Trading Metrics calculated at close of trading on 21-Mar-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-1997 |
21-Mar-1997 |
Change |
Change % |
Previous Week |
Open |
6,877.68 |
6,820.28 |
-57.40 |
-0.8% |
6,935.46 |
High |
6,901.47 |
6,890.52 |
-10.95 |
-0.2% |
7,004.20 |
Low |
6,765.14 |
6,742.85 |
-22.29 |
-0.3% |
6,742.85 |
Close |
6,820.28 |
6,804.79 |
-15.49 |
-0.2% |
6,804.79 |
Range |
136.33 |
147.67 |
11.34 |
8.3% |
261.35 |
ATR |
148.33 |
148.28 |
-0.05 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,255.73 |
7,177.93 |
6,886.01 |
|
R3 |
7,108.06 |
7,030.26 |
6,845.40 |
|
R2 |
6,960.39 |
6,960.39 |
6,831.86 |
|
R1 |
6,882.59 |
6,882.59 |
6,818.33 |
6,847.66 |
PP |
6,812.72 |
6,812.72 |
6,812.72 |
6,795.25 |
S1 |
6,734.92 |
6,734.92 |
6,791.25 |
6,699.99 |
S2 |
6,665.05 |
6,665.05 |
6,777.72 |
|
S3 |
6,517.38 |
6,587.25 |
6,764.18 |
|
S4 |
6,369.71 |
6,439.58 |
6,723.57 |
|
|
Weekly Pivots for week ending 21-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,634.66 |
7,481.08 |
6,948.53 |
|
R3 |
7,373.31 |
7,219.73 |
6,876.66 |
|
R2 |
7,111.96 |
7,111.96 |
6,852.70 |
|
R1 |
6,958.38 |
6,958.38 |
6,828.75 |
6,904.50 |
PP |
6,850.61 |
6,850.61 |
6,850.61 |
6,823.67 |
S1 |
6,697.03 |
6,697.03 |
6,780.83 |
6,643.15 |
S2 |
6,589.26 |
6,589.26 |
6,756.88 |
|
S3 |
6,327.91 |
6,435.68 |
6,732.92 |
|
S4 |
6,066.56 |
6,174.33 |
6,661.05 |
|
|
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 |
6,742.85 |
261.35 |
3.8% |
154.84 |
2.3% |
24% |
False |
True |
|
10 |
7,158.28 |
6,742.85 |
415.43 |
6.1% |
147.81 |
2.2% |
15% |
False |
True |
|
20 |
7,158.28 |
6,742.85 |
415.43 |
6.1% |
151.04 |
2.2% |
15% |
False |
True |
|
40 |
7,158.28 |
6,598.73 |
559.55 |
8.2% |
148.20 |
2.2% |
37% |
False |
False |
|
60 |
7,158.28 |
6,318.96 |
839.32 |
12.3% |
146.85 |
2.2% |
58% |
False |
False |
|
80 |
7,158.28 |
6,206.83 |
951.45 |
14.0% |
143.15 |
2.1% |
63% |
False |
False |
|
100 |
7,158.28 |
5,938.82 |
1,219.46 |
17.9% |
136.39 |
2.0% |
71% |
False |
False |
|
120 |
7,158.28 |
5,833.72 |
1,324.56 |
19.5% |
130.70 |
1.9% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,518.12 |
2.618 |
7,277.12 |
1.618 |
7,129.45 |
1.000 |
7,038.19 |
0.618 |
6,981.78 |
HIGH |
6,890.52 |
0.618 |
6,834.11 |
0.500 |
6,816.69 |
0.382 |
6,799.26 |
LOW |
6,742.85 |
0.618 |
6,651.59 |
1.000 |
6,595.18 |
1.618 |
6,503.92 |
2.618 |
6,356.25 |
4.250 |
6,115.25 |
|
|
Fisher Pivots for day following 21-Mar-1997 |
Pivot |
1 day |
3 day |
R1 |
6,816.69 |
6,843.50 |
PP |
6,812.72 |
6,830.60 |
S1 |
6,808.76 |
6,817.69 |
|