| Trading Metrics calculated at close of trading on 11-Apr-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-1997 |
11-Apr-1997 |
Change |
Change % |
Previous Week |
| Open |
828.73 |
813.45 |
-15.28 |
-1.8% |
822.40 |
| High |
828.73 |
813.45 |
-15.28 |
-1.8% |
849.79 |
| Low |
813.19 |
789.80 |
-23.39 |
-2.9% |
789.80 |
| Close |
813.45 |
789.97 |
-23.48 |
-2.9% |
789.97 |
| Range |
15.54 |
23.65 |
8.11 |
52.2% |
59.99 |
| ATR |
21.14 |
21.32 |
0.18 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
868.69 |
852.98 |
802.98 |
|
| R3 |
845.04 |
829.33 |
796.47 |
|
| R2 |
821.39 |
821.39 |
794.31 |
|
| R1 |
805.68 |
805.68 |
792.14 |
801.71 |
| PP |
797.74 |
797.74 |
797.74 |
795.76 |
| S1 |
782.03 |
782.03 |
787.80 |
778.06 |
| S2 |
774.09 |
774.09 |
785.63 |
|
| S3 |
750.44 |
758.38 |
783.47 |
|
| S4 |
726.79 |
734.73 |
776.96 |
|
|
| Weekly Pivots for week ending 11-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
989.82 |
949.89 |
822.96 |
|
| R3 |
929.83 |
889.90 |
806.47 |
|
| R2 |
869.84 |
869.84 |
800.97 |
|
| R1 |
829.91 |
829.91 |
795.47 |
819.88 |
| PP |
809.85 |
809.85 |
809.85 |
804.84 |
| S1 |
769.92 |
769.92 |
784.47 |
759.89 |
| S2 |
749.86 |
749.86 |
778.97 |
|
| S3 |
689.87 |
709.93 |
773.47 |
|
| S4 |
629.88 |
649.94 |
756.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
849.79 |
789.80 |
59.99 |
7.6% |
18.43 |
2.3% |
0% |
False |
True |
|
| 10 |
849.79 |
779.17 |
70.62 |
8.9% |
22.37 |
2.8% |
15% |
False |
False |
|
| 20 |
850.17 |
779.17 |
71.00 |
9.0% |
22.46 |
2.8% |
15% |
False |
False |
|
| 40 |
912.28 |
779.17 |
133.11 |
16.9% |
19.79 |
2.5% |
8% |
False |
False |
|
| 60 |
938.11 |
779.17 |
158.94 |
20.1% |
20.72 |
2.6% |
7% |
False |
False |
|
| 80 |
938.11 |
779.17 |
158.94 |
20.1% |
19.47 |
2.5% |
7% |
False |
False |
|
| 100 |
938.11 |
779.17 |
158.94 |
20.1% |
19.15 |
2.4% |
7% |
False |
False |
|
| 120 |
938.11 |
730.45 |
207.66 |
26.3% |
18.35 |
2.3% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
913.96 |
|
2.618 |
875.37 |
|
1.618 |
851.72 |
|
1.000 |
837.10 |
|
0.618 |
828.07 |
|
HIGH |
813.45 |
|
0.618 |
804.42 |
|
0.500 |
801.63 |
|
0.382 |
798.83 |
|
LOW |
789.80 |
|
0.618 |
775.18 |
|
1.000 |
766.15 |
|
1.618 |
751.53 |
|
2.618 |
727.88 |
|
4.250 |
689.29 |
|
|
| Fisher Pivots for day following 11-Apr-1997 |
| Pivot |
1 day |
3 day |
| R1 |
801.63 |
819.80 |
| PP |
797.74 |
809.85 |
| S1 |
793.86 |
799.91 |
|