Trading Metrics calculated at close of trading on 04-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-1997 |
04-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
6,877.74 |
6,918.92 |
41.18 |
0.6% |
6,931.62 |
High |
6,957.01 |
6,983.95 |
26.94 |
0.4% |
7,099.79 |
Low |
6,798.46 |
6,814.63 |
16.17 |
0.2% |
6,820.78 |
Close |
6,918.92 |
6,852.72 |
-66.20 |
-1.0% |
6,877.74 |
Range |
158.55 |
169.32 |
10.77 |
6.8% |
279.01 |
ATR |
150.76 |
152.09 |
1.33 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,391.73 |
7,291.54 |
6,945.85 |
|
R3 |
7,222.41 |
7,122.22 |
6,899.28 |
|
R2 |
7,053.09 |
7,053.09 |
6,883.76 |
|
R1 |
6,952.90 |
6,952.90 |
6,868.24 |
6,918.34 |
PP |
6,883.77 |
6,883.77 |
6,883.77 |
6,866.48 |
S1 |
6,783.58 |
6,783.58 |
6,837.20 |
6,749.02 |
S2 |
6,714.45 |
6,714.45 |
6,821.68 |
|
S3 |
6,545.13 |
6,614.26 |
6,806.16 |
|
S4 |
6,375.81 |
6,444.94 |
6,759.59 |
|
|
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 |
7,076.31 |
6,798.46 |
277.85 |
4.1% |
165.32 |
2.4% |
20% |
False |
False |
|
10 |
7,112.87 |
6,798.46 |
314.41 |
4.6% |
156.51 |
2.3% |
17% |
False |
False |
|
20 |
7,112.87 |
6,683.40 |
429.47 |
6.3% |
150.93 |
2.2% |
39% |
False |
False |
|
40 |
7,112.87 |
6,481.75 |
631.12 |
9.2% |
150.54 |
2.2% |
59% |
False |
False |
|
60 |
7,112.87 |
6,206.83 |
906.04 |
13.2% |
146.09 |
2.1% |
71% |
False |
False |
|
80 |
7,112.87 |
6,130.38 |
982.49 |
14.3% |
137.77 |
2.0% |
74% |
False |
False |
|
100 |
7,112.87 |
5,876.58 |
1,236.29 |
18.0% |
131.84 |
1.9% |
79% |
False |
False |
|
120 |
7,112.87 |
5,739.76 |
1,373.11 |
20.0% |
125.20 |
1.8% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,703.56 |
2.618 |
7,427.23 |
1.618 |
7,257.91 |
1.000 |
7,153.27 |
0.618 |
7,088.59 |
HIGH |
6,983.95 |
0.618 |
6,919.27 |
0.500 |
6,899.29 |
0.382 |
6,879.31 |
LOW |
6,814.63 |
0.618 |
6,709.99 |
1.000 |
6,645.31 |
1.618 |
6,540.67 |
2.618 |
6,371.35 |
4.250 |
6,095.02 |
|
|
Fisher Pivots for day following 04-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
6,899.29 |
6,891.21 |
PP |
6,883.77 |
6,878.38 |
S1 |
6,868.24 |
6,865.55 |
|