Trading Metrics calculated at close of trading on 26-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-1997 |
26-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
791.29 |
789.13 |
-2.16 |
-0.3% |
792.78 |
High |
798.11 |
794.89 |
-3.22 |
-0.4% |
798.18 |
Low |
788.39 |
786.77 |
-1.62 |
-0.2% |
778.04 |
Close |
789.07 |
790.50 |
1.43 |
0.2% |
784.10 |
Range |
9.72 |
8.12 |
-1.60 |
-16.5% |
20.14 |
ATR |
9.47 |
9.38 |
-0.10 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
815.08 |
810.91 |
794.97 |
|
R3 |
806.96 |
802.79 |
792.73 |
|
R2 |
798.84 |
798.84 |
791.99 |
|
R1 |
794.67 |
794.67 |
791.24 |
796.76 |
PP |
790.72 |
790.72 |
790.72 |
791.76 |
S1 |
786.55 |
786.55 |
789.76 |
788.64 |
S2 |
782.60 |
782.60 |
789.01 |
|
S3 |
774.48 |
778.43 |
788.27 |
|
S4 |
766.36 |
770.31 |
786.03 |
|
|
Weekly Pivots for week ending 21-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
847.19 |
835.79 |
795.18 |
|
R3 |
827.05 |
815.65 |
789.64 |
|
R2 |
806.91 |
806.91 |
787.79 |
|
R1 |
795.51 |
795.51 |
785.95 |
791.14 |
PP |
786.77 |
786.77 |
786.77 |
784.59 |
S1 |
775.37 |
775.37 |
782.25 |
771.00 |
S2 |
766.63 |
766.63 |
780.41 |
|
S3 |
746.49 |
755.23 |
778.56 |
|
S4 |
726.35 |
735.09 |
773.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
798.11 |
778.04 |
20.07 |
2.5% |
8.02 |
1.0% |
62% |
False |
False |
|
10 |
804.26 |
778.04 |
26.22 |
3.3% |
9.98 |
1.3% |
48% |
False |
False |
|
20 |
814.90 |
778.04 |
36.86 |
4.7% |
9.40 |
1.2% |
34% |
False |
False |
|
40 |
817.68 |
765.02 |
52.66 |
6.7% |
9.30 |
1.2% |
48% |
False |
False |
|
60 |
817.68 |
729.55 |
88.13 |
11.1% |
9.57 |
1.2% |
69% |
False |
False |
|
80 |
817.68 |
716.69 |
100.99 |
12.8% |
9.67 |
1.2% |
73% |
False |
False |
|
100 |
817.68 |
701.30 |
116.38 |
14.7% |
8.95 |
1.1% |
77% |
False |
False |
|
120 |
817.68 |
692.78 |
124.90 |
15.8% |
8.42 |
1.1% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
829.40 |
2.618 |
816.15 |
1.618 |
808.03 |
1.000 |
803.01 |
0.618 |
799.91 |
HIGH |
794.89 |
0.618 |
791.79 |
0.500 |
790.83 |
0.382 |
789.87 |
LOW |
786.77 |
0.618 |
781.75 |
1.000 |
778.65 |
1.618 |
773.63 |
2.618 |
765.51 |
4.250 |
752.26 |
|
|
Fisher Pivots for day following 26-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
790.83 |
790.15 |
PP |
790.72 |
789.80 |
S1 |
790.61 |
789.45 |
|