Trading Metrics calculated at close of trading on 27-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-1997 |
27-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
6,876.17 |
6,880.70 |
4.53 |
0.1% |
6,935.46 |
High |
6,954.72 |
6,918.47 |
-36.25 |
-0.5% |
7,004.20 |
Low |
6,811.21 |
6,654.86 |
-156.35 |
-2.3% |
6,742.85 |
Close |
6,880.70 |
6,740.59 |
-140.11 |
-2.0% |
6,804.79 |
Range |
143.51 |
263.61 |
120.10 |
83.7% |
261.35 |
ATR |
150.58 |
158.66 |
8.07 |
5.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,562.14 |
7,414.97 |
6,885.58 |
|
R3 |
7,298.53 |
7,151.36 |
6,813.08 |
|
R2 |
7,034.92 |
7,034.92 |
6,788.92 |
|
R1 |
6,887.75 |
6,887.75 |
6,764.75 |
6,829.53 |
PP |
6,771.31 |
6,771.31 |
6,771.31 |
6,742.20 |
S1 |
6,624.14 |
6,624.14 |
6,716.43 |
6,565.92 |
S2 |
6,507.70 |
6,507.70 |
6,692.26 |
|
S3 |
6,244.09 |
6,360.53 |
6,668.10 |
|
S4 |
5,980.48 |
6,096.92 |
6,595.60 |
|
|
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 |
6,654.86 |
330.08 |
4.9% |
178.79 |
2.7% |
26% |
False |
True |
|
10 |
7,004.20 |
6,654.86 |
349.34 |
5.2% |
166.56 |
2.5% |
25% |
False |
True |
|
20 |
7,158.28 |
6,654.86 |
503.42 |
7.5% |
153.99 |
2.3% |
17% |
False |
True |
|
40 |
7,158.28 |
6,654.86 |
503.42 |
7.5% |
150.14 |
2.2% |
17% |
False |
True |
|
60 |
7,158.28 |
6,318.96 |
839.32 |
12.5% |
151.61 |
2.2% |
50% |
False |
False |
|
80 |
7,158.28 |
6,206.83 |
951.45 |
14.1% |
147.31 |
2.2% |
56% |
False |
False |
|
100 |
7,158.28 |
5,981.30 |
1,176.98 |
17.5% |
139.54 |
2.1% |
65% |
False |
False |
|
120 |
7,158.28 |
5,876.58 |
1,281.70 |
19.0% |
133.78 |
2.0% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,038.81 |
2.618 |
7,608.60 |
1.618 |
7,344.99 |
1.000 |
7,182.08 |
0.618 |
7,081.38 |
HIGH |
6,918.47 |
0.618 |
6,817.77 |
0.500 |
6,786.67 |
0.382 |
6,755.56 |
LOW |
6,654.86 |
0.618 |
6,491.95 |
1.000 |
6,391.25 |
1.618 |
6,228.34 |
2.618 |
5,964.73 |
4.250 |
5,534.52 |
|
|
Fisher Pivots for day following 27-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
6,786.67 |
6,819.90 |
PP |
6,771.31 |
6,793.46 |
S1 |
6,755.95 |
6,767.03 |
|