Trading Metrics calculated at close of trading on 25-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-1997 |
25-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
6,804.79 |
6,905.25 |
100.46 |
1.5% |
6,935.46 |
High |
6,933.58 |
6,984.94 |
51.36 |
0.7% |
7,004.20 |
Low |
6,746.63 |
6,832.74 |
86.11 |
1.3% |
6,742.85 |
Close |
6,905.25 |
6,876.17 |
-29.08 |
-0.4% |
6,804.79 |
Range |
186.95 |
152.20 |
-34.75 |
-18.6% |
261.35 |
ATR |
151.05 |
151.13 |
0.08 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,354.55 |
7,267.56 |
6,959.88 |
|
R3 |
7,202.35 |
7,115.36 |
6,918.03 |
|
R2 |
7,050.15 |
7,050.15 |
6,904.07 |
|
R1 |
6,963.16 |
6,963.16 |
6,890.12 |
6,930.56 |
PP |
6,897.95 |
6,897.95 |
6,897.95 |
6,881.65 |
S1 |
6,810.96 |
6,810.96 |
6,862.22 |
6,778.36 |
S2 |
6,745.75 |
6,745.75 |
6,848.27 |
|
S3 |
6,593.55 |
6,658.76 |
6,834.32 |
|
S4 |
6,441.35 |
6,506.56 |
6,792.46 |
|
|
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 |
6,984.94 |
6,742.85 |
242.09 |
3.5% |
154.62 |
2.2% |
55% |
True |
False |
|
10 |
7,111.72 |
6,742.85 |
368.87 |
5.4% |
155.21 |
2.3% |
36% |
False |
False |
|
20 |
7,158.28 |
6,742.85 |
415.43 |
6.0% |
150.70 |
2.2% |
32% |
False |
False |
|
40 |
7,158.28 |
6,612.20 |
546.08 |
7.9% |
148.72 |
2.2% |
48% |
False |
False |
|
60 |
7,158.28 |
6,318.96 |
839.32 |
12.2% |
149.24 |
2.2% |
66% |
False |
False |
|
80 |
7,158.28 |
6,206.83 |
951.45 |
13.8% |
144.40 |
2.1% |
70% |
False |
False |
|
100 |
7,158.28 |
5,955.59 |
1,202.69 |
17.5% |
137.62 |
2.0% |
77% |
False |
False |
|
120 |
7,158.28 |
5,876.58 |
1,281.70 |
18.6% |
131.98 |
1.9% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,631.79 |
2.618 |
7,383.40 |
1.618 |
7,231.20 |
1.000 |
7,137.14 |
0.618 |
7,079.00 |
HIGH |
6,984.94 |
0.618 |
6,926.80 |
0.500 |
6,908.84 |
0.382 |
6,890.88 |
LOW |
6,832.74 |
0.618 |
6,738.68 |
1.000 |
6,680.54 |
1.618 |
6,586.48 |
2.618 |
6,434.28 |
4.250 |
6,185.89 |
|
|
Fisher Pivots for day following 25-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
6,908.84 |
6,872.08 |
PP |
6,897.95 |
6,867.99 |
S1 |
6,887.06 |
6,863.90 |
|