| Trading Metrics calculated at close of trading on 19-Feb-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-1997 |
19-Feb-1997 |
Change |
Change % |
Previous Week |
| Open |
808.60 |
816.08 |
7.48 |
0.9% |
789.77 |
| High |
816.29 |
817.68 |
1.39 |
0.2% |
812.93 |
| Low |
806.34 |
811.20 |
4.86 |
0.6% |
780.95 |
| Close |
816.29 |
812.49 |
-3.80 |
-0.5% |
808.48 |
| Range |
9.95 |
6.48 |
-3.47 |
-34.9% |
31.98 |
| ATR |
9.38 |
9.17 |
-0.21 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
833.23 |
829.34 |
816.05 |
|
| R3 |
826.75 |
822.86 |
814.27 |
|
| R2 |
820.27 |
820.27 |
813.68 |
|
| R1 |
816.38 |
816.38 |
813.08 |
815.09 |
| PP |
813.79 |
813.79 |
813.79 |
813.14 |
| S1 |
809.90 |
809.90 |
811.90 |
808.61 |
| S2 |
807.31 |
807.31 |
811.30 |
|
| S3 |
800.83 |
803.42 |
810.71 |
|
| S4 |
794.35 |
796.94 |
808.93 |
|
|
| 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 |
817.68 |
789.59 |
28.09 |
3.5% |
8.76 |
1.1% |
82% |
True |
False |
|
| 10 |
817.68 |
773.43 |
44.25 |
5.4% |
9.80 |
1.2% |
88% |
True |
False |
|
| 20 |
817.68 |
761.75 |
55.93 |
6.9% |
9.56 |
1.2% |
91% |
True |
False |
|
| 40 |
817.68 |
729.55 |
88.13 |
10.8% |
9.10 |
1.1% |
94% |
True |
False |
|
| 60 |
817.68 |
716.69 |
100.99 |
12.4% |
9.46 |
1.2% |
95% |
True |
False |
|
| 80 |
817.68 |
696.22 |
121.46 |
14.9% |
8.57 |
1.1% |
96% |
True |
False |
|
| 100 |
817.68 |
683.73 |
133.95 |
16.5% |
7.94 |
1.0% |
96% |
True |
False |
|
| 120 |
817.68 |
643.97 |
173.71 |
21.4% |
7.69 |
0.9% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
845.22 |
|
2.618 |
834.64 |
|
1.618 |
828.16 |
|
1.000 |
824.16 |
|
0.618 |
821.68 |
|
HIGH |
817.68 |
|
0.618 |
815.20 |
|
0.500 |
814.44 |
|
0.382 |
813.68 |
|
LOW |
811.20 |
|
0.618 |
807.20 |
|
1.000 |
804.72 |
|
1.618 |
800.72 |
|
2.618 |
794.24 |
|
4.250 |
783.66 |
|
|
| Fisher Pivots for day following 19-Feb-1997 |
| Pivot |
1 day |
3 day |
| R1 |
814.44 |
812.33 |
| PP |
813.79 |
812.17 |
| S1 |
813.14 |
812.01 |
|