Trading Metrics calculated at close of trading on 04-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-1997 |
04-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
850.46 |
850.46 |
0.00 |
0.0% |
864.30 |
High |
857.00 |
869.07 |
12.07 |
1.4% |
892.25 |
Low |
844.10 |
856.08 |
11.98 |
1.4% |
835.87 |
Close |
856.08 |
862.04 |
5.96 |
0.7% |
850.46 |
Range |
12.90 |
12.99 |
0.09 |
0.7% |
56.38 |
ATR |
19.78 |
19.29 |
-0.48 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
901.37 |
894.69 |
869.18 |
|
R3 |
888.38 |
881.70 |
865.61 |
|
R2 |
875.39 |
875.39 |
864.42 |
|
R1 |
868.71 |
868.71 |
863.23 |
872.05 |
PP |
862.40 |
862.40 |
862.40 |
864.07 |
S1 |
855.72 |
855.72 |
860.85 |
859.06 |
S2 |
849.41 |
849.41 |
859.66 |
|
S3 |
836.42 |
842.73 |
858.47 |
|
S4 |
823.43 |
829.74 |
854.90 |
|
|
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 |
886.83 |
835.87 |
50.96 |
5.9% |
19.26 |
2.2% |
51% |
False |
False |
|
10 |
903.60 |
835.87 |
67.73 |
7.9% |
18.95 |
2.2% |
39% |
False |
False |
|
20 |
918.43 |
835.87 |
82.56 |
9.6% |
19.93 |
2.3% |
32% |
False |
False |
|
40 |
938.11 |
835.87 |
102.24 |
11.9% |
19.69 |
2.3% |
26% |
False |
False |
|
60 |
938.11 |
798.13 |
139.98 |
16.2% |
19.59 |
2.3% |
46% |
False |
False |
|
80 |
938.11 |
785.08 |
153.03 |
17.8% |
18.12 |
2.1% |
50% |
False |
False |
|
100 |
938.11 |
730.45 |
207.66 |
24.1% |
17.23 |
2.0% |
63% |
False |
False |
|
120 |
938.11 |
674.73 |
263.38 |
30.6% |
16.54 |
1.9% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
924.28 |
2.618 |
903.08 |
1.618 |
890.09 |
1.000 |
882.06 |
0.618 |
877.10 |
HIGH |
869.07 |
0.618 |
864.11 |
0.500 |
862.58 |
0.382 |
861.04 |
LOW |
856.08 |
0.618 |
848.05 |
1.000 |
843.09 |
1.618 |
835.06 |
2.618 |
822.07 |
4.250 |
800.87 |
|
|
Fisher Pivots for day following 04-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
862.58 |
858.85 |
PP |
862.40 |
855.66 |
S1 |
862.22 |
852.47 |
|