Trading Metrics calculated at close of trading on 10-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-1997 |
10-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
872.07 |
854.84 |
-17.23 |
-2.0% |
850.46 |
High |
857.53 |
854.84 |
-2.69 |
-0.3% |
874.28 |
Low |
837.01 |
829.42 |
-7.59 |
-0.9% |
837.01 |
Close |
841.03 |
854.84 |
13.81 |
1.6% |
841.03 |
Range |
20.52 |
25.42 |
4.90 |
23.9% |
37.27 |
ATR |
19.10 |
19.55 |
0.45 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
922.63 |
914.15 |
868.82 |
|
R3 |
897.21 |
888.73 |
861.83 |
|
R2 |
871.79 |
871.79 |
859.50 |
|
R1 |
863.31 |
863.31 |
857.17 |
867.55 |
PP |
846.37 |
846.37 |
846.37 |
848.49 |
S1 |
837.89 |
837.89 |
852.51 |
842.13 |
S2 |
820.95 |
820.95 |
850.18 |
|
S3 |
795.53 |
812.47 |
847.85 |
|
S4 |
770.11 |
787.05 |
840.86 |
|
|
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 |
829.42 |
44.86 |
5.2% |
18.52 |
2.2% |
57% |
False |
True |
|
10 |
892.25 |
829.42 |
62.83 |
7.3% |
19.32 |
2.3% |
40% |
False |
True |
|
20 |
912.28 |
829.42 |
82.86 |
9.7% |
19.61 |
2.3% |
31% |
False |
True |
|
40 |
938.11 |
829.42 |
108.69 |
12.7% |
20.21 |
2.4% |
23% |
False |
True |
|
60 |
938.11 |
798.13 |
139.98 |
16.4% |
19.22 |
2.2% |
41% |
False |
False |
|
80 |
938.11 |
787.71 |
150.40 |
17.6% |
18.45 |
2.2% |
45% |
False |
False |
|
100 |
938.11 |
730.45 |
207.66 |
24.3% |
17.54 |
2.1% |
60% |
False |
False |
|
120 |
938.11 |
716.72 |
221.39 |
25.9% |
16.71 |
2.0% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
962.88 |
2.618 |
921.39 |
1.618 |
895.97 |
1.000 |
880.26 |
0.618 |
870.55 |
HIGH |
854.84 |
0.618 |
845.13 |
0.500 |
842.13 |
0.382 |
839.13 |
LOW |
829.42 |
0.618 |
813.71 |
1.000 |
804.00 |
1.618 |
788.29 |
2.618 |
762.87 |
4.250 |
721.39 |
|
|
Fisher Pivots for day following 10-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
850.60 |
853.84 |
PP |
846.37 |
852.85 |
S1 |
842.13 |
851.85 |
|