Trading Metrics calculated at close of trading on 03-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-1997 |
03-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
6,925.07 |
6,877.74 |
-47.33 |
-0.7% |
6,931.62 |
High |
6,978.18 |
6,957.01 |
-21.17 |
-0.3% |
7,099.79 |
Low |
6,820.78 |
6,798.46 |
-22.32 |
-0.3% |
6,820.78 |
Close |
6,877.74 |
6,918.92 |
41.18 |
0.6% |
6,877.74 |
Range |
157.40 |
158.55 |
1.15 |
0.7% |
279.01 |
ATR |
150.16 |
150.76 |
0.60 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,367.11 |
7,301.57 |
7,006.12 |
|
R3 |
7,208.56 |
7,143.02 |
6,962.52 |
|
R2 |
7,050.01 |
7,050.01 |
6,947.99 |
|
R1 |
6,984.47 |
6,984.47 |
6,933.45 |
7,017.24 |
PP |
6,891.46 |
6,891.46 |
6,891.46 |
6,907.85 |
S1 |
6,825.92 |
6,825.92 |
6,904.39 |
6,858.69 |
S2 |
6,732.91 |
6,732.91 |
6,889.85 |
|
S3 |
6,574.36 |
6,667.37 |
6,875.32 |
|
S4 |
6,415.81 |
6,508.82 |
6,831.72 |
|
|
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 |
6,798.46 |
301.33 |
4.4% |
164.40 |
2.4% |
40% |
False |
True |
|
10 |
7,112.87 |
6,798.46 |
314.41 |
4.5% |
153.36 |
2.2% |
38% |
False |
True |
|
20 |
7,112.87 |
6,683.40 |
429.47 |
6.2% |
148.72 |
2.1% |
55% |
False |
False |
|
40 |
7,112.87 |
6,481.75 |
631.12 |
9.1% |
149.78 |
2.2% |
69% |
False |
False |
|
60 |
7,112.87 |
6,206.83 |
906.04 |
13.1% |
145.40 |
2.1% |
79% |
False |
False |
|
80 |
7,112.87 |
6,060.69 |
1,052.18 |
15.2% |
137.40 |
2.0% |
82% |
False |
False |
|
100 |
7,112.87 |
5,876.58 |
1,236.29 |
17.9% |
131.08 |
1.9% |
84% |
False |
False |
|
120 |
7,112.87 |
5,696.85 |
1,416.02 |
20.5% |
124.46 |
1.8% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,630.85 |
2.618 |
7,372.09 |
1.618 |
7,213.54 |
1.000 |
7,115.56 |
0.618 |
7,054.99 |
HIGH |
6,957.01 |
0.618 |
6,896.44 |
0.500 |
6,877.74 |
0.382 |
6,859.03 |
LOW |
6,798.46 |
0.618 |
6,700.48 |
1.000 |
6,639.91 |
1.618 |
6,541.93 |
2.618 |
6,383.38 |
4.250 |
6,124.62 |
|
|
Fisher Pivots for day following 03-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
6,905.19 |
6,917.12 |
PP |
6,891.46 |
6,915.32 |
S1 |
6,877.74 |
6,913.53 |
|