Trading Metrics calculated at close of trading on 05-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-1997 |
05-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
850.46 |
862.04 |
11.58 |
1.4% |
864.30 |
High |
869.07 |
872.31 |
3.24 |
0.4% |
892.25 |
Low |
856.08 |
861.92 |
5.84 |
0.7% |
835.87 |
Close |
862.04 |
872.07 |
10.03 |
1.2% |
850.46 |
Range |
12.99 |
10.39 |
-2.60 |
-20.0% |
56.38 |
ATR |
19.29 |
18.66 |
-0.64 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
899.94 |
896.39 |
877.78 |
|
R3 |
889.55 |
886.00 |
874.93 |
|
R2 |
879.16 |
879.16 |
873.97 |
|
R1 |
875.61 |
875.61 |
873.02 |
877.39 |
PP |
868.77 |
868.77 |
868.77 |
869.65 |
S1 |
865.22 |
865.22 |
871.12 |
867.00 |
S2 |
858.38 |
858.38 |
870.17 |
|
S3 |
847.99 |
854.83 |
869.21 |
|
S4 |
837.60 |
844.44 |
866.36 |
|
|
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 |
880.74 |
835.87 |
44.87 |
5.1% |
18.30 |
2.1% |
81% |
False |
False |
|
10 |
897.72 |
835.87 |
61.85 |
7.1% |
18.90 |
2.2% |
59% |
False |
False |
|
20 |
916.53 |
835.87 |
80.66 |
9.2% |
19.63 |
2.3% |
45% |
False |
False |
|
40 |
938.11 |
835.87 |
102.24 |
11.7% |
19.52 |
2.2% |
35% |
False |
False |
|
60 |
938.11 |
798.13 |
139.98 |
16.1% |
19.27 |
2.2% |
53% |
False |
False |
|
80 |
938.11 |
787.71 |
150.40 |
17.2% |
18.06 |
2.1% |
56% |
False |
False |
|
100 |
938.11 |
730.45 |
207.66 |
23.8% |
17.23 |
2.0% |
68% |
False |
False |
|
120 |
938.11 |
685.65 |
252.46 |
28.9% |
16.52 |
1.9% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
916.47 |
2.618 |
899.51 |
1.618 |
889.12 |
1.000 |
882.70 |
0.618 |
878.73 |
HIGH |
872.31 |
0.618 |
868.34 |
0.500 |
867.12 |
0.382 |
865.89 |
LOW |
861.92 |
0.618 |
855.50 |
1.000 |
851.53 |
1.618 |
845.11 |
2.618 |
834.72 |
4.250 |
817.76 |
|
|
Fisher Pivots for day following 05-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
870.42 |
867.45 |
PP |
868.77 |
862.83 |
S1 |
867.12 |
858.21 |
|