Trading Metrics calculated at close of trading on 24-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-1997 |
24-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
6,820.28 |
6,804.79 |
-15.49 |
-0.2% |
6,935.46 |
High |
6,890.52 |
6,933.58 |
43.06 |
0.6% |
7,004.20 |
Low |
6,742.85 |
6,746.63 |
3.78 |
0.1% |
6,742.85 |
Close |
6,804.79 |
6,905.25 |
100.46 |
1.5% |
6,804.79 |
Range |
147.67 |
186.95 |
39.28 |
26.6% |
261.35 |
ATR |
148.28 |
151.05 |
2.76 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,422.67 |
7,350.91 |
7,008.07 |
|
R3 |
7,235.72 |
7,163.96 |
6,956.66 |
|
R2 |
7,048.77 |
7,048.77 |
6,939.52 |
|
R1 |
6,977.01 |
6,977.01 |
6,922.39 |
7,012.89 |
PP |
6,861.82 |
6,861.82 |
6,861.82 |
6,879.76 |
S1 |
6,790.06 |
6,790.06 |
6,888.11 |
6,825.94 |
S2 |
6,674.87 |
6,674.87 |
6,870.98 |
|
S3 |
6,487.92 |
6,603.11 |
6,853.84 |
|
S4 |
6,300.97 |
6,416.16 |
6,802.43 |
|
|
Weekly Pivots for week ending 21-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,634.66 |
7,481.08 |
6,948.53 |
|
R3 |
7,373.31 |
7,219.73 |
6,876.66 |
|
R2 |
7,111.96 |
7,111.96 |
6,852.70 |
|
R1 |
6,958.38 |
6,958.38 |
6,828.75 |
6,904.50 |
PP |
6,850.61 |
6,850.61 |
6,850.61 |
6,823.67 |
S1 |
6,697.03 |
6,697.03 |
6,780.83 |
6,643.15 |
S2 |
6,589.26 |
6,589.26 |
6,756.88 |
|
S3 |
6,327.91 |
6,435.68 |
6,732.92 |
|
S4 |
6,066.56 |
6,174.33 |
6,661.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,997.40 |
6,742.85 |
254.55 |
3.7% |
155.45 |
2.3% |
64% |
False |
False |
|
10 |
7,158.28 |
6,742.85 |
415.43 |
6.0% |
153.19 |
2.2% |
39% |
False |
False |
|
20 |
7,158.28 |
6,742.85 |
415.43 |
6.0% |
151.33 |
2.2% |
39% |
False |
False |
|
40 |
7,158.28 |
6,598.73 |
559.55 |
8.1% |
148.67 |
2.2% |
55% |
False |
False |
|
60 |
7,158.28 |
6,318.96 |
839.32 |
12.2% |
148.32 |
2.1% |
70% |
False |
False |
|
80 |
7,158.28 |
6,206.83 |
951.45 |
13.8% |
143.85 |
2.1% |
73% |
False |
False |
|
100 |
7,158.28 |
5,955.59 |
1,202.69 |
17.4% |
137.10 |
2.0% |
79% |
False |
False |
|
120 |
7,158.28 |
5,876.58 |
1,281.70 |
18.6% |
131.36 |
1.9% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,728.12 |
2.618 |
7,423.02 |
1.618 |
7,236.07 |
1.000 |
7,120.53 |
0.618 |
7,049.12 |
HIGH |
6,933.58 |
0.618 |
6,862.17 |
0.500 |
6,840.11 |
0.382 |
6,818.04 |
LOW |
6,746.63 |
0.618 |
6,631.09 |
1.000 |
6,559.68 |
1.618 |
6,444.14 |
2.618 |
6,257.19 |
4.250 |
5,952.09 |
|
|
Fisher Pivots for day following 24-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
6,883.54 |
6,882.91 |
PP |
6,861.82 |
6,860.56 |
S1 |
6,840.11 |
6,838.22 |
|