Trading Metrics calculated at close of trading on 24-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-1997 |
24-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
821.73 |
812.73 |
-9.00 |
-1.1% |
838.98 |
High |
829.42 |
812.73 |
-16.69 |
-2.0% |
838.97 |
Low |
811.27 |
784.54 |
-26.73 |
-3.3% |
798.25 |
Close |
812.73 |
802.37 |
-10.36 |
-1.3% |
812.73 |
Range |
18.15 |
28.19 |
10.04 |
55.3% |
40.72 |
ATR |
18.88 |
19.54 |
0.67 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
884.45 |
871.60 |
817.87 |
|
R3 |
856.26 |
843.41 |
810.12 |
|
R2 |
828.07 |
828.07 |
807.54 |
|
R1 |
815.22 |
815.22 |
804.95 |
807.55 |
PP |
799.88 |
799.88 |
799.88 |
796.05 |
S1 |
787.03 |
787.03 |
799.79 |
779.36 |
S2 |
771.69 |
771.69 |
797.20 |
|
S3 |
743.50 |
758.84 |
794.62 |
|
S4 |
715.31 |
730.65 |
786.87 |
|
|
Weekly Pivots for week ending 21-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
938.81 |
916.49 |
835.13 |
|
R3 |
898.09 |
875.77 |
823.93 |
|
R2 |
857.37 |
857.37 |
820.20 |
|
R1 |
835.05 |
835.05 |
816.46 |
825.85 |
PP |
816.65 |
816.65 |
816.65 |
812.05 |
S1 |
794.33 |
794.33 |
809.00 |
785.13 |
S2 |
775.93 |
775.93 |
805.26 |
|
S3 |
735.21 |
753.61 |
801.53 |
|
S4 |
694.49 |
712.89 |
790.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
837.08 |
784.54 |
52.54 |
6.5% |
22.83 |
2.8% |
34% |
False |
True |
|
10 |
858.50 |
784.54 |
73.96 |
9.2% |
18.47 |
2.3% |
24% |
False |
True |
|
20 |
892.25 |
784.54 |
107.71 |
13.4% |
18.90 |
2.4% |
17% |
False |
True |
|
40 |
928.31 |
784.54 |
143.77 |
17.9% |
19.50 |
2.4% |
12% |
False |
True |
|
60 |
938.11 |
784.54 |
153.57 |
19.1% |
19.22 |
2.4% |
12% |
False |
True |
|
80 |
938.11 |
784.54 |
153.57 |
19.1% |
18.94 |
2.4% |
12% |
False |
True |
|
100 |
938.11 |
731.21 |
206.90 |
25.8% |
17.92 |
2.2% |
34% |
False |
False |
|
120 |
938.11 |
730.45 |
207.66 |
25.9% |
17.22 |
2.1% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
932.54 |
2.618 |
886.53 |
1.618 |
858.34 |
1.000 |
840.92 |
0.618 |
830.15 |
HIGH |
812.73 |
0.618 |
801.96 |
0.500 |
798.64 |
0.382 |
795.31 |
LOW |
784.54 |
0.618 |
767.12 |
1.000 |
756.35 |
1.618 |
738.93 |
2.618 |
710.74 |
4.250 |
664.73 |
|
|
Fisher Pivots for day following 24-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
801.13 |
806.98 |
PP |
799.88 |
805.44 |
S1 |
798.64 |
803.91 |
|