Trading Metrics calculated at close of trading on 31-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-1997 |
31-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
834.38 |
818.74 |
-15.64 |
-1.9% |
812.73 |
High |
843.35 |
818.74 |
-24.61 |
-2.9% |
843.35 |
Low |
809.75 |
796.47 |
-13.28 |
-1.6% |
784.54 |
Close |
818.74 |
797.06 |
-21.68 |
-2.6% |
818.74 |
Range |
33.60 |
22.27 |
-11.33 |
-33.7% |
58.81 |
ATR |
20.84 |
20.94 |
0.10 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
870.90 |
856.25 |
809.31 |
|
R3 |
848.63 |
833.98 |
803.18 |
|
R2 |
826.36 |
826.36 |
801.14 |
|
R1 |
811.71 |
811.71 |
799.10 |
807.90 |
PP |
804.09 |
804.09 |
804.09 |
802.19 |
S1 |
789.44 |
789.44 |
795.02 |
785.63 |
S2 |
781.82 |
781.82 |
792.98 |
|
S3 |
759.55 |
767.17 |
790.94 |
|
S4 |
737.28 |
744.90 |
784.81 |
|
|
Weekly Pivots for week ending 28-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
991.97 |
964.17 |
851.09 |
|
R3 |
933.16 |
905.36 |
834.91 |
|
R2 |
874.35 |
874.35 |
829.52 |
|
R1 |
846.55 |
846.55 |
824.13 |
860.45 |
PP |
815.54 |
815.54 |
815.54 |
822.50 |
S1 |
787.74 |
787.74 |
813.35 |
801.64 |
S2 |
756.73 |
756.73 |
807.96 |
|
S3 |
697.92 |
728.93 |
802.57 |
|
S4 |
639.11 |
670.12 |
786.39 |
|
|
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 |
7.4% |
25.47 |
3.2% |
21% |
False |
False |
|
10 |
843.35 |
784.54 |
58.81 |
7.4% |
23.56 |
3.0% |
21% |
False |
False |
|
20 |
874.28 |
784.54 |
89.74 |
11.3% |
19.47 |
2.4% |
14% |
False |
False |
|
40 |
928.31 |
784.54 |
143.77 |
18.0% |
19.74 |
2.5% |
9% |
False |
False |
|
60 |
938.11 |
784.54 |
153.57 |
19.3% |
19.95 |
2.5% |
8% |
False |
False |
|
80 |
938.11 |
784.54 |
153.57 |
19.3% |
19.55 |
2.5% |
8% |
False |
False |
|
100 |
938.11 |
756.23 |
181.88 |
22.8% |
18.49 |
2.3% |
22% |
False |
False |
|
120 |
938.11 |
730.45 |
207.66 |
26.1% |
17.65 |
2.2% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
913.39 |
2.618 |
877.04 |
1.618 |
854.77 |
1.000 |
841.01 |
0.618 |
832.50 |
HIGH |
818.74 |
0.618 |
810.23 |
0.500 |
807.61 |
0.382 |
804.98 |
LOW |
796.47 |
0.618 |
782.71 |
1.000 |
774.20 |
1.618 |
760.44 |
2.618 |
738.17 |
4.250 |
701.82 |
|
|
Fisher Pivots for day following 31-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
807.61 |
819.91 |
PP |
804.09 |
812.29 |
S1 |
800.58 |
804.68 |
|