| Trading Metrics calculated at close of trading on 26-Feb-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-1997 |
26-Feb-1997 |
Change |
Change % |
Previous Week |
| Open |
880.26 |
882.04 |
1.78 |
0.2% |
899.91 |
| High |
892.25 |
886.83 |
-5.42 |
-0.6% |
903.60 |
| Low |
874.92 |
871.64 |
-3.28 |
-0.4% |
862.08 |
| Close |
882.04 |
880.74 |
-1.30 |
-0.1% |
864.30 |
| Range |
17.33 |
15.19 |
-2.14 |
-12.3% |
41.52 |
| ATR |
19.48 |
19.17 |
-0.31 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
925.31 |
918.21 |
889.09 |
|
| R3 |
910.12 |
903.02 |
884.92 |
|
| R2 |
894.93 |
894.93 |
883.52 |
|
| R1 |
887.83 |
887.83 |
882.13 |
883.79 |
| PP |
879.74 |
879.74 |
879.74 |
877.71 |
| S1 |
872.64 |
872.64 |
879.35 |
868.60 |
| S2 |
864.55 |
864.55 |
877.96 |
|
| S3 |
849.36 |
857.45 |
876.56 |
|
| S4 |
834.17 |
842.26 |
872.39 |
|
|
| 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 |
897.72 |
853.27 |
44.45 |
5.0% |
19.51 |
2.2% |
62% |
False |
False |
|
| 10 |
912.28 |
853.27 |
59.01 |
6.7% |
17.42 |
2.0% |
47% |
False |
False |
|
| 20 |
928.31 |
853.27 |
75.04 |
8.5% |
18.89 |
2.1% |
37% |
False |
False |
|
| 40 |
938.11 |
806.17 |
131.94 |
15.0% |
19.58 |
2.2% |
57% |
False |
False |
|
| 60 |
938.11 |
798.13 |
139.98 |
15.9% |
19.27 |
2.2% |
59% |
False |
False |
|
| 80 |
938.11 |
748.97 |
189.14 |
21.5% |
17.78 |
2.0% |
70% |
False |
False |
|
| 100 |
938.11 |
730.45 |
207.66 |
23.6% |
16.97 |
1.9% |
72% |
False |
False |
|
| 120 |
938.11 |
652.32 |
285.79 |
32.4% |
16.21 |
1.8% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
951.39 |
|
2.618 |
926.60 |
|
1.618 |
911.41 |
|
1.000 |
902.02 |
|
0.618 |
896.22 |
|
HIGH |
886.83 |
|
0.618 |
881.03 |
|
0.500 |
879.24 |
|
0.382 |
877.44 |
|
LOW |
871.64 |
|
0.618 |
862.25 |
|
1.000 |
856.45 |
|
1.618 |
847.06 |
|
2.618 |
831.87 |
|
4.250 |
807.08 |
|
|
| Fisher Pivots for day following 26-Feb-1997 |
| Pivot |
1 day |
3 day |
| R1 |
880.24 |
878.08 |
| PP |
879.74 |
875.42 |
| S1 |
879.24 |
872.76 |
|