Trading Metrics calculated at close of trading on 05-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-1997 |
05-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
6,918.92 |
6,852.72 |
-66.20 |
-1.0% |
6,931.62 |
High |
6,983.95 |
6,966.64 |
-17.31 |
-0.2% |
7,099.79 |
Low |
6,814.63 |
6,836.95 |
22.32 |
0.3% |
6,820.78 |
Close |
6,852.72 |
6,945.85 |
93.13 |
1.4% |
6,877.74 |
Range |
169.32 |
129.69 |
-39.63 |
-23.4% |
279.01 |
ATR |
152.09 |
150.49 |
-1.60 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,305.55 |
7,255.39 |
7,017.18 |
|
R3 |
7,175.86 |
7,125.70 |
6,981.51 |
|
R2 |
7,046.17 |
7,046.17 |
6,969.63 |
|
R1 |
6,996.01 |
6,996.01 |
6,957.74 |
7,021.09 |
PP |
6,916.48 |
6,916.48 |
6,916.48 |
6,929.02 |
S1 |
6,866.32 |
6,866.32 |
6,933.96 |
6,891.40 |
S2 |
6,786.79 |
6,786.79 |
6,922.07 |
|
S3 |
6,657.10 |
6,736.63 |
6,910.19 |
|
S4 |
6,527.41 |
6,606.94 |
6,874.52 |
|
|
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 |
7,028.59 |
6,798.46 |
230.13 |
3.3% |
151.62 |
2.2% |
64% |
False |
False |
|
10 |
7,099.79 |
6,798.46 |
301.33 |
4.3% |
156.28 |
2.2% |
49% |
False |
False |
|
20 |
7,112.87 |
6,683.40 |
429.47 |
6.2% |
151.36 |
2.2% |
61% |
False |
False |
|
40 |
7,112.87 |
6,509.84 |
603.03 |
8.7% |
150.28 |
2.2% |
72% |
False |
False |
|
60 |
7,112.87 |
6,206.83 |
906.04 |
13.0% |
145.47 |
2.1% |
82% |
False |
False |
|
80 |
7,112.87 |
6,151.62 |
961.25 |
13.8% |
138.03 |
2.0% |
83% |
False |
False |
|
100 |
7,112.87 |
5,912.36 |
1,200.51 |
17.3% |
132.34 |
1.9% |
86% |
False |
False |
|
120 |
7,112.87 |
5,786.73 |
1,326.14 |
19.1% |
125.65 |
1.8% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,517.82 |
2.618 |
7,306.17 |
1.618 |
7,176.48 |
1.000 |
7,096.33 |
0.618 |
7,046.79 |
HIGH |
6,966.64 |
0.618 |
6,917.10 |
0.500 |
6,901.80 |
0.382 |
6,886.49 |
LOW |
6,836.95 |
0.618 |
6,756.80 |
1.000 |
6,707.26 |
1.618 |
6,627.11 |
2.618 |
6,497.42 |
4.250 |
6,285.77 |
|
|
Fisher Pivots for day following 05-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
6,931.17 |
6,927.64 |
PP |
6,916.48 |
6,909.42 |
S1 |
6,901.80 |
6,891.21 |
|