Trading Metrics calculated at close of trading on 14-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-1997 |
14-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
7,039.37 |
6,878.89 |
-160.48 |
-2.3% |
7,000.89 |
High |
7,023.59 |
6,996.27 |
-27.32 |
-0.4% |
7,158.28 |
Low |
6,852.72 |
6,851.19 |
-1.53 |
0.0% |
6,851.19 |
Close |
6,878.89 |
6,935.46 |
56.57 |
0.8% |
6,935.46 |
Range |
170.87 |
145.08 |
-25.79 |
-15.1% |
307.09 |
ATR |
146.01 |
145.94 |
-0.07 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,362.88 |
7,294.25 |
7,015.25 |
|
R3 |
7,217.80 |
7,149.17 |
6,975.36 |
|
R2 |
7,072.72 |
7,072.72 |
6,962.06 |
|
R1 |
7,004.09 |
7,004.09 |
6,948.76 |
7,038.41 |
PP |
6,927.64 |
6,927.64 |
6,927.64 |
6,944.80 |
S1 |
6,859.01 |
6,859.01 |
6,922.16 |
6,893.33 |
S2 |
6,782.56 |
6,782.56 |
6,908.86 |
|
S3 |
6,637.48 |
6,713.93 |
6,895.56 |
|
S4 |
6,492.40 |
6,568.85 |
6,855.67 |
|
|
Weekly Pivots for week ending 14-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,902.91 |
7,726.28 |
7,104.36 |
|
R3 |
7,595.82 |
7,419.19 |
7,019.91 |
|
R2 |
7,288.73 |
7,288.73 |
6,991.76 |
|
R1 |
7,112.10 |
7,112.10 |
6,963.61 |
7,046.87 |
PP |
6,981.64 |
6,981.64 |
6,981.64 |
6,949.03 |
S1 |
6,805.01 |
6,805.01 |
6,907.31 |
6,739.78 |
S2 |
6,674.55 |
6,674.55 |
6,879.16 |
|
S3 |
6,367.46 |
6,497.92 |
6,851.01 |
|
S4 |
6,060.37 |
6,190.83 |
6,766.56 |
|
|
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 |
6,851.19 |
307.09 |
4.4% |
140.77 |
2.0% |
27% |
False |
True |
|
10 |
7,158.28 |
6,798.46 |
359.82 |
5.2% |
140.19 |
2.0% |
38% |
False |
False |
|
20 |
7,158.28 |
6,798.46 |
359.82 |
5.2% |
145.79 |
2.1% |
38% |
False |
False |
|
40 |
7,158.28 |
6,598.73 |
559.55 |
8.1% |
148.77 |
2.1% |
60% |
False |
False |
|
60 |
7,158.28 |
6,272.96 |
885.32 |
12.8% |
144.22 |
2.1% |
75% |
False |
False |
|
80 |
7,158.28 |
6,206.83 |
951.45 |
13.7% |
140.07 |
2.0% |
77% |
False |
False |
|
100 |
7,158.28 |
5,938.82 |
1,219.46 |
17.6% |
134.10 |
1.9% |
82% |
False |
False |
|
120 |
7,158.28 |
5,819.65 |
1,338.63 |
19.3% |
128.26 |
1.8% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,612.86 |
2.618 |
7,376.09 |
1.618 |
7,231.01 |
1.000 |
7,141.35 |
0.618 |
7,085.93 |
HIGH |
6,996.27 |
0.618 |
6,940.85 |
0.500 |
6,923.73 |
0.382 |
6,906.61 |
LOW |
6,851.19 |
0.618 |
6,761.53 |
1.000 |
6,706.11 |
1.618 |
6,616.45 |
2.618 |
6,471.37 |
4.250 |
6,234.60 |
|
|
Fisher Pivots for day following 14-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
6,931.55 |
6,981.46 |
PP |
6,927.64 |
6,966.12 |
S1 |
6,923.73 |
6,950.79 |
|