Trading Metrics calculated at close of trading on 11-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-1997 |
11-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
854.84 |
848.50 |
-6.34 |
-0.7% |
850.46 |
High |
854.84 |
858.50 |
3.66 |
0.4% |
874.28 |
Low |
829.42 |
848.50 |
19.08 |
2.3% |
837.01 |
Close |
854.84 |
848.50 |
-6.34 |
-0.7% |
841.03 |
Range |
25.42 |
10.00 |
-15.42 |
-60.7% |
37.27 |
ATR |
19.55 |
18.87 |
-0.68 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
881.83 |
875.17 |
854.00 |
|
R3 |
871.83 |
865.17 |
851.25 |
|
R2 |
861.83 |
861.83 |
850.33 |
|
R1 |
855.17 |
855.17 |
849.42 |
853.50 |
PP |
851.83 |
851.83 |
851.83 |
851.00 |
S1 |
845.17 |
845.17 |
847.58 |
843.50 |
S2 |
841.83 |
841.83 |
846.67 |
|
S3 |
831.83 |
835.17 |
845.75 |
|
S4 |
821.83 |
825.17 |
843.00 |
|
|
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 |
5.3% |
17.92 |
2.1% |
43% |
False |
False |
|
10 |
886.83 |
829.42 |
57.41 |
6.8% |
18.59 |
2.2% |
33% |
False |
False |
|
20 |
912.28 |
829.42 |
82.86 |
9.8% |
18.52 |
2.2% |
23% |
False |
False |
|
40 |
938.11 |
829.42 |
108.69 |
12.8% |
20.23 |
2.4% |
18% |
False |
False |
|
60 |
938.11 |
798.13 |
139.98 |
16.5% |
18.89 |
2.2% |
36% |
False |
False |
|
80 |
938.11 |
787.71 |
150.40 |
17.7% |
18.43 |
2.2% |
40% |
False |
False |
|
100 |
938.11 |
730.45 |
207.66 |
24.5% |
17.51 |
2.1% |
57% |
False |
False |
|
120 |
938.11 |
725.22 |
212.89 |
25.1% |
16.64 |
2.0% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
901.00 |
2.618 |
884.68 |
1.618 |
874.68 |
1.000 |
868.50 |
0.618 |
864.68 |
HIGH |
858.50 |
0.618 |
854.68 |
0.500 |
853.50 |
0.382 |
852.32 |
LOW |
848.50 |
0.618 |
842.32 |
1.000 |
838.50 |
1.618 |
832.32 |
2.618 |
822.32 |
4.250 |
806.00 |
|
|
Fisher Pivots for day following 11-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
853.50 |
846.99 |
PP |
851.83 |
845.47 |
S1 |
850.17 |
843.96 |
|