Trading Metrics calculated at close of trading on 07-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-1997 |
07-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
6,945.85 |
6,944.70 |
-1.15 |
0.0% |
6,877.74 |
High |
7,017.05 |
7,047.07 |
30.02 |
0.4% |
7,047.07 |
Low |
6,896.60 |
6,927.00 |
30.40 |
0.4% |
6,798.46 |
Close |
6,944.70 |
7,000.89 |
56.19 |
0.8% |
7,000.89 |
Range |
120.45 |
120.07 |
-0.38 |
-0.3% |
248.61 |
ATR |
148.34 |
146.32 |
-2.02 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,351.86 |
7,296.45 |
7,066.93 |
|
R3 |
7,231.79 |
7,176.38 |
7,033.91 |
|
R2 |
7,111.72 |
7,111.72 |
7,022.90 |
|
R1 |
7,056.31 |
7,056.31 |
7,011.90 |
7,084.02 |
PP |
6,991.65 |
6,991.65 |
6,991.65 |
7,005.51 |
S1 |
6,936.24 |
6,936.24 |
6,989.88 |
6,963.95 |
S2 |
6,871.58 |
6,871.58 |
6,978.88 |
|
S3 |
6,751.51 |
6,816.17 |
6,967.87 |
|
S4 |
6,631.44 |
6,696.10 |
6,934.85 |
|
|
Weekly Pivots for week ending 07-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,694.64 |
7,596.37 |
7,137.63 |
|
R3 |
7,446.03 |
7,347.76 |
7,069.26 |
|
R2 |
7,197.42 |
7,197.42 |
7,046.47 |
|
R1 |
7,099.15 |
7,099.15 |
7,023.68 |
7,148.29 |
PP |
6,948.81 |
6,948.81 |
6,948.81 |
6,973.37 |
S1 |
6,850.54 |
6,850.54 |
6,978.10 |
6,899.68 |
S2 |
6,700.20 |
6,700.20 |
6,955.31 |
|
S3 |
6,451.59 |
6,601.93 |
6,932.52 |
|
S4 |
6,202.98 |
6,353.32 |
6,864.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,047.07 |
6,798.46 |
248.61 |
3.6% |
139.62 |
2.0% |
81% |
True |
False |
|
10 |
7,099.79 |
6,798.46 |
301.33 |
4.3% |
154.28 |
2.2% |
67% |
False |
False |
|
20 |
7,112.87 |
6,747.28 |
365.59 |
5.2% |
146.04 |
2.1% |
69% |
False |
False |
|
40 |
7,112.87 |
6,530.62 |
582.25 |
8.3% |
148.85 |
2.1% |
81% |
False |
False |
|
60 |
7,112.87 |
6,206.83 |
906.04 |
12.9% |
145.49 |
2.1% |
88% |
False |
False |
|
80 |
7,112.87 |
6,199.70 |
913.17 |
13.0% |
138.66 |
2.0% |
88% |
False |
False |
|
100 |
7,112.87 |
5,938.82 |
1,174.05 |
16.8% |
132.95 |
1.9% |
90% |
False |
False |
|
120 |
7,112.87 |
5,818.17 |
1,294.70 |
18.5% |
126.14 |
1.8% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,557.37 |
2.618 |
7,361.41 |
1.618 |
7,241.34 |
1.000 |
7,167.14 |
0.618 |
7,121.27 |
HIGH |
7,047.07 |
0.618 |
7,001.20 |
0.500 |
6,987.04 |
0.382 |
6,972.87 |
LOW |
6,927.00 |
0.618 |
6,852.80 |
1.000 |
6,806.93 |
1.618 |
6,732.73 |
2.618 |
6,612.66 |
4.250 |
6,416.70 |
|
|
Fisher Pivots for day following 07-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
6,996.27 |
6,981.26 |
PP |
6,991.65 |
6,961.64 |
S1 |
6,987.04 |
6,942.01 |
|