Trading Metrics calculated at close of trading on 13-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-1997 |
13-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
7,085.16 |
7,039.37 |
-45.79 |
-0.6% |
6,877.74 |
High |
7,111.72 |
7,023.59 |
-88.13 |
-1.2% |
7,047.07 |
Low |
6,988.96 |
6,852.72 |
-136.24 |
-1.9% |
6,798.46 |
Close |
7,039.37 |
6,878.89 |
-160.48 |
-2.3% |
7,000.89 |
Range |
122.76 |
170.87 |
48.11 |
39.2% |
248.61 |
ATR |
142.88 |
146.01 |
3.13 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,431.01 |
7,325.82 |
6,972.87 |
|
R3 |
7,260.14 |
7,154.95 |
6,925.88 |
|
R2 |
7,089.27 |
7,089.27 |
6,910.22 |
|
R1 |
6,984.08 |
6,984.08 |
6,894.55 |
6,951.24 |
PP |
6,918.40 |
6,918.40 |
6,918.40 |
6,901.98 |
S1 |
6,813.21 |
6,813.21 |
6,863.23 |
6,780.37 |
S2 |
6,747.53 |
6,747.53 |
6,847.56 |
|
S3 |
6,576.66 |
6,642.34 |
6,831.90 |
|
S4 |
6,405.79 |
6,471.47 |
6,784.91 |
|
|
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 |
6,852.72 |
305.56 |
4.4% |
135.77 |
2.0% |
9% |
False |
True |
|
10 |
7,158.28 |
6,798.46 |
359.82 |
5.2% |
141.43 |
2.1% |
22% |
False |
False |
|
20 |
7,158.28 |
6,798.46 |
359.82 |
5.2% |
146.04 |
2.1% |
22% |
False |
False |
|
40 |
7,158.28 |
6,598.73 |
559.55 |
8.1% |
148.39 |
2.2% |
50% |
False |
False |
|
60 |
7,158.28 |
6,206.83 |
951.45 |
13.8% |
144.27 |
2.1% |
71% |
False |
False |
|
80 |
7,158.28 |
6,206.83 |
951.45 |
13.8% |
139.64 |
2.0% |
71% |
False |
False |
|
100 |
7,158.28 |
5,938.82 |
1,219.46 |
17.7% |
134.00 |
1.9% |
77% |
False |
False |
|
120 |
7,158.28 |
5,819.65 |
1,338.63 |
19.5% |
127.82 |
1.9% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,749.79 |
2.618 |
7,470.93 |
1.618 |
7,300.06 |
1.000 |
7,194.46 |
0.618 |
7,129.19 |
HIGH |
7,023.59 |
0.618 |
6,958.32 |
0.500 |
6,938.16 |
0.382 |
6,917.99 |
LOW |
6,852.72 |
0.618 |
6,747.12 |
1.000 |
6,681.85 |
1.618 |
6,576.25 |
2.618 |
6,405.38 |
4.250 |
6,126.52 |
|
|
Fisher Pivots for day following 13-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
6,938.16 |
7,005.50 |
PP |
6,918.40 |
6,963.30 |
S1 |
6,898.65 |
6,921.09 |
|