Trading Metrics calculated at close of trading on 02-Apr-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-1997 |
02-Apr-1997 |
Change |
Change % |
Previous Week |
Open |
6,583.48 |
6,611.05 |
27.57 |
0.4% |
6,804.79 |
High |
6,667.70 |
6,636.73 |
-30.97 |
-0.5% |
6,984.94 |
Low |
6,482.64 |
6,476.60 |
-6.04 |
-0.1% |
6,654.86 |
Close |
6,611.05 |
6,517.01 |
-94.04 |
-1.4% |
6,740.59 |
Range |
185.06 |
160.13 |
-24.93 |
-13.5% |
330.08 |
ATR |
164.00 |
163.72 |
-0.28 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,023.84 |
6,930.55 |
6,605.08 |
|
R3 |
6,863.71 |
6,770.42 |
6,561.05 |
|
R2 |
6,703.58 |
6,703.58 |
6,546.37 |
|
R1 |
6,610.29 |
6,610.29 |
6,531.69 |
6,576.87 |
PP |
6,543.45 |
6,543.45 |
6,543.45 |
6,526.74 |
S1 |
6,450.16 |
6,450.16 |
6,502.33 |
6,416.74 |
S2 |
6,383.32 |
6,383.32 |
6,487.65 |
|
S3 |
6,223.19 |
6,290.03 |
6,472.97 |
|
S4 |
6,063.06 |
6,129.90 |
6,428.94 |
|
|
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 |
6,954.72 |
6,476.60 |
478.12 |
7.3% |
192.61 |
3.0% |
8% |
False |
True |
|
10 |
6,984.94 |
6,476.60 |
508.34 |
7.8% |
173.61 |
2.7% |
8% |
False |
True |
|
20 |
7,158.28 |
6,476.60 |
681.68 |
10.5% |
157.52 |
2.4% |
6% |
False |
True |
|
40 |
7,158.28 |
6,476.60 |
681.68 |
10.5% |
154.23 |
2.4% |
6% |
False |
True |
|
60 |
7,158.28 |
6,476.60 |
681.68 |
10.5% |
152.87 |
2.3% |
6% |
False |
True |
|
80 |
7,158.28 |
6,206.83 |
951.45 |
14.6% |
148.95 |
2.3% |
33% |
False |
False |
|
100 |
7,158.28 |
6,130.38 |
1,027.90 |
15.8% |
141.72 |
2.2% |
38% |
False |
False |
|
120 |
7,158.28 |
5,876.58 |
1,281.70 |
19.7% |
136.12 |
2.1% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,317.28 |
2.618 |
7,055.95 |
1.618 |
6,895.82 |
1.000 |
6,796.86 |
0.618 |
6,735.69 |
HIGH |
6,636.73 |
0.618 |
6,575.56 |
0.500 |
6,556.67 |
0.382 |
6,537.77 |
LOW |
6,476.60 |
0.618 |
6,377.64 |
1.000 |
6,316.47 |
1.618 |
6,217.51 |
2.618 |
6,057.38 |
4.250 |
5,796.05 |
|
|
Fisher Pivots for day following 02-Apr-1997 |
Pivot |
1 day |
3 day |
R1 |
6,556.67 |
6,609.92 |
PP |
6,543.45 |
6,578.95 |
S1 |
6,530.23 |
6,547.98 |
|