| Trading Metrics calculated at close of trading on 10-Apr-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-1997 |
10-Apr-1997 |
Change |
Change % |
Previous Week |
| Open |
766.43 |
760.52 |
-5.91 |
-0.8% |
773.54 |
| High |
769.53 |
763.73 |
-5.80 |
-0.8% |
773.88 |
| Low |
759.15 |
757.65 |
-1.50 |
-0.2% |
744.04 |
| Close |
760.60 |
758.34 |
-2.26 |
-0.3% |
757.90 |
| Range |
10.38 |
6.08 |
-4.30 |
-41.4% |
29.84 |
| ATR |
10.46 |
10.15 |
-0.31 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778.15 |
774.32 |
761.68 |
|
| R3 |
772.07 |
768.24 |
760.01 |
|
| R2 |
765.99 |
765.99 |
759.45 |
|
| R1 |
762.16 |
762.16 |
758.90 |
761.04 |
| PP |
759.91 |
759.91 |
759.91 |
759.34 |
| S1 |
756.08 |
756.08 |
757.78 |
754.96 |
| S2 |
753.83 |
753.83 |
757.23 |
|
| S3 |
747.75 |
750.00 |
756.67 |
|
| S4 |
741.67 |
743.92 |
755.00 |
|
|
| Weekly Pivots for week ending 04-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848.13 |
832.85 |
774.31 |
|
| R3 |
818.29 |
803.01 |
766.11 |
|
| R2 |
788.45 |
788.45 |
763.37 |
|
| R1 |
773.17 |
773.17 |
760.64 |
765.89 |
| PP |
758.61 |
758.61 |
758.61 |
754.97 |
| S1 |
743.33 |
743.33 |
755.16 |
736.05 |
| S2 |
728.77 |
728.77 |
752.43 |
|
| S3 |
698.93 |
713.49 |
749.69 |
|
| S4 |
669.09 |
683.65 |
741.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
769.53 |
744.04 |
25.49 |
3.4% |
9.03 |
1.2% |
56% |
False |
False |
|
| 10 |
792.58 |
744.04 |
48.54 |
6.4% |
11.71 |
1.5% |
29% |
False |
False |
|
| 20 |
804.26 |
744.04 |
60.22 |
7.9% |
10.84 |
1.4% |
24% |
False |
False |
|
| 40 |
817.68 |
744.04 |
73.64 |
9.7% |
9.96 |
1.3% |
19% |
False |
False |
|
| 60 |
817.68 |
744.04 |
73.64 |
9.7% |
9.74 |
1.3% |
19% |
False |
False |
|
| 80 |
817.68 |
716.69 |
100.99 |
13.3% |
9.67 |
1.3% |
41% |
False |
False |
|
| 100 |
817.68 |
716.69 |
100.99 |
13.3% |
9.50 |
1.3% |
41% |
False |
False |
|
| 120 |
817.68 |
696.22 |
121.46 |
16.0% |
8.91 |
1.2% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
789.57 |
|
2.618 |
779.65 |
|
1.618 |
773.57 |
|
1.000 |
769.81 |
|
0.618 |
767.49 |
|
HIGH |
763.73 |
|
0.618 |
761.41 |
|
0.500 |
760.69 |
|
0.382 |
759.97 |
|
LOW |
757.65 |
|
0.618 |
753.89 |
|
1.000 |
751.57 |
|
1.618 |
747.81 |
|
2.618 |
741.73 |
|
4.250 |
731.81 |
|
|
| Fisher Pivots for day following 10-Apr-1997 |
| Pivot |
1 day |
3 day |
| R1 |
760.69 |
763.59 |
| PP |
759.91 |
761.84 |
| S1 |
759.12 |
760.09 |
|