Trading Metrics calculated at close of trading on 27-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-1997 |
27-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
882.04 |
880.74 |
-1.30 |
-0.1% |
899.91 |
High |
886.83 |
880.74 |
-6.09 |
-0.7% |
903.60 |
Low |
871.64 |
848.16 |
-23.48 |
-2.7% |
862.08 |
Close |
880.74 |
848.49 |
-32.25 |
-3.7% |
864.30 |
Range |
15.19 |
32.58 |
17.39 |
114.5% |
41.52 |
ATR |
19.17 |
20.13 |
0.96 |
5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
956.87 |
935.26 |
866.41 |
|
R3 |
924.29 |
902.68 |
857.45 |
|
R2 |
891.71 |
891.71 |
854.46 |
|
R1 |
870.10 |
870.10 |
851.48 |
864.62 |
PP |
859.13 |
859.13 |
859.13 |
856.39 |
S1 |
837.52 |
837.52 |
845.50 |
832.04 |
S2 |
826.55 |
826.55 |
842.52 |
|
S3 |
793.97 |
804.94 |
839.53 |
|
S4 |
761.39 |
772.36 |
830.57 |
|
|
Weekly Pivots for week ending 21-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,001.22 |
974.28 |
887.14 |
|
R3 |
959.70 |
932.76 |
875.72 |
|
R2 |
918.18 |
918.18 |
871.91 |
|
R1 |
891.24 |
891.24 |
868.11 |
883.95 |
PP |
876.66 |
876.66 |
876.66 |
873.02 |
S1 |
849.72 |
849.72 |
860.49 |
842.43 |
S2 |
835.14 |
835.14 |
856.69 |
|
S3 |
793.62 |
808.20 |
852.88 |
|
S4 |
752.10 |
766.68 |
841.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
892.25 |
848.16 |
44.09 |
5.2% |
22.13 |
2.6% |
1% |
False |
True |
|
10 |
912.28 |
848.16 |
64.12 |
7.6% |
17.80 |
2.1% |
1% |
False |
True |
|
20 |
928.31 |
848.16 |
80.15 |
9.4% |
19.84 |
2.3% |
0% |
False |
True |
|
40 |
938.11 |
806.17 |
131.94 |
15.5% |
20.12 |
2.4% |
32% |
False |
False |
|
60 |
938.11 |
798.13 |
139.98 |
16.5% |
19.52 |
2.3% |
36% |
False |
False |
|
80 |
938.11 |
751.45 |
186.66 |
22.0% |
18.05 |
2.1% |
52% |
False |
False |
|
100 |
938.11 |
730.45 |
207.66 |
24.5% |
17.14 |
2.0% |
57% |
False |
False |
|
120 |
938.11 |
663.53 |
274.58 |
32.4% |
16.36 |
1.9% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,019.21 |
2.618 |
966.03 |
1.618 |
933.45 |
1.000 |
913.32 |
0.618 |
900.87 |
HIGH |
880.74 |
0.618 |
868.29 |
0.500 |
864.45 |
0.382 |
860.61 |
LOW |
848.16 |
0.618 |
828.03 |
1.000 |
815.58 |
1.618 |
795.45 |
2.618 |
762.87 |
4.250 |
709.70 |
|
|
Fisher Pivots for day following 27-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
864.45 |
870.21 |
PP |
859.13 |
862.97 |
S1 |
853.81 |
855.73 |
|