Trading Metrics calculated at close of trading on 24-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-1997 |
24-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
6,927.38 |
6,931.62 |
4.24 |
0.1% |
6,988.96 |
High |
6,984.72 |
7,049.76 |
65.04 |
0.9% |
7,112.87 |
Low |
6,869.27 |
6,868.50 |
-0.77 |
0.0% |
6,869.27 |
Close |
6,931.62 |
7,008.20 |
76.58 |
1.1% |
6,931.62 |
Range |
115.45 |
181.26 |
65.81 |
57.0% |
243.60 |
ATR |
142.21 |
145.00 |
2.79 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,519.27 |
7,444.99 |
7,107.89 |
|
R3 |
7,338.01 |
7,263.73 |
7,058.05 |
|
R2 |
7,156.75 |
7,156.75 |
7,041.43 |
|
R1 |
7,082.47 |
7,082.47 |
7,024.82 |
7,119.61 |
PP |
6,975.49 |
6,975.49 |
6,975.49 |
6,994.06 |
S1 |
6,901.21 |
6,901.21 |
6,991.58 |
6,938.35 |
S2 |
6,794.23 |
6,794.23 |
6,974.97 |
|
S3 |
6,612.97 |
6,719.95 |
6,958.35 |
|
S4 |
6,431.71 |
6,538.69 |
6,908.51 |
|
|
Weekly Pivots for week ending 21-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,702.05 |
7,560.44 |
7,065.60 |
|
R3 |
7,458.45 |
7,316.84 |
6,998.61 |
|
R2 |
7,214.85 |
7,214.85 |
6,976.28 |
|
R1 |
7,073.24 |
7,073.24 |
6,953.95 |
7,022.25 |
PP |
6,971.25 |
6,971.25 |
6,971.25 |
6,945.76 |
S1 |
6,829.64 |
6,829.64 |
6,909.29 |
6,778.65 |
S2 |
6,727.65 |
6,727.65 |
6,886.96 |
|
S3 |
6,484.05 |
6,586.04 |
6,864.63 |
|
S4 |
6,240.45 |
6,342.44 |
6,797.64 |
|
|
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 |
6,868.50 |
244.37 |
3.5% |
142.31 |
2.0% |
57% |
False |
True |
|
10 |
7,112.87 |
6,756.90 |
355.97 |
5.1% |
140.04 |
2.0% |
71% |
False |
False |
|
20 |
7,112.87 |
6,598.73 |
514.14 |
7.3% |
146.01 |
2.1% |
80% |
False |
False |
|
40 |
7,112.87 |
6,318.96 |
793.91 |
11.3% |
146.81 |
2.1% |
87% |
False |
False |
|
60 |
7,112.87 |
6,206.83 |
906.04 |
12.9% |
141.36 |
2.0% |
88% |
False |
False |
|
80 |
7,112.87 |
5,955.59 |
1,157.28 |
16.5% |
133.54 |
1.9% |
91% |
False |
False |
|
100 |
7,112.87 |
5,876.58 |
1,236.29 |
17.6% |
127.36 |
1.8% |
92% |
False |
False |
|
120 |
7,112.87 |
5,585.51 |
1,527.36 |
21.8% |
121.29 |
1.7% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,820.12 |
2.618 |
7,524.30 |
1.618 |
7,343.04 |
1.000 |
7,231.02 |
0.618 |
7,161.78 |
HIGH |
7,049.76 |
0.618 |
6,980.52 |
0.500 |
6,959.13 |
0.382 |
6,937.74 |
LOW |
6,868.50 |
0.618 |
6,756.48 |
1.000 |
6,687.24 |
1.618 |
6,575.22 |
2.618 |
6,393.96 |
4.250 |
6,098.15 |
|
|
Fisher Pivots for day following 24-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
6,991.84 |
6,991.84 |
PP |
6,975.49 |
6,975.49 |
S1 |
6,959.13 |
6,959.13 |
|