Trading Metrics calculated at close of trading on 01-Apr-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-1997 |
01-Apr-1997 |
Change |
Change % |
Previous Week |
Open |
818.74 |
818.74 |
0.00 |
0.0% |
812.73 |
High |
818.74 |
820.83 |
2.09 |
0.3% |
843.35 |
Low |
796.47 |
782.28 |
-14.19 |
-1.8% |
784.54 |
Close |
797.06 |
796.79 |
-0.27 |
0.0% |
818.74 |
Range |
22.27 |
38.55 |
16.28 |
73.1% |
58.81 |
ATR |
20.94 |
22.20 |
1.26 |
6.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
915.62 |
894.75 |
817.99 |
|
R3 |
877.07 |
856.20 |
807.39 |
|
R2 |
838.52 |
838.52 |
803.86 |
|
R1 |
817.65 |
817.65 |
800.32 |
808.81 |
PP |
799.97 |
799.97 |
799.97 |
795.55 |
S1 |
779.10 |
779.10 |
793.26 |
770.26 |
S2 |
761.42 |
761.42 |
789.72 |
|
S3 |
722.87 |
740.55 |
786.19 |
|
S4 |
684.32 |
702.00 |
775.59 |
|
|
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 |
782.28 |
61.07 |
7.7% |
27.55 |
3.5% |
24% |
False |
True |
|
10 |
843.35 |
782.28 |
61.07 |
7.7% |
25.19 |
3.2% |
24% |
False |
True |
|
20 |
874.28 |
782.28 |
92.00 |
11.5% |
20.75 |
2.6% |
16% |
False |
True |
|
40 |
928.31 |
782.28 |
146.03 |
18.3% |
20.35 |
2.6% |
10% |
False |
True |
|
60 |
938.11 |
782.28 |
155.83 |
19.6% |
20.05 |
2.5% |
9% |
False |
True |
|
80 |
938.11 |
782.28 |
155.83 |
19.6% |
19.83 |
2.5% |
9% |
False |
True |
|
100 |
938.11 |
767.08 |
171.03 |
21.5% |
18.72 |
2.3% |
17% |
False |
False |
|
120 |
938.11 |
730.45 |
207.66 |
26.1% |
17.82 |
2.2% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
984.67 |
2.618 |
921.75 |
1.618 |
883.20 |
1.000 |
859.38 |
0.618 |
844.65 |
HIGH |
820.83 |
0.618 |
806.10 |
0.500 |
801.56 |
0.382 |
797.01 |
LOW |
782.28 |
0.618 |
758.46 |
1.000 |
743.73 |
1.618 |
719.91 |
2.618 |
681.36 |
4.250 |
618.44 |
|
|
Fisher Pivots for day following 01-Apr-1997 |
Pivot |
1 day |
3 day |
R1 |
801.56 |
812.82 |
PP |
799.97 |
807.47 |
S1 |
798.38 |
802.13 |
|