Trading Metrics calculated at close of trading on 17-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-1997 |
17-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
6,878.89 |
6,935.46 |
56.57 |
0.8% |
7,000.89 |
High |
6,996.27 |
7,004.20 |
7.93 |
0.1% |
7,158.28 |
Low |
6,851.19 |
6,820.28 |
-30.91 |
-0.5% |
6,851.19 |
Close |
6,935.46 |
6,955.48 |
20.02 |
0.3% |
6,935.46 |
Range |
145.08 |
183.92 |
38.84 |
26.8% |
307.09 |
ATR |
145.94 |
148.65 |
2.71 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,478.41 |
7,400.87 |
7,056.64 |
|
R3 |
7,294.49 |
7,216.95 |
7,006.06 |
|
R2 |
7,110.57 |
7,110.57 |
6,989.20 |
|
R1 |
7,033.03 |
7,033.03 |
6,972.34 |
7,071.80 |
PP |
6,926.65 |
6,926.65 |
6,926.65 |
6,946.04 |
S1 |
6,849.11 |
6,849.11 |
6,938.62 |
6,887.88 |
S2 |
6,742.73 |
6,742.73 |
6,921.76 |
|
S3 |
6,558.81 |
6,665.19 |
6,904.90 |
|
S4 |
6,374.89 |
6,481.27 |
6,854.32 |
|
|
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 |
6,820.28 |
338.00 |
4.9% |
150.93 |
2.2% |
40% |
False |
True |
|
10 |
7,158.28 |
6,814.63 |
343.65 |
4.9% |
142.73 |
2.1% |
41% |
False |
False |
|
20 |
7,158.28 |
6,798.46 |
359.82 |
5.2% |
148.04 |
2.1% |
44% |
False |
False |
|
40 |
7,158.28 |
6,598.73 |
559.55 |
8.0% |
150.08 |
2.2% |
64% |
False |
False |
|
60 |
7,158.28 |
6,318.96 |
839.32 |
12.1% |
145.19 |
2.1% |
76% |
False |
False |
|
80 |
7,158.28 |
6,206.83 |
951.45 |
13.7% |
141.07 |
2.0% |
79% |
False |
False |
|
100 |
7,158.28 |
5,938.82 |
1,219.46 |
17.5% |
134.95 |
1.9% |
83% |
False |
False |
|
120 |
7,158.28 |
5,819.65 |
1,338.63 |
19.2% |
128.90 |
1.9% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,785.86 |
2.618 |
7,485.70 |
1.618 |
7,301.78 |
1.000 |
7,188.12 |
0.618 |
7,117.86 |
HIGH |
7,004.20 |
0.618 |
6,933.94 |
0.500 |
6,912.24 |
0.382 |
6,890.54 |
LOW |
6,820.28 |
0.618 |
6,706.62 |
1.000 |
6,636.36 |
1.618 |
6,522.70 |
2.618 |
6,338.78 |
4.250 |
6,038.62 |
|
|
Fisher Pivots for day following 17-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
6,941.07 |
6,944.30 |
PP |
6,926.65 |
6,933.12 |
S1 |
6,912.24 |
6,921.94 |
|