Trading Metrics calculated at close of trading on 11-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-1997 |
11-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
7,000.89 |
7,079.39 |
78.50 |
1.1% |
6,877.74 |
High |
7,103.25 |
7,158.28 |
55.03 |
0.8% |
7,047.07 |
Low |
6,970.10 |
7,026.28 |
56.18 |
0.8% |
6,798.46 |
Close |
7,079.39 |
7,085.16 |
5.77 |
0.1% |
7,000.89 |
Range |
133.15 |
132.00 |
-1.15 |
-0.9% |
248.61 |
ATR |
145.38 |
144.43 |
-0.96 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,485.91 |
7,417.53 |
7,157.76 |
|
R3 |
7,353.91 |
7,285.53 |
7,121.46 |
|
R2 |
7,221.91 |
7,221.91 |
7,109.36 |
|
R1 |
7,153.53 |
7,153.53 |
7,097.26 |
7,187.72 |
PP |
7,089.91 |
7,089.91 |
7,089.91 |
7,107.00 |
S1 |
7,021.53 |
7,021.53 |
7,073.06 |
7,055.72 |
S2 |
6,957.91 |
6,957.91 |
7,060.96 |
|
S3 |
6,825.91 |
6,889.53 |
7,048.86 |
|
S4 |
6,693.91 |
6,757.53 |
7,012.56 |
|
|
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 |
7,158.28 |
6,836.95 |
321.33 |
4.5% |
127.07 |
1.8% |
77% |
True |
False |
|
10 |
7,158.28 |
6,798.46 |
359.82 |
5.1% |
146.20 |
2.1% |
80% |
True |
False |
|
20 |
7,158.28 |
6,756.90 |
401.38 |
5.7% |
144.51 |
2.0% |
82% |
True |
False |
|
40 |
7,158.28 |
6,598.73 |
559.55 |
7.9% |
147.48 |
2.1% |
87% |
True |
False |
|
60 |
7,158.28 |
6,206.83 |
951.45 |
13.4% |
144.54 |
2.0% |
92% |
True |
False |
|
80 |
7,158.28 |
6,206.83 |
951.45 |
13.4% |
139.16 |
2.0% |
92% |
True |
False |
|
100 |
7,158.28 |
5,938.82 |
1,219.46 |
17.2% |
133.21 |
1.9% |
94% |
True |
False |
|
120 |
7,158.28 |
5,818.17 |
1,340.11 |
18.9% |
126.84 |
1.8% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,719.28 |
2.618 |
7,503.86 |
1.618 |
7,371.86 |
1.000 |
7,290.28 |
0.618 |
7,239.86 |
HIGH |
7,158.28 |
0.618 |
7,107.86 |
0.500 |
7,092.28 |
0.382 |
7,076.70 |
LOW |
7,026.28 |
0.618 |
6,944.70 |
1.000 |
6,894.28 |
1.618 |
6,812.70 |
2.618 |
6,680.70 |
4.250 |
6,465.28 |
|
|
Fisher Pivots for day following 11-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
7,092.28 |
7,070.99 |
PP |
7,089.91 |
7,056.81 |
S1 |
7,087.53 |
7,042.64 |
|