| Trading Metrics calculated at close of trading on 19-Mar-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-1997 |
19-Mar-1997 |
Change |
Change % |
Previous Week |
| Open |
6,955.48 |
6,896.56 |
-58.92 |
-0.8% |
7,000.89 |
| High |
6,997.40 |
6,944.15 |
-53.25 |
-0.8% |
7,158.28 |
| Low |
6,841.05 |
6,794.22 |
-46.83 |
-0.7% |
6,851.19 |
| Close |
6,896.56 |
6,877.68 |
-18.88 |
-0.3% |
6,935.46 |
| Range |
156.35 |
149.93 |
-6.42 |
-4.1% |
307.09 |
| ATR |
149.20 |
149.25 |
0.05 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,321.81 |
7,249.67 |
6,960.14 |
|
| R3 |
7,171.88 |
7,099.74 |
6,918.91 |
|
| R2 |
7,021.95 |
7,021.95 |
6,905.17 |
|
| R1 |
6,949.81 |
6,949.81 |
6,891.42 |
6,910.92 |
| PP |
6,872.02 |
6,872.02 |
6,872.02 |
6,852.57 |
| S1 |
6,799.88 |
6,799.88 |
6,863.94 |
6,760.99 |
| S2 |
6,722.09 |
6,722.09 |
6,850.19 |
|
| S3 |
6,572.16 |
6,649.95 |
6,836.45 |
|
| S4 |
6,422.23 |
6,500.02 |
6,795.22 |
|
|
| 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 |
7,023.59 |
6,794.22 |
229.37 |
3.3% |
161.23 |
2.3% |
36% |
False |
True |
|
| 10 |
7,158.28 |
6,794.22 |
364.06 |
5.3% |
143.46 |
2.1% |
23% |
False |
True |
|
| 20 |
7,158.28 |
6,794.22 |
364.06 |
5.3% |
149.87 |
2.2% |
23% |
False |
True |
|
| 40 |
7,158.28 |
6,598.73 |
559.55 |
8.1% |
150.75 |
2.2% |
50% |
False |
False |
|
| 60 |
7,158.28 |
6,318.96 |
839.32 |
12.2% |
145.30 |
2.1% |
67% |
False |
False |
|
| 80 |
7,158.28 |
6,206.83 |
951.45 |
13.8% |
142.33 |
2.1% |
71% |
False |
False |
|
| 100 |
7,158.28 |
5,938.82 |
1,219.46 |
17.7% |
135.59 |
2.0% |
77% |
False |
False |
|
| 120 |
7,158.28 |
5,819.65 |
1,338.63 |
19.5% |
129.78 |
1.9% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,581.35 |
|
2.618 |
7,336.67 |
|
1.618 |
7,186.74 |
|
1.000 |
7,094.08 |
|
0.618 |
7,036.81 |
|
HIGH |
6,944.15 |
|
0.618 |
6,886.88 |
|
0.500 |
6,869.19 |
|
0.382 |
6,851.49 |
|
LOW |
6,794.22 |
|
0.618 |
6,701.56 |
|
1.000 |
6,644.29 |
|
1.618 |
6,551.63 |
|
2.618 |
6,401.70 |
|
4.250 |
6,157.02 |
|
|
| Fisher Pivots for day following 19-Mar-1997 |
| Pivot |
1 day |
3 day |
| R1 |
6,874.85 |
6,899.21 |
| PP |
6,872.02 |
6,892.03 |
| S1 |
6,869.19 |
6,884.86 |
|