Trading Metrics calculated at close of trading on 18-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-1997 |
18-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
6,935.46 |
6,955.48 |
20.02 |
0.3% |
7,000.89 |
High |
7,004.20 |
6,997.40 |
-6.80 |
-0.1% |
7,158.28 |
Low |
6,820.28 |
6,841.05 |
20.77 |
0.3% |
6,851.19 |
Close |
6,955.48 |
6,896.56 |
-58.92 |
-0.8% |
6,935.46 |
Range |
183.92 |
156.35 |
-27.57 |
-15.0% |
307.09 |
ATR |
148.65 |
149.20 |
0.55 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,380.72 |
7,294.99 |
6,982.55 |
|
R3 |
7,224.37 |
7,138.64 |
6,939.56 |
|
R2 |
7,068.02 |
7,068.02 |
6,925.22 |
|
R1 |
6,982.29 |
6,982.29 |
6,910.89 |
6,946.98 |
PP |
6,911.67 |
6,911.67 |
6,911.67 |
6,894.02 |
S1 |
6,825.94 |
6,825.94 |
6,882.23 |
6,790.63 |
S2 |
6,755.32 |
6,755.32 |
6,867.90 |
|
S3 |
6,598.97 |
6,669.59 |
6,853.56 |
|
S4 |
6,442.62 |
6,513.24 |
6,810.57 |
|
|
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 |
7,111.72 |
6,820.28 |
291.44 |
4.2% |
155.80 |
2.3% |
26% |
False |
False |
|
10 |
7,158.28 |
6,820.28 |
338.00 |
4.9% |
141.43 |
2.1% |
23% |
False |
False |
|
20 |
7,158.28 |
6,798.46 |
359.82 |
5.2% |
148.97 |
2.2% |
27% |
False |
False |
|
40 |
7,158.28 |
6,598.73 |
559.55 |
8.1% |
151.09 |
2.2% |
53% |
False |
False |
|
60 |
7,158.28 |
6,318.96 |
839.32 |
12.2% |
145.34 |
2.1% |
69% |
False |
False |
|
80 |
7,158.28 |
6,206.83 |
951.45 |
13.8% |
141.62 |
2.1% |
72% |
False |
False |
|
100 |
7,158.28 |
5,938.82 |
1,219.46 |
17.7% |
135.35 |
2.0% |
79% |
False |
False |
|
120 |
7,158.28 |
5,819.65 |
1,338.63 |
19.4% |
129.36 |
1.9% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,661.89 |
2.618 |
7,406.72 |
1.618 |
7,250.37 |
1.000 |
7,153.75 |
0.618 |
7,094.02 |
HIGH |
6,997.40 |
0.618 |
6,937.67 |
0.500 |
6,919.23 |
0.382 |
6,900.78 |
LOW |
6,841.05 |
0.618 |
6,744.43 |
1.000 |
6,684.70 |
1.618 |
6,588.08 |
2.618 |
6,431.73 |
4.250 |
6,176.56 |
|
|
Fisher Pivots for day following 18-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
6,919.23 |
6,912.24 |
PP |
6,911.67 |
6,907.01 |
S1 |
6,904.12 |
6,901.79 |
|