Trading Metrics calculated at close of trading on 14-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-1997 |
14-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
839.32 |
840.50 |
1.18 |
0.1% |
854.84 |
High |
847.29 |
850.17 |
2.88 |
0.3% |
858.50 |
Low |
834.46 |
838.03 |
3.57 |
0.4% |
829.42 |
Close |
840.50 |
838.98 |
-1.52 |
-0.2% |
838.98 |
Range |
12.83 |
12.14 |
-0.69 |
-5.4% |
29.08 |
ATR |
18.07 |
17.64 |
-0.42 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
878.81 |
871.04 |
845.66 |
|
R3 |
866.67 |
858.90 |
842.32 |
|
R2 |
854.53 |
854.53 |
841.21 |
|
R1 |
846.76 |
846.76 |
840.09 |
844.58 |
PP |
842.39 |
842.39 |
842.39 |
841.30 |
S1 |
834.62 |
834.62 |
837.87 |
832.44 |
S2 |
830.25 |
830.25 |
836.75 |
|
S3 |
818.11 |
822.48 |
835.64 |
|
S4 |
805.97 |
810.34 |
832.30 |
|
|
Weekly Pivots for week ending 14-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
929.54 |
913.34 |
854.97 |
|
R3 |
900.46 |
884.26 |
846.98 |
|
R2 |
871.38 |
871.38 |
844.31 |
|
R1 |
855.18 |
855.18 |
841.65 |
848.74 |
PP |
842.30 |
842.30 |
842.30 |
839.08 |
S1 |
826.10 |
826.10 |
836.31 |
819.66 |
S2 |
813.22 |
813.22 |
833.65 |
|
S3 |
784.14 |
797.02 |
830.98 |
|
S4 |
755.06 |
767.94 |
822.99 |
|
|
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% |
14.74 |
1.8% |
33% |
False |
False |
|
10 |
874.28 |
829.42 |
44.86 |
5.3% |
15.38 |
1.8% |
21% |
False |
False |
|
20 |
909.13 |
829.42 |
79.71 |
9.5% |
17.13 |
2.0% |
12% |
False |
False |
|
40 |
938.11 |
829.42 |
108.69 |
13.0% |
19.75 |
2.4% |
9% |
False |
False |
|
60 |
938.11 |
806.17 |
131.94 |
15.7% |
18.37 |
2.2% |
25% |
False |
False |
|
80 |
938.11 |
791.25 |
146.86 |
17.5% |
18.31 |
2.2% |
33% |
False |
False |
|
100 |
938.11 |
730.45 |
207.66 |
24.8% |
17.44 |
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 |
901.77 |
2.618 |
881.95 |
1.618 |
869.81 |
1.000 |
862.31 |
0.618 |
857.67 |
HIGH |
850.17 |
0.618 |
845.53 |
0.500 |
844.10 |
0.382 |
842.67 |
LOW |
838.03 |
0.618 |
830.53 |
1.000 |
825.89 |
1.618 |
818.39 |
2.618 |
806.25 |
4.250 |
786.44 |
|
|
Fisher Pivots for day following 14-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
844.10 |
842.32 |
PP |
842.39 |
841.20 |
S1 |
840.69 |
840.09 |
|