| Trading Metrics calculated at close of trading on 03-Feb-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-1997 |
03-Feb-1997 |
Change |
Change % |
Previous Week |
| Open |
911.71 |
921.55 |
9.84 |
1.1% |
898.37 |
| High |
926.01 |
928.31 |
2.30 |
0.2% |
926.01 |
| Low |
911.71 |
915.17 |
3.46 |
0.4% |
884.17 |
| Close |
921.55 |
918.01 |
-3.54 |
-0.4% |
921.55 |
| Range |
14.30 |
13.14 |
-1.16 |
-8.1% |
41.84 |
| ATR |
19.75 |
19.28 |
-0.47 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
959.92 |
952.10 |
925.24 |
|
| R3 |
946.78 |
938.96 |
921.62 |
|
| R2 |
933.64 |
933.64 |
920.42 |
|
| R1 |
925.82 |
925.82 |
919.21 |
923.16 |
| PP |
920.50 |
920.50 |
920.50 |
919.17 |
| S1 |
912.68 |
912.68 |
916.81 |
910.02 |
| S2 |
907.36 |
907.36 |
915.60 |
|
| S3 |
894.22 |
899.54 |
914.40 |
|
| S4 |
881.08 |
886.40 |
910.78 |
|
|
| Weekly Pivots for week ending 31-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,036.10 |
1,020.66 |
944.56 |
|
| R3 |
994.26 |
978.82 |
933.06 |
|
| R2 |
952.42 |
952.42 |
929.22 |
|
| R1 |
936.98 |
936.98 |
925.39 |
944.70 |
| PP |
910.58 |
910.58 |
910.58 |
914.44 |
| S1 |
895.14 |
895.14 |
917.71 |
902.86 |
| S2 |
868.74 |
868.74 |
913.88 |
|
| S3 |
826.90 |
853.30 |
910.04 |
|
| S4 |
785.06 |
811.46 |
898.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
928.31 |
884.17 |
44.14 |
4.8% |
16.89 |
1.8% |
77% |
True |
False |
|
| 10 |
938.11 |
878.40 |
59.71 |
6.5% |
22.87 |
2.5% |
66% |
False |
False |
|
| 20 |
938.11 |
846.49 |
91.62 |
10.0% |
19.44 |
2.1% |
78% |
False |
False |
|
| 40 |
938.11 |
798.13 |
139.98 |
15.2% |
19.42 |
2.1% |
86% |
False |
False |
|
| 60 |
938.11 |
785.08 |
153.03 |
16.7% |
17.52 |
1.9% |
87% |
False |
False |
|
| 80 |
938.11 |
730.45 |
207.66 |
22.6% |
16.56 |
1.8% |
90% |
False |
False |
|
| 100 |
938.11 |
674.73 |
263.38 |
28.7% |
15.86 |
1.7% |
92% |
False |
False |
|
| 120 |
938.11 |
650.48 |
287.63 |
31.3% |
14.81 |
1.6% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
984.16 |
|
2.618 |
962.71 |
|
1.618 |
949.57 |
|
1.000 |
941.45 |
|
0.618 |
936.43 |
|
HIGH |
928.31 |
|
0.618 |
923.29 |
|
0.500 |
921.74 |
|
0.382 |
920.19 |
|
LOW |
915.17 |
|
0.618 |
907.05 |
|
1.000 |
902.03 |
|
1.618 |
893.91 |
|
2.618 |
880.77 |
|
4.250 |
859.33 |
|
|
| Fisher Pivots for day following 03-Feb-1997 |
| Pivot |
1 day |
3 day |
| R1 |
921.74 |
915.47 |
| PP |
920.50 |
912.93 |
| S1 |
919.25 |
910.39 |
|