Trading Metrics calculated at close of trading on 20-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-1997 |
20-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
897.53 |
897.65 |
0.12 |
0.0% |
899.84 |
High |
903.60 |
897.72 |
-5.88 |
-0.7% |
912.28 |
Low |
892.73 |
878.27 |
-14.46 |
-1.6% |
856.04 |
Close |
897.65 |
880.25 |
-17.40 |
-1.9% |
899.91 |
Range |
10.87 |
19.45 |
8.58 |
78.9% |
56.24 |
ATR |
19.09 |
19.11 |
0.03 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
943.76 |
931.46 |
890.95 |
|
R3 |
924.31 |
912.01 |
885.60 |
|
R2 |
904.86 |
904.86 |
883.82 |
|
R1 |
892.56 |
892.56 |
882.03 |
888.99 |
PP |
885.41 |
885.41 |
885.41 |
883.63 |
S1 |
873.11 |
873.11 |
878.47 |
869.54 |
S2 |
865.96 |
865.96 |
876.68 |
|
S3 |
846.51 |
853.66 |
874.90 |
|
S4 |
827.06 |
834.21 |
869.55 |
|
|
Weekly Pivots for week ending 14-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,058.13 |
1,035.26 |
930.84 |
|
R3 |
1,001.89 |
979.02 |
915.38 |
|
R2 |
945.65 |
945.65 |
910.22 |
|
R1 |
922.78 |
922.78 |
905.07 |
934.22 |
PP |
889.41 |
889.41 |
889.41 |
895.13 |
S1 |
866.54 |
866.54 |
894.75 |
877.98 |
S2 |
833.17 |
833.17 |
889.60 |
|
S3 |
776.93 |
810.30 |
884.44 |
|
S4 |
720.69 |
754.06 |
868.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
912.28 |
878.27 |
34.01 |
3.9% |
13.47 |
1.5% |
6% |
False |
True |
|
10 |
912.28 |
856.04 |
56.24 |
6.4% |
18.26 |
2.1% |
43% |
False |
False |
|
20 |
938.11 |
856.04 |
82.07 |
9.3% |
20.07 |
2.3% |
29% |
False |
False |
|
40 |
938.11 |
806.17 |
131.94 |
15.0% |
18.78 |
2.1% |
56% |
False |
False |
|
60 |
938.11 |
798.13 |
139.98 |
15.9% |
18.60 |
2.1% |
59% |
False |
False |
|
80 |
938.11 |
730.45 |
207.66 |
23.6% |
17.49 |
2.0% |
72% |
False |
False |
|
100 |
938.11 |
727.14 |
210.97 |
24.0% |
16.68 |
1.9% |
73% |
False |
False |
|
120 |
938.11 |
650.48 |
287.63 |
32.7% |
15.99 |
1.8% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
980.38 |
2.618 |
948.64 |
1.618 |
929.19 |
1.000 |
917.17 |
0.618 |
909.74 |
HIGH |
897.72 |
0.618 |
890.29 |
0.500 |
888.00 |
0.382 |
885.70 |
LOW |
878.27 |
0.618 |
866.25 |
1.000 |
858.82 |
1.618 |
846.80 |
2.618 |
827.35 |
4.250 |
795.61 |
|
|
Fisher Pivots for day following 20-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
888.00 |
890.94 |
PP |
885.41 |
887.37 |
S1 |
882.83 |
883.81 |
|