Trading Metrics calculated at close of trading on 06-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-1997 |
06-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
6,852.72 |
6,945.85 |
93.13 |
1.4% |
6,931.62 |
High |
6,966.64 |
7,017.05 |
50.41 |
0.7% |
7,099.79 |
Low |
6,836.95 |
6,896.60 |
59.65 |
0.9% |
6,820.78 |
Close |
6,945.85 |
6,944.70 |
-1.15 |
0.0% |
6,877.74 |
Range |
129.69 |
120.45 |
-9.24 |
-7.1% |
279.01 |
ATR |
150.49 |
148.34 |
-2.15 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,314.13 |
7,249.87 |
7,010.95 |
|
R3 |
7,193.68 |
7,129.42 |
6,977.82 |
|
R2 |
7,073.23 |
7,073.23 |
6,966.78 |
|
R1 |
7,008.97 |
7,008.97 |
6,955.74 |
6,980.88 |
PP |
6,952.78 |
6,952.78 |
6,952.78 |
6,938.74 |
S1 |
6,888.52 |
6,888.52 |
6,933.66 |
6,860.43 |
S2 |
6,832.33 |
6,832.33 |
6,922.62 |
|
S3 |
6,711.88 |
6,768.07 |
6,911.58 |
|
S4 |
6,591.43 |
6,647.62 |
6,878.45 |
|
|
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 |
7,017.05 |
6,798.46 |
218.59 |
3.1% |
147.08 |
2.1% |
67% |
True |
False |
|
10 |
7,099.79 |
6,798.46 |
301.33 |
4.3% |
153.82 |
2.2% |
49% |
False |
False |
|
20 |
7,112.87 |
6,683.40 |
429.47 |
6.2% |
146.95 |
2.1% |
61% |
False |
False |
|
40 |
7,112.87 |
6,520.23 |
592.64 |
8.5% |
149.78 |
2.2% |
72% |
False |
False |
|
60 |
7,112.87 |
6,206.83 |
906.04 |
13.0% |
145.46 |
2.1% |
81% |
False |
False |
|
80 |
7,112.87 |
6,198.58 |
914.29 |
13.2% |
138.34 |
2.0% |
82% |
False |
False |
|
100 |
7,112.87 |
5,938.82 |
1,174.05 |
16.9% |
132.67 |
1.9% |
86% |
False |
False |
|
120 |
7,112.87 |
5,818.17 |
1,294.70 |
18.6% |
125.95 |
1.8% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,528.96 |
2.618 |
7,332.39 |
1.618 |
7,211.94 |
1.000 |
7,137.50 |
0.618 |
7,091.49 |
HIGH |
7,017.05 |
0.618 |
6,971.04 |
0.500 |
6,956.83 |
0.382 |
6,942.61 |
LOW |
6,896.60 |
0.618 |
6,822.16 |
1.000 |
6,776.15 |
1.618 |
6,701.71 |
2.618 |
6,581.26 |
4.250 |
6,384.69 |
|
|
Fisher Pivots for day following 06-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
6,956.83 |
6,935.08 |
PP |
6,952.78 |
6,925.46 |
S1 |
6,948.74 |
6,915.84 |
|