Trading Metrics calculated at close of trading on 03-Apr-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-1997 |
03-Apr-1997 |
Change |
Change % |
Previous Week |
Open |
796.79 |
804.67 |
7.88 |
1.0% |
812.73 |
High |
797.51 |
804.67 |
7.16 |
0.9% |
843.35 |
Low |
779.36 |
779.17 |
-0.19 |
0.0% |
784.54 |
Close |
783.92 |
804.67 |
20.75 |
2.6% |
818.74 |
Range |
18.15 |
25.50 |
7.35 |
40.5% |
58.81 |
ATR |
21.91 |
22.17 |
0.26 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
872.67 |
864.17 |
818.70 |
|
R3 |
847.17 |
838.67 |
811.68 |
|
R2 |
821.67 |
821.67 |
809.35 |
|
R1 |
813.17 |
813.17 |
807.01 |
817.42 |
PP |
796.17 |
796.17 |
796.17 |
798.30 |
S1 |
787.67 |
787.67 |
802.33 |
791.92 |
S2 |
770.67 |
770.67 |
800.00 |
|
S3 |
745.17 |
762.17 |
797.66 |
|
S4 |
719.67 |
736.67 |
790.65 |
|
|
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 |
779.17 |
64.18 |
8.0% |
27.61 |
3.4% |
40% |
False |
True |
|
10 |
843.35 |
779.17 |
64.18 |
8.0% |
25.05 |
3.1% |
40% |
False |
True |
|
20 |
874.28 |
779.17 |
95.11 |
11.8% |
21.77 |
2.7% |
27% |
False |
True |
|
40 |
916.53 |
779.17 |
137.36 |
17.1% |
20.70 |
2.6% |
19% |
False |
True |
|
60 |
938.11 |
779.17 |
158.94 |
19.8% |
20.27 |
2.5% |
16% |
False |
True |
|
80 |
938.11 |
779.17 |
158.94 |
19.8% |
19.90 |
2.5% |
16% |
False |
True |
|
100 |
938.11 |
779.17 |
158.94 |
19.8% |
18.80 |
2.3% |
16% |
False |
True |
|
120 |
938.11 |
730.45 |
207.66 |
25.8% |
17.98 |
2.2% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
913.05 |
2.618 |
871.43 |
1.618 |
845.93 |
1.000 |
830.17 |
0.618 |
820.43 |
HIGH |
804.67 |
0.618 |
794.93 |
0.500 |
791.92 |
0.382 |
788.91 |
LOW |
779.17 |
0.618 |
763.41 |
1.000 |
753.67 |
1.618 |
737.91 |
2.618 |
712.41 |
4.250 |
670.80 |
|
|
Fisher Pivots for day following 03-Apr-1997 |
Pivot |
1 day |
3 day |
R1 |
800.42 |
803.11 |
PP |
796.17 |
801.56 |
S1 |
791.92 |
800.00 |
|