| Trading Metrics calculated at close of trading on 19-Feb-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-1997 |
19-Feb-1997 |
Change |
Change % |
Previous Week |
| Open |
899.91 |
897.53 |
-2.38 |
-0.3% |
899.84 |
| High |
901.82 |
903.60 |
1.78 |
0.2% |
912.28 |
| Low |
888.48 |
892.73 |
4.25 |
0.5% |
856.04 |
| Close |
897.53 |
897.65 |
0.12 |
0.0% |
899.91 |
| Range |
13.34 |
10.87 |
-2.47 |
-18.5% |
56.24 |
| ATR |
19.72 |
19.09 |
-0.63 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
930.60 |
925.00 |
903.63 |
|
| R3 |
919.73 |
914.13 |
900.64 |
|
| R2 |
908.86 |
908.86 |
899.64 |
|
| R1 |
903.26 |
903.26 |
898.65 |
906.06 |
| PP |
897.99 |
897.99 |
897.99 |
899.40 |
| S1 |
892.39 |
892.39 |
896.65 |
895.19 |
| S2 |
887.12 |
887.12 |
895.66 |
|
| S3 |
876.25 |
881.52 |
894.66 |
|
| S4 |
865.38 |
870.65 |
891.67 |
|
|
| 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 |
871.71 |
40.57 |
4.5% |
15.34 |
1.7% |
64% |
False |
False |
|
| 10 |
916.53 |
856.04 |
60.49 |
6.7% |
20.37 |
2.3% |
69% |
False |
False |
|
| 20 |
938.11 |
856.04 |
82.07 |
9.1% |
21.46 |
2.4% |
51% |
False |
False |
|
| 40 |
938.11 |
806.17 |
131.94 |
14.7% |
18.66 |
2.1% |
69% |
False |
False |
|
| 60 |
938.11 |
798.13 |
139.98 |
15.6% |
18.58 |
2.1% |
71% |
False |
False |
|
| 80 |
938.11 |
730.45 |
207.66 |
23.1% |
17.38 |
1.9% |
81% |
False |
False |
|
| 100 |
938.11 |
727.14 |
210.97 |
23.5% |
16.55 |
1.8% |
81% |
False |
False |
|
| 120 |
938.11 |
650.48 |
287.63 |
32.0% |
15.91 |
1.8% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
949.80 |
|
2.618 |
932.06 |
|
1.618 |
921.19 |
|
1.000 |
914.47 |
|
0.618 |
910.32 |
|
HIGH |
903.60 |
|
0.618 |
899.45 |
|
0.500 |
898.17 |
|
0.382 |
896.88 |
|
LOW |
892.73 |
|
0.618 |
886.01 |
|
1.000 |
881.86 |
|
1.618 |
875.14 |
|
2.618 |
864.27 |
|
4.250 |
846.53 |
|
|
| Fisher Pivots for day following 19-Feb-1997 |
| Pivot |
1 day |
3 day |
| R1 |
898.17 |
898.81 |
| PP |
897.99 |
898.42 |
| S1 |
897.82 |
898.04 |
|