Trading Metrics calculated at close of trading on 14-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-1997 |
14-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
803.89 |
789.97 |
-13.92 |
-1.7% |
804.90 |
High |
804.26 |
796.88 |
-7.38 |
-0.9% |
814.90 |
Low |
789.44 |
789.56 |
0.12 |
0.0% |
789.44 |
Close |
789.56 |
793.17 |
3.61 |
0.5% |
793.17 |
Range |
14.82 |
7.32 |
-7.50 |
-50.6% |
25.46 |
ATR |
9.47 |
9.32 |
-0.15 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
815.16 |
811.49 |
797.20 |
|
R3 |
807.84 |
804.17 |
795.18 |
|
R2 |
800.52 |
800.52 |
794.51 |
|
R1 |
796.85 |
796.85 |
793.84 |
798.69 |
PP |
793.20 |
793.20 |
793.20 |
794.12 |
S1 |
789.53 |
789.53 |
792.50 |
791.37 |
S2 |
785.88 |
785.88 |
791.83 |
|
S3 |
778.56 |
782.21 |
791.16 |
|
S4 |
771.24 |
774.89 |
789.14 |
|
|
Weekly Pivots for week ending 14-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
875.55 |
859.82 |
807.17 |
|
R3 |
850.09 |
834.36 |
800.17 |
|
R2 |
824.63 |
824.63 |
797.84 |
|
R1 |
808.90 |
808.90 |
795.50 |
804.04 |
PP |
799.17 |
799.17 |
799.17 |
796.74 |
S1 |
783.44 |
783.44 |
790.84 |
778.58 |
S2 |
773.71 |
773.71 |
788.50 |
|
S3 |
748.25 |
757.98 |
786.17 |
|
S4 |
722.79 |
732.52 |
779.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
814.90 |
789.44 |
25.46 |
3.2% |
9.31 |
1.2% |
15% |
False |
False |
|
10 |
814.90 |
785.66 |
29.24 |
3.7% |
9.24 |
1.2% |
26% |
False |
False |
|
20 |
817.68 |
785.66 |
32.02 |
4.0% |
9.02 |
1.1% |
23% |
False |
False |
|
40 |
817.68 |
761.75 |
55.93 |
7.1% |
9.38 |
1.2% |
56% |
False |
False |
|
60 |
817.68 |
726.04 |
91.64 |
11.6% |
9.25 |
1.2% |
73% |
False |
False |
|
80 |
817.68 |
716.69 |
100.99 |
12.7% |
9.29 |
1.2% |
76% |
False |
False |
|
100 |
817.68 |
696.22 |
121.46 |
15.3% |
8.63 |
1.1% |
80% |
False |
False |
|
120 |
817.68 |
683.54 |
134.14 |
16.9% |
8.09 |
1.0% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
827.99 |
2.618 |
816.04 |
1.618 |
808.72 |
1.000 |
804.20 |
0.618 |
801.40 |
HIGH |
796.88 |
0.618 |
794.08 |
0.500 |
793.22 |
0.382 |
792.36 |
LOW |
789.56 |
0.618 |
785.04 |
1.000 |
782.24 |
1.618 |
777.72 |
2.618 |
770.40 |
4.250 |
758.45 |
|
|
Fisher Pivots for day following 14-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
793.22 |
800.39 |
PP |
793.20 |
797.98 |
S1 |
793.19 |
795.58 |
|