| Trading Metrics calculated at close of trading on 10-Feb-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-1997 |
10-Feb-1997 |
Change |
Change % |
Previous Week |
| Open |
885.52 |
899.84 |
14.32 |
1.6% |
921.55 |
| High |
901.64 |
902.89 |
1.25 |
0.1% |
928.31 |
| Low |
885.29 |
871.10 |
-14.19 |
-1.6% |
875.98 |
| Close |
899.84 |
872.06 |
-27.78 |
-3.1% |
899.84 |
| Range |
16.35 |
31.79 |
15.44 |
94.4% |
52.33 |
| ATR |
19.79 |
20.65 |
0.86 |
4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
977.39 |
956.51 |
889.54 |
|
| R3 |
945.60 |
924.72 |
880.80 |
|
| R2 |
913.81 |
913.81 |
877.89 |
|
| R1 |
892.93 |
892.93 |
874.97 |
887.48 |
| PP |
882.02 |
882.02 |
882.02 |
879.29 |
| S1 |
861.14 |
861.14 |
869.15 |
855.69 |
| S2 |
850.23 |
850.23 |
866.23 |
|
| S3 |
818.44 |
829.35 |
863.32 |
|
| S4 |
786.65 |
797.56 |
854.58 |
|
|
| Weekly Pivots for week ending 07-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,058.37 |
1,031.43 |
928.62 |
|
| R3 |
1,006.04 |
979.10 |
914.23 |
|
| R2 |
953.71 |
953.71 |
909.43 |
|
| R1 |
926.77 |
926.77 |
904.64 |
914.08 |
| PP |
901.38 |
901.38 |
901.38 |
895.03 |
| S1 |
874.44 |
874.44 |
895.04 |
861.75 |
| S2 |
849.05 |
849.05 |
890.25 |
|
| S3 |
796.72 |
822.11 |
885.45 |
|
| S4 |
744.39 |
769.78 |
871.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
918.43 |
871.10 |
47.33 |
5.4% |
23.59 |
2.7% |
2% |
False |
True |
|
| 10 |
928.31 |
871.10 |
57.21 |
6.6% |
20.24 |
2.3% |
2% |
False |
True |
|
| 20 |
938.11 |
864.02 |
74.09 |
8.5% |
21.94 |
2.5% |
11% |
False |
False |
|
| 40 |
938.11 |
798.13 |
139.98 |
16.1% |
19.08 |
2.2% |
53% |
False |
False |
|
| 60 |
938.11 |
787.71 |
150.40 |
17.2% |
18.40 |
2.1% |
56% |
False |
False |
|
| 80 |
938.11 |
730.45 |
207.66 |
23.8% |
17.26 |
2.0% |
68% |
False |
False |
|
| 100 |
938.11 |
725.22 |
212.89 |
24.4% |
16.26 |
1.9% |
69% |
False |
False |
|
| 120 |
938.11 |
650.48 |
287.63 |
33.0% |
15.47 |
1.8% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,038.00 |
|
2.618 |
986.12 |
|
1.618 |
954.33 |
|
1.000 |
934.68 |
|
0.618 |
922.54 |
|
HIGH |
902.89 |
|
0.618 |
890.75 |
|
0.500 |
887.00 |
|
0.382 |
883.24 |
|
LOW |
871.10 |
|
0.618 |
851.45 |
|
1.000 |
839.31 |
|
1.618 |
819.66 |
|
2.618 |
787.87 |
|
4.250 |
735.99 |
|
|
| Fisher Pivots for day following 10-Feb-1997 |
| Pivot |
1 day |
3 day |
| R1 |
887.00 |
887.00 |
| PP |
882.02 |
882.02 |
| S1 |
877.04 |
877.04 |
|