Trading Metrics calculated at close of trading on 12-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-1997 |
12-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
6,806.54 |
6,858.11 |
51.57 |
0.8% |
6,813.09 |
High |
6,887.36 |
6,976.64 |
89.28 |
1.3% |
6,913.14 |
Low |
6,756.90 |
6,844.26 |
87.36 |
1.3% |
6,683.40 |
Close |
6,858.11 |
6,961.63 |
103.52 |
1.5% |
6,855.80 |
Range |
130.46 |
132.38 |
1.92 |
1.5% |
229.74 |
ATR |
146.97 |
145.93 |
-1.04 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,324.65 |
7,275.52 |
7,034.44 |
|
R3 |
7,192.27 |
7,143.14 |
6,998.03 |
|
R2 |
7,059.89 |
7,059.89 |
6,985.90 |
|
R1 |
7,010.76 |
7,010.76 |
6,973.76 |
7,035.33 |
PP |
6,927.51 |
6,927.51 |
6,927.51 |
6,939.79 |
S1 |
6,878.38 |
6,878.38 |
6,949.50 |
6,902.95 |
S2 |
6,795.13 |
6,795.13 |
6,937.36 |
|
S3 |
6,662.75 |
6,746.00 |
6,925.23 |
|
S4 |
6,530.37 |
6,613.62 |
6,888.82 |
|
|
Weekly Pivots for week ending 07-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,506.67 |
7,410.97 |
6,982.16 |
|
R3 |
7,276.93 |
7,181.23 |
6,918.98 |
|
R2 |
7,047.19 |
7,047.19 |
6,897.92 |
|
R1 |
6,951.49 |
6,951.49 |
6,876.86 |
6,999.34 |
PP |
6,817.45 |
6,817.45 |
6,817.45 |
6,841.37 |
S1 |
6,721.75 |
6,721.75 |
6,834.74 |
6,769.60 |
S2 |
6,587.71 |
6,587.71 |
6,813.68 |
|
S3 |
6,357.97 |
6,492.01 |
6,792.62 |
|
S4 |
6,128.23 |
6,262.27 |
6,729.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,976.64 |
6,683.40 |
293.24 |
4.2% |
139.39 |
2.0% |
95% |
True |
False |
|
10 |
6,976.64 |
6,683.40 |
293.24 |
4.2% |
141.93 |
2.0% |
95% |
True |
False |
|
20 |
6,976.64 |
6,598.73 |
377.91 |
5.4% |
150.74 |
2.2% |
96% |
True |
False |
|
40 |
6,976.64 |
6,206.83 |
769.81 |
11.1% |
143.38 |
2.1% |
98% |
True |
False |
|
60 |
6,976.64 |
6,206.83 |
769.81 |
11.1% |
137.51 |
2.0% |
98% |
True |
False |
|
80 |
6,976.64 |
5,938.82 |
1,037.82 |
14.9% |
130.99 |
1.9% |
99% |
True |
False |
|
100 |
6,976.64 |
5,819.65 |
1,156.99 |
16.6% |
124.18 |
1.8% |
99% |
True |
False |
|
120 |
6,976.64 |
5,550.37 |
1,426.27 |
20.5% |
117.96 |
1.7% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,539.26 |
2.618 |
7,323.21 |
1.618 |
7,190.83 |
1.000 |
7,109.02 |
0.618 |
7,058.45 |
HIGH |
6,976.64 |
0.618 |
6,926.07 |
0.500 |
6,910.45 |
0.382 |
6,894.83 |
LOW |
6,844.26 |
0.618 |
6,762.45 |
1.000 |
6,711.88 |
1.618 |
6,630.07 |
2.618 |
6,497.69 |
4.250 |
6,281.65 |
|
|
Fisher Pivots for day following 12-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
6,944.57 |
6,930.01 |
PP |
6,927.51 |
6,898.39 |
S1 |
6,910.45 |
6,866.77 |
|