Trading Metrics calculated at close of trading on 31-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-1997 |
31-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
6,880.70 |
6,740.59 |
-140.11 |
-2.0% |
6,804.79 |
High |
6,918.47 |
6,743.23 |
-175.24 |
-2.5% |
6,984.94 |
Low |
6,654.86 |
6,532.49 |
-122.37 |
-1.8% |
6,654.86 |
Close |
6,740.59 |
6,583.48 |
-157.11 |
-2.3% |
6,740.59 |
Range |
263.61 |
210.74 |
-52.87 |
-20.1% |
330.08 |
ATR |
158.66 |
162.38 |
3.72 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,251.95 |
7,128.46 |
6,699.39 |
|
R3 |
7,041.21 |
6,917.72 |
6,641.43 |
|
R2 |
6,830.47 |
6,830.47 |
6,622.12 |
|
R1 |
6,706.98 |
6,706.98 |
6,602.80 |
6,663.36 |
PP |
6,619.73 |
6,619.73 |
6,619.73 |
6,597.92 |
S1 |
6,496.24 |
6,496.24 |
6,564.16 |
6,452.62 |
S2 |
6,408.99 |
6,408.99 |
6,544.84 |
|
S3 |
6,198.25 |
6,285.50 |
6,525.53 |
|
S4 |
5,987.51 |
6,074.76 |
6,467.57 |
|
|
Weekly Pivots for week ending 28-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,783.70 |
7,592.23 |
6,922.13 |
|
R3 |
7,453.62 |
7,262.15 |
6,831.36 |
|
R2 |
7,123.54 |
7,123.54 |
6,801.10 |
|
R1 |
6,932.07 |
6,932.07 |
6,770.85 |
6,862.77 |
PP |
6,793.46 |
6,793.46 |
6,793.46 |
6,758.81 |
S1 |
6,601.99 |
6,601.99 |
6,710.33 |
6,532.69 |
S2 |
6,463.38 |
6,463.38 |
6,680.08 |
|
S3 |
6,133.30 |
6,271.91 |
6,649.82 |
|
S4 |
5,803.22 |
5,941.83 |
6,559.05 |
|
|
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 |
6,532.49 |
452.45 |
6.9% |
191.40 |
2.9% |
11% |
False |
True |
|
10 |
7,004.20 |
6,532.49 |
471.71 |
7.2% |
173.12 |
2.6% |
11% |
False |
True |
|
20 |
7,158.28 |
6,532.49 |
625.79 |
9.5% |
156.66 |
2.4% |
8% |
False |
True |
|
40 |
7,158.28 |
6,532.49 |
625.79 |
9.5% |
152.28 |
2.3% |
8% |
False |
True |
|
60 |
7,158.28 |
6,437.10 |
721.18 |
11.0% |
151.92 |
2.3% |
20% |
False |
False |
|
80 |
7,158.28 |
6,206.83 |
951.45 |
14.5% |
148.01 |
2.2% |
40% |
False |
False |
|
100 |
7,158.28 |
6,029.01 |
1,129.27 |
17.2% |
140.63 |
2.1% |
49% |
False |
False |
|
120 |
7,158.28 |
5,876.58 |
1,281.70 |
19.5% |
134.87 |
2.0% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,638.88 |
2.618 |
7,294.95 |
1.618 |
7,084.21 |
1.000 |
6,953.97 |
0.618 |
6,873.47 |
HIGH |
6,743.23 |
0.618 |
6,662.73 |
0.500 |
6,637.86 |
0.382 |
6,612.99 |
LOW |
6,532.49 |
0.618 |
6,402.25 |
1.000 |
6,321.75 |
1.618 |
6,191.51 |
2.618 |
5,980.77 |
4.250 |
5,636.85 |
|
|
Fisher Pivots for day following 31-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
6,637.86 |
6,743.61 |
PP |
6,619.73 |
6,690.23 |
S1 |
6,601.61 |
6,636.86 |
|