| Trading Metrics calculated at close of trading on 20-Mar-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-1997 |
20-Mar-1997 |
Change |
Change % |
Previous Week |
| Open |
827.57 |
811.80 |
-15.77 |
-1.9% |
854.84 |
| High |
827.57 |
827.02 |
-0.55 |
-0.1% |
858.50 |
| Low |
798.25 |
804.26 |
6.01 |
0.8% |
829.42 |
| Close |
811.80 |
821.73 |
9.93 |
1.2% |
838.98 |
| Range |
29.32 |
22.76 |
-6.56 |
-22.4% |
29.08 |
| ATR |
18.64 |
18.93 |
0.29 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
885.95 |
876.60 |
834.25 |
|
| R3 |
863.19 |
853.84 |
827.99 |
|
| R2 |
840.43 |
840.43 |
825.90 |
|
| R1 |
831.08 |
831.08 |
823.82 |
835.76 |
| PP |
817.67 |
817.67 |
817.67 |
820.01 |
| S1 |
808.32 |
808.32 |
819.64 |
813.00 |
| S2 |
794.91 |
794.91 |
817.56 |
|
| S3 |
772.15 |
785.56 |
815.47 |
|
| S4 |
749.39 |
762.80 |
809.21 |
|
|
| 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 |
850.17 |
798.25 |
51.92 |
6.3% |
20.44 |
2.5% |
45% |
False |
False |
|
| 10 |
858.50 |
798.25 |
60.25 |
7.3% |
18.43 |
2.2% |
39% |
False |
False |
|
| 20 |
892.25 |
798.25 |
94.00 |
11.4% |
18.86 |
2.3% |
25% |
False |
False |
|
| 40 |
938.11 |
798.25 |
139.86 |
17.0% |
19.47 |
2.4% |
17% |
False |
False |
|
| 60 |
938.11 |
798.25 |
139.86 |
17.0% |
18.81 |
2.3% |
17% |
False |
False |
|
| 80 |
938.11 |
798.13 |
139.98 |
17.0% |
18.66 |
2.3% |
17% |
False |
False |
|
| 100 |
938.11 |
730.45 |
207.66 |
25.3% |
17.76 |
2.2% |
44% |
False |
False |
|
| 120 |
938.11 |
727.14 |
210.97 |
25.7% |
17.04 |
2.1% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
923.75 |
|
2.618 |
886.61 |
|
1.618 |
863.85 |
|
1.000 |
849.78 |
|
0.618 |
841.09 |
|
HIGH |
827.02 |
|
0.618 |
818.33 |
|
0.500 |
815.64 |
|
0.382 |
812.95 |
|
LOW |
804.26 |
|
0.618 |
790.19 |
|
1.000 |
781.50 |
|
1.618 |
767.43 |
|
2.618 |
744.67 |
|
4.250 |
707.53 |
|
|
| Fisher Pivots for day following 20-Mar-1997 |
| Pivot |
1 day |
3 day |
| R1 |
819.70 |
820.38 |
| PP |
817.67 |
819.02 |
| S1 |
815.64 |
817.67 |
|