| Trading Metrics calculated at close of trading on 11-Feb-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-1997 |
11-Feb-1997 |
Change |
Change % |
Previous Week |
| Open |
899.84 |
872.06 |
-27.78 |
-3.1% |
921.55 |
| High |
902.89 |
881.44 |
-21.45 |
-2.4% |
928.31 |
| Low |
871.10 |
856.04 |
-15.06 |
-1.7% |
875.98 |
| Close |
872.06 |
871.71 |
-0.35 |
0.0% |
899.84 |
| Range |
31.79 |
25.40 |
-6.39 |
-20.1% |
52.33 |
| ATR |
20.65 |
20.99 |
0.34 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
945.93 |
934.22 |
885.68 |
|
| R3 |
920.53 |
908.82 |
878.70 |
|
| R2 |
895.13 |
895.13 |
876.37 |
|
| R1 |
883.42 |
883.42 |
874.04 |
876.58 |
| PP |
869.73 |
869.73 |
869.73 |
866.31 |
| S1 |
858.02 |
858.02 |
869.38 |
851.18 |
| S2 |
844.33 |
844.33 |
867.05 |
|
| S3 |
818.93 |
832.62 |
864.73 |
|
| S4 |
793.53 |
807.22 |
857.74 |
|
|
| 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 |
916.53 |
856.04 |
60.49 |
6.9% |
25.39 |
2.9% |
26% |
False |
True |
|
| 10 |
928.31 |
856.04 |
72.27 |
8.3% |
20.36 |
2.3% |
22% |
False |
True |
|
| 20 |
938.11 |
856.04 |
82.07 |
9.4% |
22.11 |
2.5% |
19% |
False |
True |
|
| 40 |
938.11 |
798.13 |
139.98 |
16.1% |
19.27 |
2.2% |
53% |
False |
False |
|
| 60 |
938.11 |
787.71 |
150.40 |
17.3% |
18.58 |
2.1% |
56% |
False |
False |
|
| 80 |
938.11 |
730.45 |
207.66 |
23.8% |
17.36 |
2.0% |
68% |
False |
False |
|
| 100 |
938.11 |
727.14 |
210.97 |
24.2% |
16.38 |
1.9% |
69% |
False |
False |
|
| 120 |
938.11 |
650.48 |
287.63 |
33.0% |
15.60 |
1.8% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
989.39 |
|
2.618 |
947.94 |
|
1.618 |
922.54 |
|
1.000 |
906.84 |
|
0.618 |
897.14 |
|
HIGH |
881.44 |
|
0.618 |
871.74 |
|
0.500 |
868.74 |
|
0.382 |
865.74 |
|
LOW |
856.04 |
|
0.618 |
840.34 |
|
1.000 |
830.64 |
|
1.618 |
814.94 |
|
2.618 |
789.54 |
|
4.250 |
748.09 |
|
|
| Fisher Pivots for day following 11-Feb-1997 |
| Pivot |
1 day |
3 day |
| R1 |
870.72 |
879.47 |
| PP |
869.73 |
876.88 |
| S1 |
868.74 |
874.30 |
|