Trading Metrics calculated at close of trading on 26-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-1997 |
26-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
7,008.20 |
7,038.21 |
30.01 |
0.4% |
6,988.96 |
High |
7,099.79 |
7,076.31 |
-23.48 |
-0.3% |
7,112.87 |
Low |
6,935.08 |
6,878.12 |
-56.96 |
-0.8% |
6,869.27 |
Close |
7,038.21 |
6,983.18 |
-55.03 |
-0.8% |
6,931.62 |
Range |
164.71 |
198.19 |
33.48 |
20.3% |
243.60 |
ATR |
146.40 |
150.10 |
3.70 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,573.77 |
7,476.67 |
7,092.18 |
|
R3 |
7,375.58 |
7,278.48 |
7,037.68 |
|
R2 |
7,177.39 |
7,177.39 |
7,019.51 |
|
R1 |
7,080.29 |
7,080.29 |
7,001.35 |
7,029.75 |
PP |
6,979.20 |
6,979.20 |
6,979.20 |
6,953.93 |
S1 |
6,882.10 |
6,882.10 |
6,965.01 |
6,831.56 |
S2 |
6,781.01 |
6,781.01 |
6,946.85 |
|
S3 |
6,582.82 |
6,683.91 |
6,928.68 |
|
S4 |
6,384.63 |
6,485.72 |
6,874.18 |
|
|
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 |
7,099.79 |
6,868.50 |
231.29 |
3.3% |
160.94 |
2.3% |
50% |
False |
False |
|
10 |
7,112.87 |
6,844.26 |
268.61 |
3.8% |
149.59 |
2.1% |
52% |
False |
False |
|
20 |
7,112.87 |
6,627.98 |
484.89 |
6.9% |
146.08 |
2.1% |
73% |
False |
False |
|
40 |
7,112.87 |
6,318.96 |
793.91 |
11.4% |
150.82 |
2.2% |
84% |
False |
False |
|
60 |
7,112.87 |
6,206.83 |
906.04 |
13.0% |
144.59 |
2.1% |
86% |
False |
False |
|
80 |
7,112.87 |
5,975.34 |
1,137.53 |
16.3% |
135.48 |
1.9% |
89% |
False |
False |
|
100 |
7,112.87 |
5,876.58 |
1,236.29 |
17.7% |
129.37 |
1.9% |
90% |
False |
False |
|
120 |
7,112.87 |
5,585.51 |
1,527.36 |
21.9% |
123.06 |
1.8% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,918.62 |
2.618 |
7,595.17 |
1.618 |
7,396.98 |
1.000 |
7,274.50 |
0.618 |
7,198.79 |
HIGH |
7,076.31 |
0.618 |
7,000.60 |
0.500 |
6,977.22 |
0.382 |
6,953.83 |
LOW |
6,878.12 |
0.618 |
6,755.64 |
1.000 |
6,679.93 |
1.618 |
6,557.45 |
2.618 |
6,359.26 |
4.250 |
6,035.81 |
|
|
Fisher Pivots for day following 26-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
6,981.19 |
6,984.15 |
PP |
6,979.20 |
6,983.82 |
S1 |
6,977.22 |
6,983.50 |
|