Trading Metrics calculated at close of trading on 12-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-1997 |
12-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
848.50 |
848.50 |
0.00 |
0.0% |
850.46 |
High |
858.50 |
848.50 |
-10.00 |
-1.2% |
874.28 |
Low |
848.50 |
835.17 |
-13.33 |
-1.6% |
837.01 |
Close |
848.50 |
839.32 |
-9.18 |
-1.1% |
841.03 |
Range |
10.00 |
13.33 |
3.33 |
33.3% |
37.27 |
ATR |
18.87 |
18.47 |
-0.40 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
880.99 |
873.48 |
846.65 |
|
R3 |
867.66 |
860.15 |
842.99 |
|
R2 |
854.33 |
854.33 |
841.76 |
|
R1 |
846.82 |
846.82 |
840.54 |
843.91 |
PP |
841.00 |
841.00 |
841.00 |
839.54 |
S1 |
833.49 |
833.49 |
838.10 |
830.58 |
S2 |
827.67 |
827.67 |
836.88 |
|
S3 |
814.34 |
820.16 |
835.65 |
|
S4 |
801.01 |
806.83 |
831.99 |
|
|
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% |
18.51 |
2.2% |
22% |
False |
False |
|
10 |
880.74 |
829.42 |
51.32 |
6.1% |
18.41 |
2.2% |
19% |
False |
False |
|
20 |
912.28 |
829.42 |
82.86 |
9.9% |
17.91 |
2.1% |
12% |
False |
False |
|
40 |
938.11 |
829.42 |
108.69 |
12.9% |
20.01 |
2.4% |
9% |
False |
False |
|
60 |
938.11 |
798.13 |
139.98 |
16.7% |
18.82 |
2.2% |
29% |
False |
False |
|
80 |
938.11 |
787.71 |
150.40 |
17.9% |
18.42 |
2.2% |
34% |
False |
False |
|
100 |
938.11 |
730.45 |
207.66 |
24.7% |
17.47 |
2.1% |
52% |
False |
False |
|
120 |
938.11 |
727.14 |
210.97 |
25.1% |
16.64 |
2.0% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
905.15 |
2.618 |
883.40 |
1.618 |
870.07 |
1.000 |
861.83 |
0.618 |
856.74 |
HIGH |
848.50 |
0.618 |
843.41 |
0.500 |
841.84 |
0.382 |
840.26 |
LOW |
835.17 |
0.618 |
826.93 |
1.000 |
821.84 |
1.618 |
813.60 |
2.618 |
800.27 |
4.250 |
778.52 |
|
|
Fisher Pivots for day following 12-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
841.84 |
843.96 |
PP |
841.00 |
842.41 |
S1 |
840.16 |
840.87 |
|