Trading Metrics calculated at close of trading on 27-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-1997 |
27-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
7,038.21 |
6,983.18 |
-55.03 |
-0.8% |
6,988.96 |
High |
7,076.31 |
7,028.59 |
-47.72 |
-0.7% |
7,112.87 |
Low |
6,878.12 |
6,885.44 |
7.32 |
0.1% |
6,869.27 |
Close |
6,983.18 |
6,925.07 |
-58.11 |
-0.8% |
6,931.62 |
Range |
198.19 |
143.15 |
-55.04 |
-27.8% |
243.60 |
ATR |
150.10 |
149.61 |
-0.50 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,375.82 |
7,293.59 |
7,003.80 |
|
R3 |
7,232.67 |
7,150.44 |
6,964.44 |
|
R2 |
7,089.52 |
7,089.52 |
6,951.31 |
|
R1 |
7,007.29 |
7,007.29 |
6,938.19 |
6,976.83 |
PP |
6,946.37 |
6,946.37 |
6,946.37 |
6,931.14 |
S1 |
6,864.14 |
6,864.14 |
6,911.95 |
6,833.68 |
S2 |
6,803.22 |
6,803.22 |
6,898.83 |
|
S3 |
6,660.07 |
6,720.99 |
6,885.70 |
|
S4 |
6,516.92 |
6,577.84 |
6,846.34 |
|
|
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% |
160.55 |
2.3% |
24% |
False |
False |
|
10 |
7,112.87 |
6,868.50 |
244.37 |
3.5% |
150.66 |
2.2% |
23% |
False |
False |
|
20 |
7,112.87 |
6,683.40 |
429.47 |
6.2% |
146.29 |
2.1% |
56% |
False |
False |
|
40 |
7,112.87 |
6,318.96 |
793.91 |
11.5% |
150.42 |
2.2% |
76% |
False |
False |
|
60 |
7,112.87 |
6,206.83 |
906.04 |
13.1% |
145.08 |
2.1% |
79% |
False |
False |
|
80 |
7,112.87 |
5,981.30 |
1,131.57 |
16.3% |
135.93 |
2.0% |
83% |
False |
False |
|
100 |
7,112.87 |
5,876.58 |
1,236.29 |
17.9% |
129.74 |
1.9% |
85% |
False |
False |
|
120 |
7,112.87 |
5,662.08 |
1,450.79 |
20.9% |
123.33 |
1.8% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,636.98 |
2.618 |
7,403.36 |
1.618 |
7,260.21 |
1.000 |
7,171.74 |
0.618 |
7,117.06 |
HIGH |
7,028.59 |
0.618 |
6,973.91 |
0.500 |
6,957.02 |
0.382 |
6,940.12 |
LOW |
6,885.44 |
0.618 |
6,796.97 |
1.000 |
6,742.29 |
1.618 |
6,653.82 |
2.618 |
6,510.67 |
4.250 |
6,277.05 |
|
|
Fisher Pivots for day following 27-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
6,957.02 |
6,988.96 |
PP |
6,946.37 |
6,967.66 |
S1 |
6,935.72 |
6,946.37 |
|