Trading Metrics calculated at close of trading on 10-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-1997 |
10-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
6,944.70 |
7,000.89 |
56.19 |
0.8% |
6,877.74 |
High |
7,047.07 |
7,103.25 |
56.18 |
0.8% |
7,047.07 |
Low |
6,927.00 |
6,970.10 |
43.10 |
0.6% |
6,798.46 |
Close |
7,000.89 |
7,079.39 |
78.50 |
1.1% |
7,000.89 |
Range |
120.07 |
133.15 |
13.08 |
10.9% |
248.61 |
ATR |
146.32 |
145.38 |
-0.94 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,450.36 |
7,398.03 |
7,152.62 |
|
R3 |
7,317.21 |
7,264.88 |
7,116.01 |
|
R2 |
7,184.06 |
7,184.06 |
7,103.80 |
|
R1 |
7,131.73 |
7,131.73 |
7,091.60 |
7,157.90 |
PP |
7,050.91 |
7,050.91 |
7,050.91 |
7,064.00 |
S1 |
6,998.58 |
6,998.58 |
7,067.18 |
7,024.75 |
S2 |
6,917.76 |
6,917.76 |
7,054.98 |
|
S3 |
6,784.61 |
6,865.43 |
7,042.77 |
|
S4 |
6,651.46 |
6,732.28 |
7,006.16 |
|
|
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 |
7,103.25 |
6,814.63 |
288.62 |
4.1% |
134.54 |
1.9% |
92% |
True |
False |
|
10 |
7,103.25 |
6,798.46 |
304.79 |
4.3% |
149.47 |
2.1% |
92% |
True |
False |
|
20 |
7,112.87 |
6,756.90 |
355.97 |
5.0% |
144.76 |
2.0% |
91% |
False |
False |
|
40 |
7,112.87 |
6,598.73 |
514.14 |
7.3% |
147.31 |
2.1% |
93% |
False |
False |
|
60 |
7,112.87 |
6,206.83 |
906.04 |
12.8% |
145.37 |
2.1% |
96% |
False |
False |
|
80 |
7,112.87 |
6,206.78 |
906.09 |
12.8% |
138.89 |
2.0% |
96% |
False |
False |
|
100 |
7,112.87 |
5,938.82 |
1,174.05 |
16.6% |
133.02 |
1.9% |
97% |
False |
False |
|
120 |
7,112.87 |
5,818.17 |
1,294.70 |
18.3% |
126.42 |
1.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,669.14 |
2.618 |
7,451.84 |
1.618 |
7,318.69 |
1.000 |
7,236.40 |
0.618 |
7,185.54 |
HIGH |
7,103.25 |
0.618 |
7,052.39 |
0.500 |
7,036.68 |
0.382 |
7,020.96 |
LOW |
6,970.10 |
0.618 |
6,887.81 |
1.000 |
6,836.95 |
1.618 |
6,754.66 |
2.618 |
6,621.51 |
4.250 |
6,404.21 |
|
|
Fisher Pivots for day following 10-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
7,065.15 |
7,052.90 |
PP |
7,050.91 |
7,026.41 |
S1 |
7,036.68 |
6,999.93 |
|