| Trading Metrics calculated at close of trading on 25-Feb-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-1997 |
25-Feb-1997 |
Change |
Change % |
Previous Week |
| Open |
6,931.62 |
7,008.20 |
76.58 |
1.1% |
6,988.96 |
| High |
7,049.76 |
7,099.79 |
50.03 |
0.7% |
7,112.87 |
| Low |
6,868.50 |
6,935.08 |
66.58 |
1.0% |
6,869.27 |
| Close |
7,008.20 |
7,038.21 |
30.01 |
0.4% |
6,931.62 |
| Range |
181.26 |
164.71 |
-16.55 |
-9.1% |
243.60 |
| ATR |
145.00 |
146.40 |
1.41 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,518.49 |
7,443.06 |
7,128.80 |
|
| R3 |
7,353.78 |
7,278.35 |
7,083.51 |
|
| R2 |
7,189.07 |
7,189.07 |
7,068.41 |
|
| R1 |
7,113.64 |
7,113.64 |
7,053.31 |
7,151.36 |
| PP |
7,024.36 |
7,024.36 |
7,024.36 |
7,043.22 |
| S1 |
6,948.93 |
6,948.93 |
7,023.11 |
6,986.65 |
| S2 |
6,859.65 |
6,859.65 |
7,008.01 |
|
| S3 |
6,694.94 |
6,784.22 |
6,992.91 |
|
| S4 |
6,530.23 |
6,619.51 |
6,947.62 |
|
|
| 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 |
6,868.50 |
244.37 |
3.5% |
147.70 |
2.1% |
69% |
False |
False |
|
| 10 |
7,112.87 |
6,756.90 |
355.97 |
5.1% |
142.81 |
2.0% |
79% |
False |
False |
|
| 20 |
7,112.87 |
6,612.20 |
500.67 |
7.1% |
146.74 |
2.1% |
85% |
False |
False |
|
| 40 |
7,112.87 |
6,318.96 |
793.91 |
11.3% |
148.51 |
2.1% |
91% |
False |
False |
|
| 60 |
7,112.87 |
6,206.83 |
906.04 |
12.9% |
142.30 |
2.0% |
92% |
False |
False |
|
| 80 |
7,112.87 |
5,955.59 |
1,157.28 |
16.4% |
134.35 |
1.9% |
94% |
False |
False |
|
| 100 |
7,112.87 |
5,876.58 |
1,236.29 |
17.6% |
128.24 |
1.8% |
94% |
False |
False |
|
| 120 |
7,112.87 |
5,585.51 |
1,527.36 |
21.7% |
122.06 |
1.7% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,799.81 |
|
2.618 |
7,531.00 |
|
1.618 |
7,366.29 |
|
1.000 |
7,264.50 |
|
0.618 |
7,201.58 |
|
HIGH |
7,099.79 |
|
0.618 |
7,036.87 |
|
0.500 |
7,017.44 |
|
0.382 |
6,998.00 |
|
LOW |
6,935.08 |
|
0.618 |
6,833.29 |
|
1.000 |
6,770.37 |
|
1.618 |
6,668.58 |
|
2.618 |
6,503.87 |
|
4.250 |
6,235.06 |
|
|
| Fisher Pivots for day following 25-Feb-1997 |
| Pivot |
1 day |
3 day |
| R1 |
7,031.29 |
7,020.19 |
| PP |
7,024.36 |
7,002.17 |
| S1 |
7,017.44 |
6,984.15 |
|