Trading Metrics calculated at close of trading on 06-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-1997 |
06-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
791.23 |
802.00 |
10.77 |
1.4% |
801.11 |
High |
801.99 |
804.11 |
2.12 |
0.3% |
813.45 |
Low |
790.95 |
797.50 |
6.55 |
0.8% |
788.50 |
Close |
801.99 |
798.56 |
-3.43 |
-0.4% |
790.82 |
Range |
11.04 |
6.61 |
-4.43 |
-40.1% |
24.95 |
ATR |
9.47 |
9.26 |
-0.20 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
819.89 |
815.83 |
802.20 |
|
R3 |
813.28 |
809.22 |
800.38 |
|
R2 |
806.67 |
806.67 |
799.77 |
|
R1 |
802.61 |
802.61 |
799.17 |
801.34 |
PP |
800.06 |
800.06 |
800.06 |
799.42 |
S1 |
796.00 |
796.00 |
797.95 |
794.73 |
S2 |
793.45 |
793.45 |
797.35 |
|
S3 |
786.84 |
789.39 |
796.74 |
|
S4 |
780.23 |
782.78 |
794.92 |
|
|
Weekly Pivots for week ending 28-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
872.44 |
856.58 |
804.54 |
|
R3 |
847.49 |
831.63 |
797.68 |
|
R2 |
822.54 |
822.54 |
795.39 |
|
R1 |
806.68 |
806.68 |
793.11 |
802.14 |
PP |
797.59 |
797.59 |
797.59 |
795.32 |
S1 |
781.73 |
781.73 |
788.53 |
777.19 |
S2 |
772.64 |
772.64 |
786.25 |
|
S3 |
747.69 |
756.78 |
783.96 |
|
S4 |
722.74 |
731.83 |
777.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
804.11 |
785.66 |
18.45 |
2.3% |
8.69 |
1.1% |
70% |
True |
False |
|
10 |
813.45 |
785.66 |
27.79 |
3.5% |
9.16 |
1.1% |
46% |
False |
False |
|
20 |
817.68 |
774.45 |
43.23 |
5.4% |
9.12 |
1.1% |
56% |
False |
False |
|
40 |
817.68 |
746.92 |
70.76 |
8.9% |
9.35 |
1.2% |
73% |
False |
False |
|
60 |
817.68 |
716.69 |
100.99 |
12.6% |
9.62 |
1.2% |
81% |
False |
False |
|
80 |
817.68 |
716.69 |
100.99 |
12.6% |
8.96 |
1.1% |
81% |
False |
False |
|
100 |
817.68 |
696.22 |
121.46 |
15.2% |
8.41 |
1.1% |
84% |
False |
False |
|
120 |
817.68 |
679.06 |
138.62 |
17.4% |
7.88 |
1.0% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
832.20 |
2.618 |
821.41 |
1.618 |
814.80 |
1.000 |
810.72 |
0.618 |
808.19 |
HIGH |
804.11 |
0.618 |
801.58 |
0.500 |
800.81 |
0.382 |
800.03 |
LOW |
797.50 |
0.618 |
793.42 |
1.000 |
790.89 |
1.618 |
786.81 |
2.618 |
780.20 |
4.250 |
769.41 |
|
|
Fisher Pivots for day following 06-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
800.81 |
798.06 |
PP |
800.06 |
797.55 |
S1 |
799.31 |
797.05 |
|