Trading Metrics calculated at close of trading on 11-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-1997 |
11-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
6,855.80 |
6,806.54 |
-49.26 |
-0.7% |
6,813.09 |
High |
6,908.14 |
6,887.36 |
-20.78 |
-0.3% |
6,913.14 |
Low |
6,771.14 |
6,756.90 |
-14.24 |
-0.2% |
6,683.40 |
Close |
6,806.54 |
6,858.11 |
51.57 |
0.8% |
6,855.80 |
Range |
137.00 |
130.46 |
-6.54 |
-4.8% |
229.74 |
ATR |
148.24 |
146.97 |
-1.27 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,225.50 |
7,172.27 |
6,929.86 |
|
R3 |
7,095.04 |
7,041.81 |
6,893.99 |
|
R2 |
6,964.58 |
6,964.58 |
6,882.03 |
|
R1 |
6,911.35 |
6,911.35 |
6,870.07 |
6,937.97 |
PP |
6,834.12 |
6,834.12 |
6,834.12 |
6,847.43 |
S1 |
6,780.89 |
6,780.89 |
6,846.15 |
6,807.51 |
S2 |
6,703.66 |
6,703.66 |
6,834.19 |
|
S3 |
6,573.20 |
6,650.43 |
6,822.23 |
|
S4 |
6,442.74 |
6,519.97 |
6,786.36 |
|
|
Weekly Pivots for week ending 07-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,506.67 |
7,410.97 |
6,982.16 |
|
R3 |
7,276.93 |
7,181.23 |
6,918.98 |
|
R2 |
7,047.19 |
7,047.19 |
6,897.92 |
|
R1 |
6,951.49 |
6,951.49 |
6,876.86 |
6,999.34 |
PP |
6,817.45 |
6,817.45 |
6,817.45 |
6,841.37 |
S1 |
6,721.75 |
6,721.75 |
6,834.74 |
6,769.60 |
S2 |
6,587.71 |
6,587.71 |
6,813.68 |
|
S3 |
6,357.97 |
6,492.01 |
6,792.62 |
|
S4 |
6,128.23 |
6,262.27 |
6,729.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,913.14 |
6,683.40 |
229.74 |
3.3% |
154.63 |
2.3% |
76% |
False |
False |
|
10 |
6,913.14 |
6,627.98 |
285.16 |
4.2% |
142.58 |
2.1% |
81% |
False |
False |
|
20 |
6,953.55 |
6,598.73 |
354.82 |
5.2% |
150.66 |
2.2% |
73% |
False |
False |
|
40 |
6,953.55 |
6,206.83 |
746.72 |
10.9% |
144.09 |
2.1% |
87% |
False |
False |
|
60 |
6,953.55 |
6,206.83 |
746.72 |
10.9% |
137.58 |
2.0% |
87% |
False |
False |
|
80 |
6,953.55 |
5,938.82 |
1,014.73 |
14.8% |
130.69 |
1.9% |
91% |
False |
False |
|
100 |
6,953.55 |
5,819.65 |
1,133.90 |
16.5% |
123.71 |
1.8% |
92% |
False |
False |
|
120 |
6,953.55 |
5,550.37 |
1,403.18 |
20.5% |
117.69 |
1.7% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,441.82 |
2.618 |
7,228.90 |
1.618 |
7,098.44 |
1.000 |
7,017.82 |
0.618 |
6,967.98 |
HIGH |
6,887.36 |
0.618 |
6,837.52 |
0.500 |
6,822.13 |
0.382 |
6,806.74 |
LOW |
6,756.90 |
0.618 |
6,676.28 |
1.000 |
6,626.44 |
1.618 |
6,545.82 |
2.618 |
6,415.36 |
4.250 |
6,202.45 |
|
|
Fisher Pivots for day following 11-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
6,846.12 |
6,847.98 |
PP |
6,834.12 |
6,837.84 |
S1 |
6,822.13 |
6,827.71 |
|