Trading Metrics calculated at close of trading on 18-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-1997 |
18-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
838.98 |
832.24 |
-6.74 |
-0.8% |
854.84 |
High |
838.97 |
837.08 |
-1.89 |
-0.2% |
858.50 |
Low |
816.70 |
821.35 |
4.65 |
0.6% |
829.42 |
Close |
832.24 |
827.57 |
-4.67 |
-0.6% |
838.98 |
Range |
22.27 |
15.73 |
-6.54 |
-29.4% |
29.08 |
ATR |
17.98 |
17.82 |
-0.16 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
875.86 |
867.44 |
836.22 |
|
R3 |
860.13 |
851.71 |
831.90 |
|
R2 |
844.40 |
844.40 |
830.45 |
|
R1 |
835.98 |
835.98 |
829.01 |
832.33 |
PP |
828.67 |
828.67 |
828.67 |
826.84 |
S1 |
820.25 |
820.25 |
826.13 |
816.60 |
S2 |
812.94 |
812.94 |
824.69 |
|
S3 |
797.21 |
804.52 |
823.24 |
|
S4 |
781.48 |
788.79 |
818.92 |
|
|
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 |
850.17 |
816.70 |
33.47 |
4.0% |
15.26 |
1.8% |
32% |
False |
False |
|
10 |
874.28 |
816.70 |
57.58 |
7.0% |
16.59 |
2.0% |
19% |
False |
False |
|
20 |
903.60 |
816.70 |
86.90 |
10.5% |
17.77 |
2.1% |
13% |
False |
False |
|
40 |
938.11 |
816.70 |
121.41 |
14.7% |
19.83 |
2.4% |
9% |
False |
False |
|
60 |
938.11 |
806.17 |
131.94 |
15.9% |
18.52 |
2.2% |
16% |
False |
False |
|
80 |
938.11 |
798.13 |
139.98 |
16.9% |
18.42 |
2.2% |
21% |
False |
False |
|
100 |
938.11 |
730.45 |
207.66 |
25.1% |
17.48 |
2.1% |
47% |
False |
False |
|
120 |
938.11 |
727.14 |
210.97 |
25.5% |
16.80 |
2.0% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
903.93 |
2.618 |
878.26 |
1.618 |
862.53 |
1.000 |
852.81 |
0.618 |
846.80 |
HIGH |
837.08 |
0.618 |
831.07 |
0.500 |
829.22 |
0.382 |
827.36 |
LOW |
821.35 |
0.618 |
811.63 |
1.000 |
805.62 |
1.618 |
795.90 |
2.618 |
780.17 |
4.250 |
754.50 |
|
|
Fisher Pivots for day following 18-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
829.22 |
833.44 |
PP |
828.67 |
831.48 |
S1 |
828.12 |
829.53 |
|