| Trading Metrics calculated at close of trading on 21-Feb-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-1997 |
21-Feb-1997 |
Change |
Change % |
Previous Week |
| Open |
897.65 |
880.25 |
-17.40 |
-1.9% |
899.91 |
| High |
897.72 |
880.25 |
-17.47 |
-1.9% |
903.60 |
| Low |
878.27 |
862.08 |
-16.19 |
-1.8% |
862.08 |
| Close |
880.25 |
864.30 |
-15.95 |
-1.8% |
864.30 |
| Range |
19.45 |
18.17 |
-1.28 |
-6.6% |
41.52 |
| ATR |
19.11 |
19.04 |
-0.07 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
923.39 |
912.01 |
874.29 |
|
| R3 |
905.22 |
893.84 |
869.30 |
|
| R2 |
887.05 |
887.05 |
867.63 |
|
| R1 |
875.67 |
875.67 |
865.97 |
872.28 |
| PP |
868.88 |
868.88 |
868.88 |
867.18 |
| S1 |
857.50 |
857.50 |
862.63 |
854.11 |
| S2 |
850.71 |
850.71 |
860.97 |
|
| S3 |
832.54 |
839.33 |
859.30 |
|
| S4 |
814.37 |
821.16 |
854.31 |
|
|
| Weekly Pivots for week ending 21-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,001.22 |
974.28 |
887.14 |
|
| R3 |
959.70 |
932.76 |
875.72 |
|
| R2 |
918.18 |
918.18 |
871.91 |
|
| R1 |
891.24 |
891.24 |
868.11 |
883.95 |
| PP |
876.66 |
876.66 |
876.66 |
873.02 |
| S1 |
849.72 |
849.72 |
860.49 |
842.43 |
| S2 |
835.14 |
835.14 |
856.69 |
|
| S3 |
793.62 |
808.20 |
852.88 |
|
| S4 |
752.10 |
766.68 |
841.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
909.13 |
862.08 |
47.05 |
5.4% |
14.75 |
1.7% |
5% |
False |
True |
|
| 10 |
912.28 |
856.04 |
56.24 |
6.5% |
18.79 |
2.2% |
15% |
False |
False |
|
| 20 |
928.31 |
856.04 |
72.27 |
8.4% |
19.71 |
2.3% |
11% |
False |
False |
|
| 40 |
938.11 |
806.17 |
131.94 |
15.3% |
18.90 |
2.2% |
44% |
False |
False |
|
| 60 |
938.11 |
798.13 |
139.98 |
16.2% |
18.76 |
2.2% |
47% |
False |
False |
|
| 80 |
938.11 |
730.45 |
207.66 |
24.0% |
17.57 |
2.0% |
64% |
False |
False |
|
| 100 |
938.11 |
727.14 |
210.97 |
24.4% |
16.74 |
1.9% |
65% |
False |
False |
|
| 120 |
938.11 |
650.48 |
287.63 |
33.3% |
16.06 |
1.9% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
957.47 |
|
2.618 |
927.82 |
|
1.618 |
909.65 |
|
1.000 |
898.42 |
|
0.618 |
891.48 |
|
HIGH |
880.25 |
|
0.618 |
873.31 |
|
0.500 |
871.17 |
|
0.382 |
869.02 |
|
LOW |
862.08 |
|
0.618 |
850.85 |
|
1.000 |
843.91 |
|
1.618 |
832.68 |
|
2.618 |
814.51 |
|
4.250 |
784.86 |
|
|
| Fisher Pivots for day following 21-Feb-1997 |
| Pivot |
1 day |
3 day |
| R1 |
871.17 |
882.84 |
| PP |
868.88 |
876.66 |
| S1 |
866.59 |
870.48 |
|