| Trading Metrics calculated at close of trading on 25-Mar-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-1997 |
25-Mar-1997 |
Change |
Change % |
Previous Week |
| Open |
812.73 |
802.37 |
-10.36 |
-1.3% |
838.98 |
| High |
812.73 |
815.26 |
2.53 |
0.3% |
838.97 |
| Low |
784.54 |
799.33 |
14.79 |
1.9% |
798.25 |
| Close |
802.37 |
807.19 |
4.82 |
0.6% |
812.73 |
| Range |
28.19 |
15.93 |
-12.26 |
-43.5% |
40.72 |
| ATR |
19.54 |
19.28 |
-0.26 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
855.05 |
847.05 |
815.95 |
|
| R3 |
839.12 |
831.12 |
811.57 |
|
| R2 |
823.19 |
823.19 |
810.11 |
|
| R1 |
815.19 |
815.19 |
808.65 |
819.19 |
| PP |
807.26 |
807.26 |
807.26 |
809.26 |
| S1 |
799.26 |
799.26 |
805.73 |
803.26 |
| S2 |
791.33 |
791.33 |
804.27 |
|
| S3 |
775.40 |
783.33 |
802.81 |
|
| S4 |
759.47 |
767.40 |
798.43 |
|
|
| 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 |
829.42 |
784.54 |
44.88 |
5.6% |
22.87 |
2.8% |
50% |
False |
False |
|
| 10 |
850.17 |
784.54 |
65.63 |
8.1% |
19.07 |
2.4% |
35% |
False |
False |
|
| 20 |
886.83 |
784.54 |
102.29 |
12.7% |
18.83 |
2.3% |
22% |
False |
False |
|
| 40 |
928.31 |
784.54 |
143.77 |
17.8% |
19.09 |
2.4% |
16% |
False |
False |
|
| 60 |
938.11 |
784.54 |
153.57 |
19.0% |
19.32 |
2.4% |
15% |
False |
False |
|
| 80 |
938.11 |
784.54 |
153.57 |
19.0% |
19.02 |
2.4% |
15% |
False |
False |
|
| 100 |
938.11 |
736.36 |
201.75 |
25.0% |
18.00 |
2.2% |
35% |
False |
False |
|
| 120 |
938.11 |
730.45 |
207.66 |
25.7% |
17.23 |
2.1% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
882.96 |
|
2.618 |
856.96 |
|
1.618 |
841.03 |
|
1.000 |
831.19 |
|
0.618 |
825.10 |
|
HIGH |
815.26 |
|
0.618 |
809.17 |
|
0.500 |
807.30 |
|
0.382 |
805.42 |
|
LOW |
799.33 |
|
0.618 |
789.49 |
|
1.000 |
783.40 |
|
1.618 |
773.56 |
|
2.618 |
757.63 |
|
4.250 |
731.63 |
|
|
| Fisher Pivots for day following 25-Mar-1997 |
| Pivot |
1 day |
3 day |
| R1 |
807.30 |
807.12 |
| PP |
807.26 |
807.05 |
| S1 |
807.23 |
806.98 |
|