Trading Metrics calculated at close of trading on 28-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-1997 |
28-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
6,983.18 |
6,925.07 |
-58.11 |
-0.8% |
6,931.62 |
High |
7,028.59 |
6,978.18 |
-50.41 |
-0.7% |
7,099.79 |
Low |
6,885.44 |
6,820.78 |
-64.66 |
-0.9% |
6,820.78 |
Close |
6,925.07 |
6,877.74 |
-47.33 |
-0.7% |
6,877.74 |
Range |
143.15 |
157.40 |
14.25 |
10.0% |
279.01 |
ATR |
149.61 |
150.16 |
0.56 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,364.43 |
7,278.49 |
6,964.31 |
|
R3 |
7,207.03 |
7,121.09 |
6,921.03 |
|
R2 |
7,049.63 |
7,049.63 |
6,906.60 |
|
R1 |
6,963.69 |
6,963.69 |
6,892.17 |
6,927.96 |
PP |
6,892.23 |
6,892.23 |
6,892.23 |
6,874.37 |
S1 |
6,806.29 |
6,806.29 |
6,863.31 |
6,770.56 |
S2 |
6,734.83 |
6,734.83 |
6,848.88 |
|
S3 |
6,577.43 |
6,648.89 |
6,834.46 |
|
S4 |
6,420.03 |
6,491.49 |
6,791.17 |
|
|
Weekly Pivots for week ending 28-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,769.80 |
7,602.78 |
7,031.20 |
|
R3 |
7,490.79 |
7,323.77 |
6,954.47 |
|
R2 |
7,211.78 |
7,211.78 |
6,928.89 |
|
R1 |
7,044.76 |
7,044.76 |
6,903.32 |
6,988.77 |
PP |
6,932.77 |
6,932.77 |
6,932.77 |
6,904.77 |
S1 |
6,765.75 |
6,765.75 |
6,852.16 |
6,709.76 |
S2 |
6,653.76 |
6,653.76 |
6,826.59 |
|
S3 |
6,374.75 |
6,486.74 |
6,801.01 |
|
S4 |
6,095.74 |
6,207.73 |
6,724.28 |
|
|
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 |
6,820.78 |
279.01 |
4.1% |
168.94 |
2.5% |
20% |
False |
True |
|
10 |
7,112.87 |
6,820.78 |
292.09 |
4.2% |
151.39 |
2.2% |
20% |
False |
True |
|
20 |
7,112.87 |
6,683.40 |
429.47 |
6.2% |
147.91 |
2.2% |
45% |
False |
False |
|
40 |
7,112.87 |
6,437.10 |
675.77 |
9.8% |
149.55 |
2.2% |
65% |
False |
False |
|
60 |
7,112.87 |
6,206.83 |
906.04 |
13.2% |
145.13 |
2.1% |
74% |
False |
False |
|
80 |
7,112.87 |
6,029.01 |
1,083.86 |
15.8% |
136.62 |
2.0% |
78% |
False |
False |
|
100 |
7,112.87 |
5,876.58 |
1,236.29 |
18.0% |
130.51 |
1.9% |
81% |
False |
False |
|
120 |
7,112.87 |
5,681.68 |
1,431.19 |
20.8% |
123.86 |
1.8% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,647.13 |
2.618 |
7,390.25 |
1.618 |
7,232.85 |
1.000 |
7,135.58 |
0.618 |
7,075.45 |
HIGH |
6,978.18 |
0.618 |
6,918.05 |
0.500 |
6,899.48 |
0.382 |
6,880.91 |
LOW |
6,820.78 |
0.618 |
6,723.51 |
1.000 |
6,663.38 |
1.618 |
6,566.11 |
2.618 |
6,408.71 |
4.250 |
6,151.83 |
|
|
Fisher Pivots for day following 28-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
6,899.48 |
6,948.55 |
PP |
6,892.23 |
6,924.94 |
S1 |
6,884.99 |
6,901.34 |
|