| Trading Metrics calculated at close of trading on 21-Feb-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-1997 |
21-Feb-1997 |
Change |
Change % |
Previous Week |
| Open |
7,020.13 |
6,927.38 |
-92.75 |
-1.3% |
6,988.96 |
| High |
7,035.91 |
6,984.72 |
-51.19 |
-0.7% |
7,112.87 |
| Low |
6,890.82 |
6,869.27 |
-21.55 |
-0.3% |
6,869.27 |
| Close |
6,927.38 |
6,931.62 |
4.24 |
0.1% |
6,931.62 |
| Range |
145.09 |
115.45 |
-29.64 |
-20.4% |
243.60 |
| ATR |
144.26 |
142.21 |
-2.06 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,274.89 |
7,218.70 |
6,995.12 |
|
| R3 |
7,159.44 |
7,103.25 |
6,963.37 |
|
| R2 |
7,043.99 |
7,043.99 |
6,952.79 |
|
| R1 |
6,987.80 |
6,987.80 |
6,942.20 |
7,015.90 |
| PP |
6,928.54 |
6,928.54 |
6,928.54 |
6,942.58 |
| S1 |
6,872.35 |
6,872.35 |
6,921.04 |
6,900.45 |
| S2 |
6,813.09 |
6,813.09 |
6,910.45 |
|
| S3 |
6,697.64 |
6,756.90 |
6,899.87 |
|
| S4 |
6,582.19 |
6,641.45 |
6,868.12 |
|
|
| Weekly Pivots for week ending 21-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,702.05 |
7,560.44 |
7,065.60 |
|
| R3 |
7,458.45 |
7,316.84 |
6,998.61 |
|
| R2 |
7,214.85 |
7,214.85 |
6,976.28 |
|
| R1 |
7,073.24 |
7,073.24 |
6,953.95 |
7,022.25 |
| PP |
6,971.25 |
6,971.25 |
6,971.25 |
6,945.76 |
| S1 |
6,829.64 |
6,829.64 |
6,909.29 |
6,778.65 |
| S2 |
6,727.65 |
6,727.65 |
6,886.96 |
|
| S3 |
6,484.05 |
6,586.04 |
6,864.63 |
|
| S4 |
6,240.45 |
6,342.44 |
6,797.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,112.87 |
6,869.27 |
243.60 |
3.5% |
133.85 |
1.9% |
26% |
False |
True |
|
| 10 |
7,112.87 |
6,747.28 |
365.59 |
5.3% |
137.81 |
2.0% |
50% |
False |
False |
|
| 20 |
7,112.87 |
6,598.73 |
514.14 |
7.4% |
145.35 |
2.1% |
65% |
False |
False |
|
| 40 |
7,112.87 |
6,318.96 |
793.91 |
11.5% |
144.75 |
2.1% |
77% |
False |
False |
|
| 60 |
7,112.87 |
6,206.83 |
906.04 |
13.1% |
140.52 |
2.0% |
80% |
False |
False |
|
| 80 |
7,112.87 |
5,938.82 |
1,174.05 |
16.9% |
132.72 |
1.9% |
85% |
False |
False |
|
| 100 |
7,112.87 |
5,833.72 |
1,279.15 |
18.5% |
126.63 |
1.8% |
86% |
False |
False |
|
| 120 |
7,112.87 |
5,550.37 |
1,562.50 |
22.5% |
120.76 |
1.7% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,475.38 |
|
2.618 |
7,286.97 |
|
1.618 |
7,171.52 |
|
1.000 |
7,100.17 |
|
0.618 |
7,056.07 |
|
HIGH |
6,984.72 |
|
0.618 |
6,940.62 |
|
0.500 |
6,927.00 |
|
0.382 |
6,913.37 |
|
LOW |
6,869.27 |
|
0.618 |
6,797.92 |
|
1.000 |
6,753.82 |
|
1.618 |
6,682.47 |
|
2.618 |
6,567.02 |
|
4.250 |
6,378.61 |
|
|
| Fisher Pivots for day following 21-Feb-1997 |
| Pivot |
1 day |
3 day |
| R1 |
6,930.08 |
6,991.07 |
| PP |
6,928.54 |
6,971.25 |
| S1 |
6,927.00 |
6,951.44 |
|