| Trading Metrics calculated at close of trading on 20-Mar-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-1997 |
20-Mar-1997 |
Change |
Change % |
Previous Week |
| Open |
6,896.56 |
6,877.68 |
-18.88 |
-0.3% |
7,000.89 |
| High |
6,944.15 |
6,901.47 |
-42.68 |
-0.6% |
7,158.28 |
| Low |
6,794.22 |
6,765.14 |
-29.08 |
-0.4% |
6,851.19 |
| Close |
6,877.68 |
6,820.28 |
-57.40 |
-0.8% |
6,935.46 |
| Range |
149.93 |
136.33 |
-13.60 |
-9.1% |
307.09 |
| ATR |
149.25 |
148.33 |
-0.92 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,237.95 |
7,165.45 |
6,895.26 |
|
| R3 |
7,101.62 |
7,029.12 |
6,857.77 |
|
| R2 |
6,965.29 |
6,965.29 |
6,845.27 |
|
| R1 |
6,892.79 |
6,892.79 |
6,832.78 |
6,860.88 |
| PP |
6,828.96 |
6,828.96 |
6,828.96 |
6,813.01 |
| S1 |
6,756.46 |
6,756.46 |
6,807.78 |
6,724.55 |
| S2 |
6,692.63 |
6,692.63 |
6,795.29 |
|
| S3 |
6,556.30 |
6,620.13 |
6,782.79 |
|
| S4 |
6,419.97 |
6,483.80 |
6,745.30 |
|
|
| Weekly Pivots for week ending 14-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,902.91 |
7,726.28 |
7,104.36 |
|
| R3 |
7,595.82 |
7,419.19 |
7,019.91 |
|
| R2 |
7,288.73 |
7,288.73 |
6,991.76 |
|
| R1 |
7,112.10 |
7,112.10 |
6,963.61 |
7,046.87 |
| PP |
6,981.64 |
6,981.64 |
6,981.64 |
6,949.03 |
| S1 |
6,805.01 |
6,805.01 |
6,907.31 |
6,739.78 |
| S2 |
6,674.55 |
6,674.55 |
6,879.16 |
|
| S3 |
6,367.46 |
6,497.92 |
6,851.01 |
|
| S4 |
6,060.37 |
6,190.83 |
6,766.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,004.20 |
6,765.14 |
239.06 |
3.5% |
154.32 |
2.3% |
23% |
False |
True |
|
| 10 |
7,158.28 |
6,765.14 |
393.14 |
5.8% |
145.05 |
2.1% |
14% |
False |
True |
|
| 20 |
7,158.28 |
6,765.14 |
393.14 |
5.8% |
149.43 |
2.2% |
14% |
False |
True |
|
| 40 |
7,158.28 |
6,598.73 |
559.55 |
8.2% |
150.25 |
2.2% |
40% |
False |
False |
|
| 60 |
7,158.28 |
6,318.96 |
839.32 |
12.3% |
145.71 |
2.1% |
60% |
False |
False |
|
| 80 |
7,158.28 |
6,206.83 |
951.45 |
14.0% |
142.83 |
2.1% |
64% |
False |
False |
|
| 100 |
7,158.28 |
5,938.82 |
1,219.46 |
17.9% |
136.02 |
2.0% |
72% |
False |
False |
|
| 120 |
7,158.28 |
5,833.72 |
1,324.56 |
19.4% |
130.21 |
1.9% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,480.87 |
|
2.618 |
7,258.38 |
|
1.618 |
7,122.05 |
|
1.000 |
7,037.80 |
|
0.618 |
6,985.72 |
|
HIGH |
6,901.47 |
|
0.618 |
6,849.39 |
|
0.500 |
6,833.31 |
|
0.382 |
6,817.22 |
|
LOW |
6,765.14 |
|
0.618 |
6,680.89 |
|
1.000 |
6,628.81 |
|
1.618 |
6,544.56 |
|
2.618 |
6,408.23 |
|
4.250 |
6,185.74 |
|
|
| Fisher Pivots for day following 20-Mar-1997 |
| Pivot |
1 day |
3 day |
| R1 |
6,833.31 |
6,881.27 |
| PP |
6,828.96 |
6,860.94 |
| S1 |
6,824.62 |
6,840.61 |
|