| Trading Metrics calculated at close of trading on 21-Mar-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-1997 |
21-Mar-1997 |
Change |
Change % |
Previous Week |
| Open |
811.80 |
821.73 |
9.93 |
1.2% |
838.98 |
| High |
827.02 |
829.42 |
2.40 |
0.3% |
838.97 |
| Low |
804.26 |
811.27 |
7.01 |
0.9% |
798.25 |
| Close |
821.73 |
812.73 |
-9.00 |
-1.1% |
812.73 |
| Range |
22.76 |
18.15 |
-4.61 |
-20.3% |
40.72 |
| ATR |
18.93 |
18.88 |
-0.06 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
872.26 |
860.64 |
822.71 |
|
| R3 |
854.11 |
842.49 |
817.72 |
|
| R2 |
835.96 |
835.96 |
816.06 |
|
| R1 |
824.34 |
824.34 |
814.39 |
821.08 |
| PP |
817.81 |
817.81 |
817.81 |
816.17 |
| S1 |
806.19 |
806.19 |
811.07 |
802.93 |
| S2 |
799.66 |
799.66 |
809.40 |
|
| S3 |
781.51 |
788.04 |
807.74 |
|
| S4 |
763.36 |
769.89 |
802.75 |
|
|
| Weekly Pivots for week ending 21-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
938.81 |
916.49 |
835.13 |
|
| R3 |
898.09 |
875.77 |
823.93 |
|
| R2 |
857.37 |
857.37 |
820.20 |
|
| R1 |
835.05 |
835.05 |
816.46 |
825.85 |
| PP |
816.65 |
816.65 |
816.65 |
812.05 |
| S1 |
794.33 |
794.33 |
809.00 |
785.13 |
| S2 |
775.93 |
775.93 |
805.26 |
|
| S3 |
735.21 |
753.61 |
801.53 |
|
| S4 |
694.49 |
712.89 |
790.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
838.97 |
798.25 |
40.72 |
5.0% |
21.65 |
2.7% |
36% |
False |
False |
|
| 10 |
858.50 |
798.25 |
60.25 |
7.4% |
18.20 |
2.2% |
24% |
False |
False |
|
| 20 |
892.25 |
798.25 |
94.00 |
11.6% |
18.86 |
2.3% |
15% |
False |
False |
|
| 40 |
928.31 |
798.25 |
130.06 |
16.0% |
19.29 |
2.4% |
11% |
False |
False |
|
| 60 |
938.11 |
798.25 |
139.86 |
17.2% |
18.89 |
2.3% |
10% |
False |
False |
|
| 80 |
938.11 |
798.13 |
139.98 |
17.2% |
18.79 |
2.3% |
10% |
False |
False |
|
| 100 |
938.11 |
730.45 |
207.66 |
25.6% |
17.82 |
2.2% |
40% |
False |
False |
|
| 120 |
938.11 |
727.14 |
210.97 |
26.0% |
17.10 |
2.1% |
41% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
906.56 |
|
2.618 |
876.94 |
|
1.618 |
858.79 |
|
1.000 |
847.57 |
|
0.618 |
840.64 |
|
HIGH |
829.42 |
|
0.618 |
822.49 |
|
0.500 |
820.35 |
|
0.382 |
818.20 |
|
LOW |
811.27 |
|
0.618 |
800.05 |
|
1.000 |
793.12 |
|
1.618 |
781.90 |
|
2.618 |
763.75 |
|
4.250 |
734.13 |
|
|
| Fisher Pivots for day following 21-Mar-1997 |
| Pivot |
1 day |
3 day |
| R1 |
820.35 |
813.84 |
| PP |
817.81 |
813.47 |
| S1 |
815.27 |
813.10 |
|