Trading Metrics calculated at close of trading on 27-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-1997 |
27-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
807.19 |
834.38 |
27.19 |
3.4% |
838.98 |
High |
834.57 |
843.35 |
8.78 |
1.1% |
838.97 |
Low |
807.19 |
809.75 |
2.56 |
0.3% |
798.25 |
Close |
834.38 |
818.74 |
-15.64 |
-1.9% |
812.73 |
Range |
27.38 |
33.60 |
6.22 |
22.7% |
40.72 |
ATR |
19.86 |
20.84 |
0.98 |
4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
924.75 |
905.34 |
837.22 |
|
R3 |
891.15 |
871.74 |
827.98 |
|
R2 |
857.55 |
857.55 |
824.90 |
|
R1 |
838.14 |
838.14 |
821.82 |
831.05 |
PP |
823.95 |
823.95 |
823.95 |
820.40 |
S1 |
804.54 |
804.54 |
815.66 |
797.45 |
S2 |
790.35 |
790.35 |
812.58 |
|
S3 |
756.75 |
770.94 |
809.50 |
|
S4 |
723.15 |
737.34 |
800.26 |
|
|
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 |
843.35 |
784.54 |
58.81 |
7.2% |
24.65 |
3.0% |
58% |
True |
False |
|
10 |
850.17 |
784.54 |
65.63 |
8.0% |
22.55 |
2.8% |
52% |
False |
False |
|
20 |
874.28 |
784.54 |
89.74 |
11.0% |
19.49 |
2.4% |
38% |
False |
False |
|
40 |
928.31 |
784.54 |
143.77 |
17.6% |
19.67 |
2.4% |
24% |
False |
False |
|
60 |
938.11 |
784.54 |
153.57 |
18.8% |
19.91 |
2.4% |
22% |
False |
False |
|
80 |
938.11 |
784.54 |
153.57 |
18.8% |
19.52 |
2.4% |
22% |
False |
False |
|
100 |
938.11 |
751.45 |
186.66 |
22.8% |
18.34 |
2.2% |
36% |
False |
False |
|
120 |
938.11 |
730.45 |
207.66 |
25.4% |
17.53 |
2.1% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
986.15 |
2.618 |
931.31 |
1.618 |
897.71 |
1.000 |
876.95 |
0.618 |
864.11 |
HIGH |
843.35 |
0.618 |
830.51 |
0.500 |
826.55 |
0.382 |
822.59 |
LOW |
809.75 |
0.618 |
788.99 |
1.000 |
776.15 |
1.618 |
755.39 |
2.618 |
721.79 |
4.250 |
666.95 |
|
|
Fisher Pivots for day following 27-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
826.55 |
821.34 |
PP |
823.95 |
820.47 |
S1 |
821.34 |
819.61 |
|