56 |
| Low |
8,057.37 |
7,990.98 |
-66.39 |
-0.8% |
7,823.62 |
| Close |
8,110.84 |
8,049.66 |
-61.18 |
-0.8% |
8,149.13 |
| Range |
138.51 |
151.69 |
13.18 |
9.5% |
385.94 |
| ATR |
189.40 |
186.71 |
-2.69 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,516.17 |
8,434.61 |
8,133.09 |
|
| R3 |
8,364.48 |
8,282.92 |
8,091.37 |
|
| R2 |
8,212.79 |
8,212.79 |
8,077.47 |
|
| R1 |
8,131.23 |
8,131.23 |
8,063.56 |
8,096.17 |
| PP |
8,061.10 |
8,061.10 |
8,061.10 |
8,043.57 |
| S1 |
7,979.54 |
7,979.54 |
8,035.76 |
7,944.48 |
| S2 |
7,909.41 |
7,909.41 |
8,021.85 |
|
| S3 |
7,757.72 |
7,827.85 |
8,007.95 |
|
| S4 |
7,606.03 |
7,676.16 |
7,966.23 |
|
|
| Weekly Pivots for week ending 05-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,218.59 |
9,069.80 |
8,361.40 |
|
| R3 |
8,832.65 |
8,683.86 |
8,255.26 |
|
| R2 |
8,446.71 |
8,446.71 |
8,219.89 |
|
| R1 |
8,297.92 |
8,297.92 |
8,184.51 |
8,372.32 |
| PP |
8,060.77 |
8,060.77 |
8,060.77 |
8,097.97 |
| S1 |
7,911.98 |
7,911.98 |
8,113.75 |
7,986.38 |
| S2 |
7,674.83 |
7,674.83 |
8,078.37 |
|
| S3 |
7,288.89 |
7,526.04 |
8,043.00 |
|
| S4 |
6,902.95 |
7,140.10 |
7,936.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,209.56 |
7,915.63 |
293.93 |
3.7% |
180.73 |
2.2% |
46% |
False |
False |
|
| 10 |
8,209.56 |
7,706.00 |
503.56 |
6.3% |
169.54 |
2.1% |
68% |
False |
False |
|
| 20 |
8,209.56 |
7,334.77 |
874.79 |
10.9% |
175.94 |
2.2% |
82% |
False |
False |
|
| 40 |
8,209.56 |
6,933.01 |
1,276.55 |
15.9% |
208.55 |
2.6% |
87% |
False |
False |
|
| 60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.0% |
194.75 |
2.4% |
87% |
False |
False |
|
| 80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.0% |
191.24 |
2.4% |
87% |
False |
False |
|
| 100 |
8,340.14 |
6,933.01 |
1,407.13 |
17.5% |
190.68 |
2.4% |
79% |
False |
False |
|
| 120 |
8,340.14 |
6,933.01 |
1,407.13 |
17.5% |
189.95 |
2.4% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,787.35 |
|
2.618 |
8,539.79 |
|
1.618 |
8,388.10 |
|
1.000 |
8,294.36 |
|
0.618 |
8,236.41 |
|
HIGH |
8,142.67 |
|
0.618 |
8,084.72 |
|
0.500 |
8,066.83 |
|
0.382 |
8,048.93 |
|
LOW |
7,990.98 |
|
0.618 |
7,897.24 |
|
1.000 |
7,839.29 |
|
1.618 |
7,745.55 |
|
2.618 |
7,593.86 |
|
4.250 |
7,346.30 |
|
|
| Fisher Pivots for day following 09-Dec-1997 |
| Pivot |
1 day |
3 day |
| R1 |
8,066.83 |
8,094.80 |
| PP |
8,061.10 |
8,079.75 |
| S1 |
8,055.38 |
8,064.71 |
|