| Trading Metrics calculated at close of trading on 14-Feb-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-1997 |
14-Feb-1997 |
Change |
Change % |
Previous Week |
| Open |
803.31 |
811.75 |
8.44 |
1.1% |
789.77 |
| High |
812.93 |
812.20 |
-0.73 |
-0.1% |
812.93 |
| Low |
802.77 |
808.15 |
5.38 |
0.7% |
780.95 |
| Close |
811.82 |
808.48 |
-3.34 |
-0.4% |
808.48 |
| Range |
10.16 |
4.05 |
-6.11 |
-60.1% |
31.98 |
| ATR |
9.74 |
9.33 |
-0.41 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
821.76 |
819.17 |
810.71 |
|
| R3 |
817.71 |
815.12 |
809.59 |
|
| R2 |
813.66 |
813.66 |
809.22 |
|
| R1 |
811.07 |
811.07 |
808.85 |
810.34 |
| PP |
809.61 |
809.61 |
809.61 |
809.25 |
| S1 |
807.02 |
807.02 |
808.11 |
806.29 |
| S2 |
805.56 |
805.56 |
807.74 |
|
| S3 |
801.51 |
802.97 |
807.37 |
|
| S4 |
797.46 |
798.92 |
806.25 |
|
|
| Weekly Pivots for week ending 14-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
896.73 |
884.58 |
826.07 |
|
| R3 |
864.75 |
852.60 |
817.27 |
|
| R2 |
832.77 |
832.77 |
814.34 |
|
| R1 |
820.62 |
820.62 |
811.41 |
826.70 |
| PP |
800.79 |
800.79 |
800.79 |
803.82 |
| S1 |
788.64 |
788.64 |
805.55 |
794.72 |
| S2 |
768.81 |
768.81 |
802.62 |
|
| S3 |
736.83 |
756.66 |
799.69 |
|
| S4 |
704.85 |
724.68 |
790.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
812.93 |
780.95 |
31.98 |
4.0% |
8.96 |
1.1% |
86% |
False |
False |
|
| 10 |
812.93 |
773.43 |
39.50 |
4.9% |
9.11 |
1.1% |
89% |
False |
False |
|
| 20 |
812.93 |
761.75 |
51.18 |
6.3% |
9.62 |
1.2% |
91% |
False |
False |
|
| 40 |
812.93 |
729.55 |
83.38 |
10.3% |
9.30 |
1.1% |
95% |
False |
False |
|
| 60 |
812.93 |
716.69 |
96.24 |
11.9% |
9.36 |
1.2% |
95% |
False |
False |
|
| 80 |
812.93 |
696.22 |
116.71 |
14.4% |
8.52 |
1.1% |
96% |
False |
False |
|
| 100 |
812.93 |
683.73 |
129.20 |
16.0% |
7.87 |
1.0% |
97% |
False |
False |
|
| 120 |
812.93 |
643.97 |
168.96 |
20.9% |
7.60 |
0.9% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
829.41 |
|
2.618 |
822.80 |
|
1.618 |
818.75 |
|
1.000 |
816.25 |
|
0.618 |
814.70 |
|
HIGH |
812.20 |
|
0.618 |
810.65 |
|
0.500 |
810.18 |
|
0.382 |
809.70 |
|
LOW |
808.15 |
|
0.618 |
805.65 |
|
1.000 |
804.10 |
|
1.618 |
801.60 |
|
2.618 |
797.55 |
|
4.250 |
790.94 |
|
|
| Fisher Pivots for day following 14-Feb-1997 |
| Pivot |
1 day |
3 day |
| R1 |
810.18 |
806.07 |
| PP |
809.61 |
803.67 |
| S1 |
809.05 |
801.26 |
|