| Trading Metrics calculated at close of trading on 04-Feb-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-1997 |
04-Feb-1997 |
Change |
Change % |
Previous Week |
| Open |
921.55 |
918.01 |
-3.54 |
-0.4% |
898.37 |
| High |
928.31 |
918.43 |
-9.88 |
-1.1% |
926.01 |
| Low |
915.17 |
902.06 |
-13.11 |
-1.4% |
884.17 |
| Close |
918.01 |
916.30 |
-1.71 |
-0.2% |
921.55 |
| Range |
13.14 |
16.37 |
3.23 |
24.6% |
41.84 |
| ATR |
19.28 |
19.07 |
-0.21 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961.37 |
955.21 |
925.30 |
|
| R3 |
945.00 |
938.84 |
920.80 |
|
| R2 |
928.63 |
928.63 |
919.30 |
|
| R1 |
922.47 |
922.47 |
917.80 |
917.37 |
| PP |
912.26 |
912.26 |
912.26 |
909.71 |
| S1 |
906.10 |
906.10 |
914.80 |
901.00 |
| S2 |
895.89 |
895.89 |
913.30 |
|
| S3 |
879.52 |
889.73 |
911.80 |
|
| S4 |
863.15 |
873.36 |
907.30 |
|
|
| 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 |
884.43 |
43.88 |
4.8% |
15.33 |
1.7% |
73% |
False |
False |
|
| 10 |
938.11 |
878.40 |
59.71 |
6.5% |
22.54 |
2.5% |
63% |
False |
False |
|
| 20 |
938.11 |
846.49 |
91.62 |
10.0% |
19.40 |
2.1% |
76% |
False |
False |
|
| 40 |
938.11 |
798.13 |
139.98 |
15.3% |
19.09 |
2.1% |
84% |
False |
False |
|
| 60 |
938.11 |
787.71 |
150.40 |
16.4% |
17.53 |
1.9% |
85% |
False |
False |
|
| 80 |
938.11 |
730.45 |
207.66 |
22.7% |
16.62 |
1.8% |
89% |
False |
False |
|
| 100 |
938.11 |
685.65 |
252.46 |
27.6% |
15.90 |
1.7% |
91% |
False |
False |
|
| 120 |
938.11 |
650.48 |
287.63 |
31.4% |
14.87 |
1.6% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
988.00 |
|
2.618 |
961.29 |
|
1.618 |
944.92 |
|
1.000 |
934.80 |
|
0.618 |
928.55 |
|
HIGH |
918.43 |
|
0.618 |
912.18 |
|
0.500 |
910.25 |
|
0.382 |
908.31 |
|
LOW |
902.06 |
|
0.618 |
891.94 |
|
1.000 |
885.69 |
|
1.618 |
875.57 |
|
2.618 |
859.20 |
|
4.250 |
832.49 |
|
|
| Fisher Pivots for day following 04-Feb-1997 |
| Pivot |
1 day |
3 day |
| R1 |
914.28 |
915.93 |
| PP |
912.26 |
915.56 |
| S1 |
910.25 |
915.19 |
|