| Trading Metrics calculated at close of trading on 26-Dec-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-1997 |
26-Dec-1997 |
Change |
Change % |
Previous Week |
| Open |
7,691.77 |
7,660.13 |
-31.64 |
-0.4% |
7,756.29 |
| High |
7,767.75 |
7,743.34 |
-24.41 |
-0.3% |
7,892.05 |
| Low |
7,624.26 |
7,634.72 |
10.46 |
0.1% |
7,624.26 |
| Close |
7,660.13 |
7,679.31 |
19.18 |
0.3% |
7,679.31 |
| Range |
143.49 |
108.62 |
-34.87 |
-24.3% |
267.79 |
| ATR |
193.99 |
187.89 |
-6.10 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,011.65 |
7,954.10 |
7,739.05 |
|
| R3 |
7,903.03 |
7,845.48 |
7,709.18 |
|
| R2 |
7,794.41 |
7,794.41 |
7,699.22 |
|
| R1 |
7,736.86 |
7,736.86 |
7,689.27 |
7,765.64 |
| PP |
7,685.79 |
7,685.79 |
7,685.79 |
7,700.18 |
| S1 |
7,628.24 |
7,628.24 |
7,669.35 |
7,657.02 |
| S2 |
7,577.17 |
7,577.17 |
7,659.40 |
|
| S3 |
7,468.55 |
7,519.62 |
7,649.44 |
|
| S4 |
7,359.93 |
7,411.00 |
7,619.57 |
|
|
| Weekly Pivots for week ending 26-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,535.24 |
8,375.07 |
7,826.59 |
|
| R3 |
8,267.45 |
8,107.28 |
7,752.95 |
|
| R2 |
7,999.66 |
7,999.66 |
7,728.40 |
|
| R1 |
7,839.49 |
7,839.49 |
7,703.86 |
7,785.68 |
| PP |
7,731.87 |
7,731.87 |
7,731.87 |
7,704.97 |
| S1 |
7,571.70 |
7,571.70 |
7,654.76 |
7,517.89 |
| S2 |
7,464.08 |
7,464.08 |
7,630.22 |
|
| S3 |
7,196.29 |
7,303.91 |
7,605.67 |
|
| S4 |
6,928.50 |
7,036.12 |
7,532.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,892.05 |
7,563.23 |
328.82 |
4.3% |
191.22 |
2.5% |
35% |
False |
False |
|
| 10 |
8,069.06 |
7,563.23 |
505.83 |
6.6% |
191.12 |
2.5% |
23% |
False |
False |
|
| 20 |
8,209.56 |
7,563.23 |
646.33 |
8.4% |
183.40 |
2.4% |
18% |
False |
False |
|
| 40 |
8,209.56 |
7,329.61 |
879.95 |
11.5% |
182.96 |
2.4% |
40% |
False |
False |
|
| 60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
198.55 |
2.6% |
58% |
False |
False |
|
| 80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
191.36 |
2.5% |
58% |
False |
False |
|
| 100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
192.04 |
2.5% |
53% |
False |
False |
|
| 120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
191.16 |
2.5% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,204.98 |
|
2.618 |
8,027.71 |
|
1.618 |
7,919.09 |
|
1.000 |
7,851.96 |
|
0.618 |
7,810.47 |
|
HIGH |
7,743.34 |
|
0.618 |
7,701.85 |
|
0.500 |
7,689.03 |
|
0.382 |
7,676.21 |
|
LOW |
7,634.72 |
|
0.618 |
7,567.59 |
|
1.000 |
7,526.10 |
|
1.618 |
7,458.97 |
|
2.618 |
7,350.35 |
|
4.250 |
7,173.09 |
|
|
| Fisher Pivots for day following 26-Dec-1997 |
| Pivot |
1 day |
3 day |
| R1 |
7,689.03 |
7,749.19 |
| PP |
7,685.79 |
7,725.90 |
| S1 |
7,682.55 |
7,702.60 |
|