| Trading Metrics calculated at close of trading on 06-Mar-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-1997 |
06-Mar-1997 |
Change |
Change % |
Previous Week |
| Open |
862.04 |
872.07 |
10.03 |
1.2% |
864.30 |
| High |
872.31 |
874.28 |
1.97 |
0.2% |
892.25 |
| Low |
861.92 |
850.99 |
-10.93 |
-1.3% |
835.87 |
| Close |
872.07 |
851.51 |
-20.56 |
-2.4% |
850.46 |
| Range |
10.39 |
23.29 |
12.90 |
124.2% |
56.38 |
| ATR |
18.66 |
18.99 |
0.33 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
928.80 |
913.44 |
864.32 |
|
| R3 |
905.51 |
890.15 |
857.91 |
|
| R2 |
882.22 |
882.22 |
855.78 |
|
| R1 |
866.86 |
866.86 |
853.64 |
862.90 |
| PP |
858.93 |
858.93 |
858.93 |
856.94 |
| S1 |
843.57 |
843.57 |
849.38 |
839.61 |
| S2 |
835.64 |
835.64 |
847.24 |
|
| S3 |
812.35 |
820.28 |
845.11 |
|
| S4 |
789.06 |
796.99 |
838.70 |
|
|
| Weekly Pivots for week ending 28-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,028.67 |
995.94 |
881.47 |
|
| R3 |
972.29 |
939.56 |
865.96 |
|
| R2 |
915.91 |
915.91 |
860.80 |
|
| R1 |
883.18 |
883.18 |
855.63 |
871.36 |
| PP |
859.53 |
859.53 |
859.53 |
853.61 |
| S1 |
826.80 |
826.80 |
845.29 |
814.98 |
| S2 |
803.15 |
803.15 |
840.12 |
|
| S3 |
746.77 |
770.42 |
834.96 |
|
| S4 |
690.39 |
714.04 |
819.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
874.28 |
835.87 |
38.41 |
4.5% |
16.44 |
1.9% |
41% |
True |
False |
|
| 10 |
892.25 |
835.87 |
56.38 |
6.6% |
19.29 |
2.3% |
28% |
False |
False |
|
| 20 |
912.28 |
835.87 |
76.41 |
9.0% |
18.77 |
2.2% |
20% |
False |
False |
|
| 40 |
938.11 |
835.87 |
102.24 |
12.0% |
19.73 |
2.3% |
15% |
False |
False |
|
| 60 |
938.11 |
798.13 |
139.98 |
16.4% |
19.17 |
2.3% |
38% |
False |
False |
|
| 80 |
938.11 |
787.71 |
150.40 |
17.7% |
18.21 |
2.1% |
42% |
False |
False |
|
| 100 |
938.11 |
730.45 |
207.66 |
24.4% |
17.32 |
2.0% |
58% |
False |
False |
|
| 120 |
938.11 |
706.65 |
231.46 |
27.2% |
16.53 |
1.9% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
973.26 |
|
2.618 |
935.25 |
|
1.618 |
911.96 |
|
1.000 |
897.57 |
|
0.618 |
888.67 |
|
HIGH |
874.28 |
|
0.618 |
865.38 |
|
0.500 |
862.64 |
|
0.382 |
859.89 |
|
LOW |
850.99 |
|
0.618 |
836.60 |
|
1.000 |
827.70 |
|
1.618 |
813.31 |
|
2.618 |
790.02 |
|
4.250 |
752.01 |
|
|
| Fisher Pivots for day following 06-Mar-1997 |
| Pivot |
1 day |
3 day |
| R1 |
862.64 |
862.64 |
| PP |
858.93 |
858.93 |
| S1 |
855.22 |
855.22 |
|