| Trading Metrics calculated at close of trading on 26-Mar-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-1997 |
26-Mar-1997 |
Change |
Change % |
Previous Week |
| Open |
802.37 |
807.19 |
4.82 |
0.6% |
838.98 |
| High |
815.26 |
834.57 |
19.31 |
2.4% |
838.97 |
| Low |
799.33 |
807.19 |
7.86 |
1.0% |
798.25 |
| Close |
807.19 |
834.38 |
27.19 |
3.4% |
812.73 |
| Range |
15.93 |
27.38 |
11.45 |
71.9% |
40.72 |
| ATR |
19.28 |
19.86 |
0.58 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
907.52 |
898.33 |
849.44 |
|
| R3 |
880.14 |
870.95 |
841.91 |
|
| R2 |
852.76 |
852.76 |
839.40 |
|
| R1 |
843.57 |
843.57 |
836.89 |
848.17 |
| PP |
825.38 |
825.38 |
825.38 |
827.68 |
| S1 |
816.19 |
816.19 |
831.87 |
820.79 |
| S2 |
798.00 |
798.00 |
829.36 |
|
| S3 |
770.62 |
788.81 |
826.85 |
|
| S4 |
743.24 |
761.43 |
819.32 |
|
|
| 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 |
834.57 |
784.54 |
50.03 |
6.0% |
22.48 |
2.7% |
100% |
True |
False |
|
| 10 |
850.17 |
784.54 |
65.63 |
7.9% |
20.47 |
2.5% |
76% |
False |
False |
|
| 20 |
880.74 |
784.54 |
96.20 |
11.5% |
19.44 |
2.3% |
52% |
False |
False |
|
| 40 |
928.31 |
784.54 |
143.77 |
17.2% |
19.17 |
2.3% |
35% |
False |
False |
|
| 60 |
938.11 |
784.54 |
153.57 |
18.4% |
19.53 |
2.3% |
32% |
False |
False |
|
| 80 |
938.11 |
784.54 |
153.57 |
18.4% |
19.31 |
2.3% |
32% |
False |
False |
|
| 100 |
938.11 |
748.97 |
189.14 |
22.7% |
18.12 |
2.2% |
45% |
False |
False |
|
| 120 |
938.11 |
730.45 |
207.66 |
24.9% |
17.38 |
2.1% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
950.94 |
|
2.618 |
906.25 |
|
1.618 |
878.87 |
|
1.000 |
861.95 |
|
0.618 |
851.49 |
|
HIGH |
834.57 |
|
0.618 |
824.11 |
|
0.500 |
820.88 |
|
0.382 |
817.65 |
|
LOW |
807.19 |
|
0.618 |
790.27 |
|
1.000 |
779.81 |
|
1.618 |
762.89 |
|
2.618 |
735.51 |
|
4.250 |
690.83 |
|
|
| Fisher Pivots for day following 26-Mar-1997 |
| Pivot |
1 day |
3 day |
| R1 |
829.88 |
826.11 |
| PP |
825.38 |
817.83 |
| S1 |
820.88 |
809.56 |
|