Trading Metrics calculated at close of trading on 26-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-1997 |
26-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
6,905.25 |
6,876.17 |
-29.08 |
-0.4% |
6,935.46 |
High |
6,984.94 |
6,954.72 |
-30.22 |
-0.4% |
7,004.20 |
Low |
6,832.74 |
6,811.21 |
-21.53 |
-0.3% |
6,742.85 |
Close |
6,876.17 |
6,880.70 |
4.53 |
0.1% |
6,804.79 |
Range |
152.20 |
143.51 |
-8.69 |
-5.7% |
261.35 |
ATR |
151.13 |
150.58 |
-0.54 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,312.74 |
7,240.23 |
6,959.63 |
|
R3 |
7,169.23 |
7,096.72 |
6,920.17 |
|
R2 |
7,025.72 |
7,025.72 |
6,907.01 |
|
R1 |
6,953.21 |
6,953.21 |
6,893.86 |
6,989.47 |
PP |
6,882.21 |
6,882.21 |
6,882.21 |
6,900.34 |
S1 |
6,809.70 |
6,809.70 |
6,867.54 |
6,845.96 |
S2 |
6,738.70 |
6,738.70 |
6,854.39 |
|
S3 |
6,595.19 |
6,666.19 |
6,841.23 |
|
S4 |
6,451.68 |
6,522.68 |
6,801.77 |
|
|
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% |
153.33 |
2.2% |
57% |
False |
False |
|
10 |
7,023.59 |
6,742.85 |
280.74 |
4.1% |
157.28 |
2.3% |
49% |
False |
False |
|
20 |
7,158.28 |
6,742.85 |
415.43 |
6.0% |
147.97 |
2.2% |
33% |
False |
False |
|
40 |
7,158.28 |
6,627.98 |
530.30 |
7.7% |
147.03 |
2.1% |
48% |
False |
False |
|
60 |
7,158.28 |
6,318.96 |
839.32 |
12.2% |
149.87 |
2.2% |
67% |
False |
False |
|
80 |
7,158.28 |
6,206.83 |
951.45 |
13.8% |
145.43 |
2.1% |
71% |
False |
False |
|
100 |
7,158.28 |
5,975.34 |
1,182.94 |
17.2% |
137.98 |
2.0% |
77% |
False |
False |
|
120 |
7,158.28 |
5,876.58 |
1,281.70 |
18.6% |
132.47 |
1.9% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,564.64 |
2.618 |
7,330.43 |
1.618 |
7,186.92 |
1.000 |
7,098.23 |
0.618 |
7,043.41 |
HIGH |
6,954.72 |
0.618 |
6,899.90 |
0.500 |
6,882.97 |
0.382 |
6,866.03 |
LOW |
6,811.21 |
0.618 |
6,722.52 |
1.000 |
6,667.70 |
1.618 |
6,579.01 |
2.618 |
6,435.50 |
4.250 |
6,201.29 |
|
|
Fisher Pivots for day following 26-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
6,882.97 |
6,875.73 |
PP |
6,882.21 |
6,870.76 |
S1 |
6,881.46 |
6,865.79 |
|