Trading Metrics calculated at close of trading on 12-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-1997 |
12-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
7,079.39 |
7,085.16 |
5.77 |
0.1% |
6,877.74 |
High |
7,158.28 |
7,111.72 |
-46.56 |
-0.7% |
7,047.07 |
Low |
7,026.28 |
6,988.96 |
-37.32 |
-0.5% |
6,798.46 |
Close |
7,085.16 |
7,039.37 |
-45.79 |
-0.6% |
7,000.89 |
Range |
132.00 |
122.76 |
-9.24 |
-7.0% |
248.61 |
ATR |
144.43 |
142.88 |
-1.55 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,414.96 |
7,349.93 |
7,106.89 |
|
R3 |
7,292.20 |
7,227.17 |
7,073.13 |
|
R2 |
7,169.44 |
7,169.44 |
7,061.88 |
|
R1 |
7,104.41 |
7,104.41 |
7,050.62 |
7,075.55 |
PP |
7,046.68 |
7,046.68 |
7,046.68 |
7,032.25 |
S1 |
6,981.65 |
6,981.65 |
7,028.12 |
6,952.79 |
S2 |
6,923.92 |
6,923.92 |
7,016.86 |
|
S3 |
6,801.16 |
6,858.89 |
7,005.61 |
|
S4 |
6,678.40 |
6,736.13 |
6,971.85 |
|
|
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 |
7,158.28 |
6,896.60 |
261.68 |
3.7% |
125.69 |
1.8% |
55% |
False |
False |
|
10 |
7,158.28 |
6,798.46 |
359.82 |
5.1% |
138.65 |
2.0% |
67% |
False |
False |
|
20 |
7,158.28 |
6,798.46 |
359.82 |
5.1% |
144.12 |
2.0% |
67% |
False |
False |
|
40 |
7,158.28 |
6,598.73 |
559.55 |
7.9% |
147.39 |
2.1% |
79% |
False |
False |
|
60 |
7,158.28 |
6,206.83 |
951.45 |
13.5% |
144.10 |
2.0% |
88% |
False |
False |
|
80 |
7,158.28 |
6,206.83 |
951.45 |
13.5% |
139.22 |
2.0% |
88% |
False |
False |
|
100 |
7,158.28 |
5,938.82 |
1,219.46 |
17.3% |
133.37 |
1.9% |
90% |
False |
False |
|
120 |
7,158.28 |
5,819.65 |
1,338.63 |
19.0% |
127.11 |
1.8% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,633.45 |
2.618 |
7,433.11 |
1.618 |
7,310.35 |
1.000 |
7,234.48 |
0.618 |
7,187.59 |
HIGH |
7,111.72 |
0.618 |
7,064.83 |
0.500 |
7,050.34 |
0.382 |
7,035.85 |
LOW |
6,988.96 |
0.618 |
6,913.09 |
1.000 |
6,866.20 |
1.618 |
6,790.33 |
2.618 |
6,667.57 |
4.250 |
6,467.23 |
|
|
Fisher Pivots for day following 12-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
7,050.34 |
7,064.19 |
PP |
7,046.68 |
7,055.92 |
S1 |
7,043.03 |
7,047.64 |
|