Trading Metrics calculated at close of trading on 19-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-1997 |
19-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
832.24 |
827.57 |
-4.67 |
-0.6% |
854.84 |
High |
837.08 |
827.57 |
-9.51 |
-1.1% |
858.50 |
Low |
821.35 |
798.25 |
-23.10 |
-2.8% |
829.42 |
Close |
827.57 |
811.80 |
-15.77 |
-1.9% |
838.98 |
Range |
15.73 |
29.32 |
13.59 |
86.4% |
29.08 |
ATR |
17.82 |
18.64 |
0.82 |
4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
900.50 |
885.47 |
827.93 |
|
R3 |
871.18 |
856.15 |
819.86 |
|
R2 |
841.86 |
841.86 |
817.18 |
|
R1 |
826.83 |
826.83 |
814.49 |
819.69 |
PP |
812.54 |
812.54 |
812.54 |
808.97 |
S1 |
797.51 |
797.51 |
809.11 |
790.37 |
S2 |
783.22 |
783.22 |
806.42 |
|
S3 |
753.90 |
768.19 |
803.74 |
|
S4 |
724.58 |
738.87 |
795.67 |
|
|
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 |
798.25 |
51.92 |
6.4% |
18.46 |
2.3% |
26% |
False |
True |
|
10 |
874.28 |
798.25 |
76.03 |
9.4% |
18.49 |
2.3% |
18% |
False |
True |
|
20 |
897.72 |
798.25 |
99.47 |
12.3% |
18.69 |
2.3% |
14% |
False |
True |
|
40 |
938.11 |
798.25 |
139.86 |
17.2% |
20.07 |
2.5% |
10% |
False |
True |
|
60 |
938.11 |
798.25 |
139.86 |
17.2% |
18.67 |
2.3% |
10% |
False |
True |
|
80 |
938.11 |
798.13 |
139.98 |
17.2% |
18.61 |
2.3% |
10% |
False |
False |
|
100 |
938.11 |
730.45 |
207.66 |
25.6% |
17.64 |
2.2% |
39% |
False |
False |
|
120 |
938.11 |
727.14 |
210.97 |
26.0% |
16.91 |
2.1% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
952.18 |
2.618 |
904.33 |
1.618 |
875.01 |
1.000 |
856.89 |
0.618 |
845.69 |
HIGH |
827.57 |
0.618 |
816.37 |
0.500 |
812.91 |
0.382 |
809.45 |
LOW |
798.25 |
0.618 |
780.13 |
1.000 |
768.93 |
1.618 |
750.81 |
2.618 |
721.49 |
4.250 |
673.64 |
|
|
Fisher Pivots for day following 19-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
812.91 |
818.61 |
PP |
812.54 |
816.34 |
S1 |
812.17 |
814.07 |
|