Trading Metrics calculated at close of trading on 13-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-1997 |
13-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
848.50 |
839.32 |
-9.18 |
-1.1% |
850.46 |
High |
848.50 |
847.29 |
-1.21 |
-0.1% |
874.28 |
Low |
835.17 |
834.46 |
-0.71 |
-0.1% |
837.01 |
Close |
839.32 |
840.50 |
1.18 |
0.1% |
841.03 |
Range |
13.33 |
12.83 |
-0.50 |
-3.8% |
37.27 |
ATR |
18.47 |
18.07 |
-0.40 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
879.24 |
872.70 |
847.56 |
|
R3 |
866.41 |
859.87 |
844.03 |
|
R2 |
853.58 |
853.58 |
842.85 |
|
R1 |
847.04 |
847.04 |
841.68 |
850.31 |
PP |
840.75 |
840.75 |
840.75 |
842.39 |
S1 |
834.21 |
834.21 |
839.32 |
837.48 |
S2 |
827.92 |
827.92 |
838.15 |
|
S3 |
815.09 |
821.38 |
836.97 |
|
S4 |
802.26 |
808.55 |
833.44 |
|
|
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 |
858.50 |
829.42 |
29.08 |
3.5% |
16.42 |
2.0% |
38% |
False |
False |
|
10 |
874.28 |
829.42 |
44.86 |
5.3% |
16.43 |
2.0% |
25% |
False |
False |
|
20 |
912.28 |
829.42 |
82.86 |
9.9% |
17.12 |
2.0% |
13% |
False |
False |
|
40 |
938.11 |
829.42 |
108.69 |
12.9% |
19.85 |
2.4% |
10% |
False |
False |
|
60 |
938.11 |
798.13 |
139.98 |
16.7% |
18.47 |
2.2% |
30% |
False |
False |
|
80 |
938.11 |
787.71 |
150.40 |
17.9% |
18.32 |
2.2% |
35% |
False |
False |
|
100 |
938.11 |
730.45 |
207.66 |
24.7% |
17.53 |
2.1% |
53% |
False |
False |
|
120 |
938.11 |
727.14 |
210.97 |
25.1% |
16.64 |
2.0% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
901.82 |
2.618 |
880.88 |
1.618 |
868.05 |
1.000 |
860.12 |
0.618 |
855.22 |
HIGH |
847.29 |
0.618 |
842.39 |
0.500 |
840.88 |
0.382 |
839.36 |
LOW |
834.46 |
0.618 |
826.53 |
1.000 |
821.63 |
1.618 |
813.70 |
2.618 |
800.87 |
4.250 |
779.93 |
|
|
Fisher Pivots for day following 13-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
840.88 |
846.48 |
PP |
840.75 |
844.49 |
S1 |
840.63 |
842.49 |
|