Trading Metrics calculated at close of trading on 01-Apr-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-1997 |
01-Apr-1997 |
Change |
Change % |
Previous Week |
Open |
6,740.59 |
6,583.48 |
-157.11 |
-2.3% |
6,804.79 |
High |
6,743.23 |
6,667.70 |
-75.53 |
-1.1% |
6,984.94 |
Low |
6,532.49 |
6,482.64 |
-49.85 |
-0.8% |
6,654.86 |
Close |
6,583.48 |
6,611.05 |
27.57 |
0.4% |
6,740.59 |
Range |
210.74 |
185.06 |
-25.68 |
-12.2% |
330.08 |
ATR |
162.38 |
164.00 |
1.62 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,142.31 |
7,061.74 |
6,712.83 |
|
R3 |
6,957.25 |
6,876.68 |
6,661.94 |
|
R2 |
6,772.19 |
6,772.19 |
6,644.98 |
|
R1 |
6,691.62 |
6,691.62 |
6,628.01 |
6,731.91 |
PP |
6,587.13 |
6,587.13 |
6,587.13 |
6,607.27 |
S1 |
6,506.56 |
6,506.56 |
6,594.09 |
6,546.85 |
S2 |
6,402.07 |
6,402.07 |
6,577.12 |
|
S3 |
6,217.01 |
6,321.50 |
6,560.16 |
|
S4 |
6,031.95 |
6,136.44 |
6,509.27 |
|
|
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 |
6,482.64 |
502.30 |
7.6% |
191.02 |
2.9% |
26% |
False |
True |
|
10 |
6,997.40 |
6,482.64 |
514.76 |
7.8% |
173.24 |
2.6% |
25% |
False |
True |
|
20 |
7,158.28 |
6,482.64 |
675.64 |
10.2% |
157.98 |
2.4% |
19% |
False |
True |
|
40 |
7,158.28 |
6,482.64 |
675.64 |
10.2% |
153.35 |
2.3% |
19% |
False |
True |
|
60 |
7,158.28 |
6,481.75 |
676.53 |
10.2% |
152.51 |
2.3% |
19% |
False |
False |
|
80 |
7,158.28 |
6,206.83 |
951.45 |
14.4% |
148.54 |
2.2% |
42% |
False |
False |
|
100 |
7,158.28 |
6,060.69 |
1,097.59 |
16.6% |
141.52 |
2.1% |
50% |
False |
False |
|
120 |
7,158.28 |
5,876.58 |
1,281.70 |
19.4% |
135.56 |
2.1% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,454.21 |
2.618 |
7,152.19 |
1.618 |
6,967.13 |
1.000 |
6,852.76 |
0.618 |
6,782.07 |
HIGH |
6,667.70 |
0.618 |
6,597.01 |
0.500 |
6,575.17 |
0.382 |
6,553.33 |
LOW |
6,482.64 |
0.618 |
6,368.27 |
1.000 |
6,297.58 |
1.618 |
6,183.21 |
2.618 |
5,998.15 |
4.250 |
5,696.14 |
|
|
Fisher Pivots for day following 01-Apr-1997 |
Pivot |
1 day |
3 day |
R1 |
6,599.09 |
6,700.56 |
PP |
6,587.13 |
6,670.72 |
S1 |
6,575.17 |
6,640.89 |
|