| Trading Metrics calculated at close of trading on 18-Feb-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-1997 |
18-Feb-1997 |
Change |
Change % |
Previous Week |
| Open |
907.71 |
899.91 |
-7.80 |
-0.9% |
899.84 |
| High |
909.13 |
901.82 |
-7.31 |
-0.8% |
912.28 |
| Low |
897.22 |
888.48 |
-8.74 |
-1.0% |
856.04 |
| Close |
899.91 |
897.53 |
-2.38 |
-0.3% |
899.91 |
| Range |
11.91 |
13.34 |
1.43 |
12.0% |
56.24 |
| ATR |
20.21 |
19.72 |
-0.49 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
935.96 |
930.09 |
904.87 |
|
| R3 |
922.62 |
916.75 |
901.20 |
|
| R2 |
909.28 |
909.28 |
899.98 |
|
| R1 |
903.41 |
903.41 |
898.75 |
899.68 |
| PP |
895.94 |
895.94 |
895.94 |
894.08 |
| S1 |
890.07 |
890.07 |
896.31 |
886.34 |
| S2 |
882.60 |
882.60 |
895.08 |
|
| S3 |
869.26 |
876.73 |
893.86 |
|
| S4 |
855.92 |
863.39 |
890.19 |
|
|
| Weekly Pivots for week ending 14-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,058.13 |
1,035.26 |
930.84 |
|
| R3 |
1,001.89 |
979.02 |
915.38 |
|
| R2 |
945.65 |
945.65 |
910.22 |
|
| R1 |
922.78 |
922.78 |
905.07 |
934.22 |
| PP |
889.41 |
889.41 |
889.41 |
895.13 |
| S1 |
866.54 |
866.54 |
894.75 |
877.98 |
| S2 |
833.17 |
833.17 |
889.60 |
|
| S3 |
776.93 |
810.30 |
884.44 |
|
| S4 |
720.69 |
754.06 |
868.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
912.28 |
856.04 |
56.24 |
6.3% |
18.24 |
2.0% |
74% |
False |
False |
|
| 10 |
918.43 |
856.04 |
62.39 |
7.0% |
20.92 |
2.3% |
67% |
False |
False |
|
| 20 |
938.11 |
856.04 |
82.07 |
9.1% |
21.89 |
2.4% |
51% |
False |
False |
|
| 40 |
938.11 |
806.17 |
131.94 |
14.7% |
18.89 |
2.1% |
69% |
False |
False |
|
| 60 |
938.11 |
798.13 |
139.98 |
15.6% |
18.64 |
2.1% |
71% |
False |
False |
|
| 80 |
938.11 |
730.45 |
207.66 |
23.1% |
17.40 |
1.9% |
80% |
False |
False |
|
| 100 |
938.11 |
727.14 |
210.97 |
23.5% |
16.60 |
1.8% |
81% |
False |
False |
|
| 120 |
938.11 |
650.48 |
287.63 |
32.0% |
15.86 |
1.8% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
958.52 |
|
2.618 |
936.74 |
|
1.618 |
923.40 |
|
1.000 |
915.16 |
|
0.618 |
910.06 |
|
HIGH |
901.82 |
|
0.618 |
896.72 |
|
0.500 |
895.15 |
|
0.382 |
893.58 |
|
LOW |
888.48 |
|
0.618 |
880.24 |
|
1.000 |
875.14 |
|
1.618 |
866.90 |
|
2.618 |
853.56 |
|
4.250 |
831.79 |
|
|
| Fisher Pivots for day following 18-Feb-1997 |
| Pivot |
1 day |
3 day |
| R1 |
896.74 |
900.38 |
| PP |
895.94 |
899.43 |
| S1 |
895.15 |
898.48 |
|