Trading Metrics calculated at close of trading on 07-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-1997 |
07-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
872.07 |
872.07 |
0.00 |
0.0% |
850.46 |
High |
874.28 |
857.53 |
-16.75 |
-1.9% |
874.28 |
Low |
850.99 |
837.01 |
-13.98 |
-1.6% |
837.01 |
Close |
851.51 |
841.03 |
-10.48 |
-1.2% |
841.03 |
Range |
23.29 |
20.52 |
-2.77 |
-11.9% |
37.27 |
ATR |
18.99 |
19.10 |
0.11 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
906.75 |
894.41 |
852.32 |
|
R3 |
886.23 |
873.89 |
846.67 |
|
R2 |
865.71 |
865.71 |
844.79 |
|
R1 |
853.37 |
853.37 |
842.91 |
849.28 |
PP |
845.19 |
845.19 |
845.19 |
843.15 |
S1 |
832.85 |
832.85 |
839.15 |
828.76 |
S2 |
824.67 |
824.67 |
837.27 |
|
S3 |
804.15 |
812.33 |
835.39 |
|
S4 |
783.63 |
791.81 |
829.74 |
|
|
Weekly Pivots for week ending 07-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
962.58 |
939.08 |
861.53 |
|
R3 |
925.31 |
901.81 |
851.28 |
|
R2 |
888.04 |
888.04 |
847.86 |
|
R1 |
864.54 |
864.54 |
844.45 |
857.66 |
PP |
850.77 |
850.77 |
850.77 |
847.33 |
S1 |
827.27 |
827.27 |
837.61 |
820.39 |
S2 |
813.50 |
813.50 |
834.20 |
|
S3 |
776.23 |
790.00 |
830.78 |
|
S4 |
738.96 |
752.73 |
820.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
874.28 |
837.01 |
37.27 |
4.4% |
16.02 |
1.9% |
11% |
False |
True |
|
10 |
892.25 |
835.87 |
56.38 |
6.7% |
19.52 |
2.3% |
9% |
False |
False |
|
20 |
912.28 |
835.87 |
76.41 |
9.1% |
19.15 |
2.3% |
7% |
False |
False |
|
40 |
938.11 |
835.87 |
102.24 |
12.2% |
20.05 |
2.4% |
5% |
False |
False |
|
60 |
938.11 |
798.13 |
139.98 |
16.6% |
19.17 |
2.3% |
31% |
False |
False |
|
80 |
938.11 |
787.71 |
150.40 |
17.9% |
18.35 |
2.2% |
35% |
False |
False |
|
100 |
938.11 |
730.45 |
207.66 |
24.7% |
17.45 |
2.1% |
53% |
False |
False |
|
120 |
938.11 |
709.22 |
228.89 |
27.2% |
16.62 |
2.0% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
944.74 |
2.618 |
911.25 |
1.618 |
890.73 |
1.000 |
878.05 |
0.618 |
870.21 |
HIGH |
857.53 |
0.618 |
849.69 |
0.500 |
847.27 |
0.382 |
844.85 |
LOW |
837.01 |
0.618 |
824.33 |
1.000 |
816.49 |
1.618 |
803.81 |
2.618 |
783.29 |
4.250 |
749.80 |
|
|
Fisher Pivots for day following 07-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
847.27 |
855.65 |
PP |
845.19 |
850.77 |
S1 |
843.11 |
845.90 |
|