Trading Metrics calculated at close of trading on 12-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-1997 |
12-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
872.06 |
900.50 |
28.44 |
3.3% |
921.55 |
High |
881.44 |
900.50 |
19.06 |
2.2% |
928.31 |
Low |
856.04 |
871.71 |
15.67 |
1.8% |
875.98 |
Close |
871.71 |
900.50 |
28.79 |
3.3% |
899.84 |
Range |
25.40 |
28.79 |
3.39 |
13.3% |
52.33 |
ATR |
20.99 |
21.54 |
0.56 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
977.27 |
967.68 |
916.33 |
|
R3 |
948.48 |
938.89 |
908.42 |
|
R2 |
919.69 |
919.69 |
905.78 |
|
R1 |
910.10 |
910.10 |
903.14 |
914.90 |
PP |
890.90 |
890.90 |
890.90 |
893.30 |
S1 |
881.31 |
881.31 |
897.86 |
886.11 |
S2 |
862.11 |
862.11 |
895.22 |
|
S3 |
833.32 |
852.52 |
892.58 |
|
S4 |
804.53 |
823.73 |
884.67 |
|
|
Weekly Pivots for week ending 07-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,058.37 |
1,031.43 |
928.62 |
|
R3 |
1,006.04 |
979.10 |
914.23 |
|
R2 |
953.71 |
953.71 |
909.43 |
|
R1 |
926.77 |
926.77 |
904.64 |
914.08 |
PP |
901.38 |
901.38 |
901.38 |
895.03 |
S1 |
874.44 |
874.44 |
895.04 |
861.75 |
S2 |
849.05 |
849.05 |
890.25 |
|
S3 |
796.72 |
822.11 |
885.45 |
|
S4 |
744.39 |
769.78 |
871.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
902.89 |
856.04 |
46.85 |
5.2% |
23.04 |
2.6% |
95% |
False |
False |
|
10 |
928.31 |
856.04 |
72.27 |
8.0% |
21.88 |
2.4% |
62% |
False |
False |
|
20 |
938.11 |
856.04 |
82.07 |
9.1% |
22.58 |
2.5% |
54% |
False |
False |
|
40 |
938.11 |
798.13 |
139.98 |
15.5% |
19.15 |
2.1% |
73% |
False |
False |
|
60 |
938.11 |
787.71 |
150.40 |
16.7% |
18.73 |
2.1% |
75% |
False |
False |
|
80 |
938.11 |
730.45 |
207.66 |
23.1% |
17.63 |
2.0% |
82% |
False |
False |
|
100 |
938.11 |
727.14 |
210.97 |
23.4% |
16.55 |
1.8% |
82% |
False |
False |
|
120 |
938.11 |
650.48 |
287.63 |
31.9% |
15.72 |
1.7% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,022.86 |
2.618 |
975.87 |
1.618 |
947.08 |
1.000 |
929.29 |
0.618 |
918.29 |
HIGH |
900.50 |
0.618 |
889.50 |
0.500 |
886.11 |
0.382 |
882.71 |
LOW |
871.71 |
0.618 |
853.92 |
1.000 |
842.92 |
1.618 |
825.13 |
2.618 |
796.34 |
4.250 |
749.35 |
|
|
Fisher Pivots for day following 12-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
895.70 |
893.49 |
PP |
890.90 |
886.48 |
S1 |
886.11 |
879.47 |
|