Trading Metrics calculated at close of trading on 03-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-1997 |
03-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
848.49 |
850.46 |
1.97 |
0.2% |
864.30 |
High |
858.50 |
857.00 |
-1.50 |
-0.2% |
892.25 |
Low |
835.87 |
844.10 |
8.23 |
1.0% |
835.87 |
Close |
850.46 |
856.08 |
5.62 |
0.7% |
850.46 |
Range |
22.63 |
12.90 |
-9.73 |
-43.0% |
56.38 |
ATR |
20.31 |
19.78 |
-0.53 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
891.09 |
886.49 |
863.18 |
|
R3 |
878.19 |
873.59 |
859.63 |
|
R2 |
865.29 |
865.29 |
858.45 |
|
R1 |
860.69 |
860.69 |
857.26 |
862.99 |
PP |
852.39 |
852.39 |
852.39 |
853.55 |
S1 |
847.79 |
847.79 |
854.90 |
850.09 |
S2 |
839.49 |
839.49 |
853.72 |
|
S3 |
826.59 |
834.89 |
852.53 |
|
S4 |
813.69 |
821.99 |
848.99 |
|
|
Weekly Pivots for week ending 28-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,028.67 |
995.94 |
881.47 |
|
R3 |
972.29 |
939.56 |
865.96 |
|
R2 |
915.91 |
915.91 |
860.80 |
|
R1 |
883.18 |
883.18 |
855.63 |
871.36 |
PP |
859.53 |
859.53 |
859.53 |
853.61 |
S1 |
826.80 |
826.80 |
845.29 |
814.98 |
S2 |
803.15 |
803.15 |
840.12 |
|
S3 |
746.77 |
770.42 |
834.96 |
|
S4 |
690.39 |
714.04 |
819.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
892.25 |
835.87 |
56.38 |
6.6% |
20.13 |
2.4% |
36% |
False |
False |
|
10 |
903.60 |
835.87 |
67.73 |
7.9% |
18.99 |
2.2% |
30% |
False |
False |
|
20 |
928.31 |
835.87 |
92.44 |
10.8% |
19.94 |
2.3% |
22% |
False |
False |
|
40 |
938.11 |
835.87 |
102.24 |
11.9% |
19.70 |
2.3% |
20% |
False |
False |
|
60 |
938.11 |
798.13 |
139.98 |
16.4% |
19.52 |
2.3% |
41% |
False |
False |
|
80 |
938.11 |
767.08 |
171.03 |
20.0% |
18.21 |
2.1% |
52% |
False |
False |
|
100 |
938.11 |
730.45 |
207.66 |
24.3% |
17.24 |
2.0% |
60% |
False |
False |
|
120 |
938.11 |
666.03 |
272.08 |
31.8% |
16.52 |
1.9% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
911.83 |
2.618 |
890.77 |
1.618 |
877.87 |
1.000 |
869.90 |
0.618 |
864.97 |
HIGH |
857.00 |
0.618 |
852.07 |
0.500 |
850.55 |
0.382 |
849.03 |
LOW |
844.10 |
0.618 |
836.13 |
1.000 |
831.20 |
1.618 |
823.23 |
2.618 |
810.33 |
4.250 |
789.28 |
|
|
Fisher Pivots for day following 03-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
854.24 |
858.31 |
PP |
852.39 |
857.56 |
S1 |
850.55 |
856.82 |
|