Trading Metrics calculated at close of trading on 20-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-1997 |
20-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
7,067.46 |
7,020.13 |
-47.33 |
-0.7% |
6,855.80 |
High |
7,112.87 |
7,035.91 |
-76.96 |
-1.1% |
7,074.77 |
Low |
6,980.87 |
6,890.82 |
-90.05 |
-1.3% |
6,756.90 |
Close |
7,020.13 |
6,927.38 |
-92.75 |
-1.3% |
6,988.96 |
Range |
132.00 |
145.09 |
13.09 |
9.9% |
317.87 |
ATR |
144.20 |
144.26 |
0.06 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,386.64 |
7,302.10 |
7,007.18 |
|
R3 |
7,241.55 |
7,157.01 |
6,967.28 |
|
R2 |
7,096.46 |
7,096.46 |
6,953.98 |
|
R1 |
7,011.92 |
7,011.92 |
6,940.68 |
6,981.65 |
PP |
6,951.37 |
6,951.37 |
6,951.37 |
6,936.23 |
S1 |
6,866.83 |
6,866.83 |
6,914.08 |
6,836.56 |
S2 |
6,806.28 |
6,806.28 |
6,900.78 |
|
S3 |
6,661.19 |
6,721.74 |
6,887.48 |
|
S4 |
6,516.10 |
6,576.65 |
6,847.58 |
|
|
Weekly Pivots for week ending 14-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,893.82 |
7,759.26 |
7,163.79 |
|
R3 |
7,575.95 |
7,441.39 |
7,076.37 |
|
R2 |
7,258.08 |
7,258.08 |
7,047.24 |
|
R1 |
7,123.52 |
7,123.52 |
7,018.10 |
7,190.80 |
PP |
6,940.21 |
6,940.21 |
6,940.21 |
6,973.85 |
S1 |
6,805.65 |
6,805.65 |
6,959.82 |
6,872.93 |
S2 |
6,622.34 |
6,622.34 |
6,930.68 |
|
S3 |
6,304.47 |
6,487.78 |
6,901.55 |
|
S4 |
5,986.60 |
6,169.91 |
6,814.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,112.87 |
6,890.82 |
222.05 |
3.2% |
140.77 |
2.0% |
16% |
False |
True |
|
10 |
7,112.87 |
6,683.40 |
429.47 |
6.2% |
140.08 |
2.0% |
57% |
False |
False |
|
20 |
7,112.87 |
6,598.73 |
514.14 |
7.4% |
151.07 |
2.2% |
64% |
False |
False |
|
40 |
7,112.87 |
6,318.96 |
793.91 |
11.5% |
143.86 |
2.1% |
77% |
False |
False |
|
60 |
7,112.87 |
6,206.83 |
906.04 |
13.1% |
140.63 |
2.0% |
80% |
False |
False |
|
80 |
7,112.87 |
5,938.82 |
1,174.05 |
16.9% |
132.67 |
1.9% |
84% |
False |
False |
|
100 |
7,112.87 |
5,833.72 |
1,279.15 |
18.5% |
126.37 |
1.8% |
85% |
False |
False |
|
120 |
7,112.87 |
5,550.37 |
1,562.50 |
22.6% |
120.54 |
1.7% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,652.54 |
2.618 |
7,415.76 |
1.618 |
7,270.67 |
1.000 |
7,181.00 |
0.618 |
7,125.58 |
HIGH |
7,035.91 |
0.618 |
6,980.49 |
0.500 |
6,963.37 |
0.382 |
6,946.24 |
LOW |
6,890.82 |
0.618 |
6,801.15 |
1.000 |
6,745.73 |
1.618 |
6,656.06 |
2.618 |
6,510.97 |
4.250 |
6,274.19 |
|
|
Fisher Pivots for day following 20-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
6,963.37 |
7,001.85 |
PP |
6,951.37 |
6,977.02 |
S1 |
6,939.38 |
6,952.20 |
|