| Trading Metrics calculated at close of trading on 24-Feb-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-1997 |
24-Feb-1997 |
Change |
Change % |
Previous Week |
| Open |
880.25 |
864.30 |
-15.95 |
-1.8% |
899.91 |
| High |
880.25 |
880.67 |
0.42 |
0.0% |
903.60 |
| Low |
862.08 |
853.27 |
-8.81 |
-1.0% |
862.08 |
| Close |
864.30 |
880.26 |
15.96 |
1.8% |
864.30 |
| Range |
18.17 |
27.40 |
9.23 |
50.8% |
41.52 |
| ATR |
19.04 |
19.64 |
0.60 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
953.60 |
944.33 |
895.33 |
|
| R3 |
926.20 |
916.93 |
887.80 |
|
| R2 |
898.80 |
898.80 |
885.28 |
|
| R1 |
889.53 |
889.53 |
882.77 |
894.17 |
| PP |
871.40 |
871.40 |
871.40 |
873.72 |
| S1 |
862.13 |
862.13 |
877.75 |
866.77 |
| S2 |
844.00 |
844.00 |
875.24 |
|
| S3 |
816.60 |
834.73 |
872.73 |
|
| S4 |
789.20 |
807.33 |
865.19 |
|
|
| 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 |
903.60 |
853.27 |
50.33 |
5.7% |
17.85 |
2.0% |
54% |
False |
True |
|
| 10 |
912.28 |
853.27 |
59.01 |
6.7% |
19.89 |
2.3% |
46% |
False |
True |
|
| 20 |
928.31 |
853.27 |
75.04 |
8.5% |
20.11 |
2.3% |
36% |
False |
True |
|
| 40 |
938.11 |
806.17 |
131.94 |
15.0% |
19.38 |
2.2% |
56% |
False |
False |
|
| 60 |
938.11 |
798.13 |
139.98 |
15.9% |
18.95 |
2.2% |
59% |
False |
False |
|
| 80 |
938.11 |
731.21 |
206.90 |
23.5% |
17.68 |
2.0% |
72% |
False |
False |
|
| 100 |
938.11 |
730.45 |
207.66 |
23.6% |
16.89 |
1.9% |
72% |
False |
False |
|
| 120 |
938.11 |
652.29 |
285.82 |
32.5% |
16.14 |
1.8% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
997.12 |
|
2.618 |
952.40 |
|
1.618 |
925.00 |
|
1.000 |
908.07 |
|
0.618 |
897.60 |
|
HIGH |
880.67 |
|
0.618 |
870.20 |
|
0.500 |
866.97 |
|
0.382 |
863.74 |
|
LOW |
853.27 |
|
0.618 |
836.34 |
|
1.000 |
825.87 |
|
1.618 |
808.94 |
|
2.618 |
781.54 |
|
4.250 |
736.82 |
|
|
| Fisher Pivots for day following 24-Feb-1997 |
| Pivot |
1 day |
3 day |
| R1 |
875.83 |
878.67 |
| PP |
871.40 |
877.08 |
| S1 |
866.97 |
875.50 |
|