| Trading Metrics calculated at close of trading on 17-Mar-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-1997 |
17-Mar-1997 |
Change |
Change % |
Previous Week |
| Open |
840.50 |
838.98 |
-1.52 |
-0.2% |
854.84 |
| High |
850.17 |
838.97 |
-11.20 |
-1.3% |
858.50 |
| Low |
838.03 |
816.70 |
-21.33 |
-2.5% |
829.42 |
| Close |
838.98 |
832.24 |
-6.74 |
-0.8% |
838.98 |
| Range |
12.14 |
22.27 |
10.13 |
83.4% |
29.08 |
| ATR |
17.64 |
17.98 |
0.33 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
896.11 |
886.45 |
844.49 |
|
| R3 |
873.84 |
864.18 |
838.36 |
|
| R2 |
851.57 |
851.57 |
836.32 |
|
| R1 |
841.91 |
841.91 |
834.28 |
835.61 |
| PP |
829.30 |
829.30 |
829.30 |
826.15 |
| S1 |
819.64 |
819.64 |
830.20 |
813.34 |
| S2 |
807.03 |
807.03 |
828.16 |
|
| S3 |
784.76 |
797.37 |
826.12 |
|
| S4 |
762.49 |
775.10 |
819.99 |
|
|
| Weekly Pivots for week ending 14-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
929.54 |
913.34 |
854.97 |
|
| R3 |
900.46 |
884.26 |
846.98 |
|
| R2 |
871.38 |
871.38 |
844.31 |
|
| R1 |
855.18 |
855.18 |
841.65 |
848.74 |
| PP |
842.30 |
842.30 |
842.30 |
839.08 |
| S1 |
826.10 |
826.10 |
836.31 |
819.66 |
| S2 |
813.22 |
813.22 |
833.65 |
|
| S3 |
784.14 |
797.02 |
830.98 |
|
| S4 |
755.06 |
767.94 |
822.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
858.50 |
816.70 |
41.80 |
5.0% |
14.11 |
1.7% |
37% |
False |
True |
|
| 10 |
874.28 |
816.70 |
57.58 |
6.9% |
16.32 |
2.0% |
27% |
False |
True |
|
| 20 |
903.60 |
816.70 |
86.90 |
10.4% |
17.65 |
2.1% |
18% |
False |
True |
|
| 40 |
938.11 |
816.70 |
121.41 |
14.6% |
19.98 |
2.4% |
13% |
False |
True |
|
| 60 |
938.11 |
806.17 |
131.94 |
15.9% |
18.42 |
2.2% |
20% |
False |
False |
|
| 80 |
938.11 |
798.13 |
139.98 |
16.8% |
18.40 |
2.2% |
24% |
False |
False |
|
| 100 |
938.11 |
730.45 |
207.66 |
25.0% |
17.50 |
2.1% |
49% |
False |
False |
|
| 120 |
938.11 |
727.14 |
210.97 |
25.3% |
16.75 |
2.0% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
933.62 |
|
2.618 |
897.27 |
|
1.618 |
875.00 |
|
1.000 |
861.24 |
|
0.618 |
852.73 |
|
HIGH |
838.97 |
|
0.618 |
830.46 |
|
0.500 |
827.84 |
|
0.382 |
825.21 |
|
LOW |
816.70 |
|
0.618 |
802.94 |
|
1.000 |
794.43 |
|
1.618 |
780.67 |
|
2.618 |
758.40 |
|
4.250 |
722.05 |
|
|
| Fisher Pivots for day following 17-Mar-1997 |
| Pivot |
1 day |
3 day |
| R1 |
830.77 |
833.44 |
| PP |
829.30 |
833.04 |
| S1 |
827.84 |
832.64 |
|