Trading Metrics calculated at close of trading on 02-Apr-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-1997 |
02-Apr-1997 |
Change |
Change % |
Previous Week |
Open |
818.74 |
796.79 |
-21.95 |
-2.7% |
812.73 |
High |
820.83 |
797.51 |
-23.32 |
-2.8% |
843.35 |
Low |
782.28 |
779.36 |
-2.92 |
-0.4% |
784.54 |
Close |
796.79 |
783.92 |
-12.87 |
-1.6% |
818.74 |
Range |
38.55 |
18.15 |
-20.40 |
-52.9% |
58.81 |
ATR |
22.20 |
21.91 |
-0.29 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
841.38 |
830.80 |
793.90 |
|
R3 |
823.23 |
812.65 |
788.91 |
|
R2 |
805.08 |
805.08 |
787.25 |
|
R1 |
794.50 |
794.50 |
785.58 |
790.72 |
PP |
786.93 |
786.93 |
786.93 |
785.04 |
S1 |
776.35 |
776.35 |
782.26 |
772.57 |
S2 |
768.78 |
768.78 |
780.59 |
|
S3 |
750.63 |
758.20 |
778.93 |
|
S4 |
732.48 |
740.05 |
773.94 |
|
|
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 |
779.36 |
63.99 |
8.2% |
27.99 |
3.6% |
7% |
False |
True |
|
10 |
843.35 |
779.36 |
63.99 |
8.2% |
25.43 |
3.2% |
7% |
False |
True |
|
20 |
874.28 |
779.36 |
94.92 |
12.1% |
21.01 |
2.7% |
5% |
False |
True |
|
40 |
918.43 |
779.36 |
139.07 |
17.7% |
20.47 |
2.6% |
3% |
False |
True |
|
60 |
938.11 |
779.36 |
158.75 |
20.3% |
20.13 |
2.6% |
3% |
False |
True |
|
80 |
938.11 |
779.36 |
158.75 |
20.3% |
19.95 |
2.5% |
3% |
False |
True |
|
100 |
938.11 |
779.36 |
158.75 |
20.3% |
18.70 |
2.4% |
3% |
False |
True |
|
120 |
938.11 |
730.45 |
207.66 |
26.5% |
17.86 |
2.3% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
874.65 |
2.618 |
845.03 |
1.618 |
826.88 |
1.000 |
815.66 |
0.618 |
808.73 |
HIGH |
797.51 |
0.618 |
790.58 |
0.500 |
788.44 |
0.382 |
786.29 |
LOW |
779.36 |
0.618 |
768.14 |
1.000 |
761.21 |
1.618 |
749.99 |
2.618 |
731.84 |
4.250 |
702.22 |
|
|
Fisher Pivots for day following 02-Apr-1997 |
Pivot |
1 day |
3 day |
R1 |
788.44 |
800.10 |
PP |
786.93 |
794.70 |
S1 |
785.43 |
789.31 |
|