| Trading Metrics calculated at close of trading on 03-Apr-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-1997 |
03-Apr-1997 |
Change |
Change % |
Previous Week |
| Open |
6,611.05 |
6,517.01 |
-94.04 |
-1.4% |
6,804.79 |
| High |
6,636.73 |
6,540.43 |
-96.30 |
-1.5% |
6,984.94 |
| Low |
6,476.60 |
6,379.16 |
-97.44 |
-1.5% |
6,654.86 |
| Close |
6,517.01 |
6,477.35 |
-39.66 |
-0.6% |
6,740.59 |
| Range |
160.13 |
161.27 |
1.14 |
0.7% |
330.08 |
| ATR |
163.72 |
163.55 |
-0.18 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,949.46 |
6,874.67 |
6,566.05 |
|
| R3 |
6,788.19 |
6,713.40 |
6,521.70 |
|
| R2 |
6,626.92 |
6,626.92 |
6,506.92 |
|
| R1 |
6,552.13 |
6,552.13 |
6,492.13 |
6,508.89 |
| PP |
6,465.65 |
6,465.65 |
6,465.65 |
6,444.03 |
| S1 |
6,390.86 |
6,390.86 |
6,462.57 |
6,347.62 |
| S2 |
6,304.38 |
6,304.38 |
6,447.78 |
|
| S3 |
6,143.11 |
6,229.59 |
6,433.00 |
|
| S4 |
5,981.84 |
6,068.32 |
6,388.65 |
|
|
| Weekly Pivots for week ending 28-Mar-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,783.70 |
7,592.23 |
6,922.13 |
|
| R3 |
7,453.62 |
7,262.15 |
6,831.36 |
|
| R2 |
7,123.54 |
7,123.54 |
6,801.10 |
|
| R1 |
6,932.07 |
6,932.07 |
6,770.85 |
6,862.77 |
| PP |
6,793.46 |
6,793.46 |
6,793.46 |
6,758.81 |
| S1 |
6,601.99 |
6,601.99 |
6,710.33 |
6,532.69 |
| S2 |
6,463.38 |
6,463.38 |
6,680.08 |
|
| S3 |
6,133.30 |
6,271.91 |
6,649.82 |
|
| S4 |
5,803.22 |
5,941.83 |
6,559.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,918.47 |
6,379.16 |
539.31 |
8.3% |
196.16 |
3.0% |
18% |
False |
True |
|
| 10 |
6,984.94 |
6,379.16 |
605.78 |
9.4% |
174.75 |
2.7% |
16% |
False |
True |
|
| 20 |
7,158.28 |
6,379.16 |
779.12 |
12.0% |
159.10 |
2.5% |
13% |
False |
True |
|
| 40 |
7,158.28 |
6,379.16 |
779.12 |
12.0% |
155.23 |
2.4% |
13% |
False |
True |
|
| 60 |
7,158.28 |
6,379.16 |
779.12 |
12.0% |
153.22 |
2.4% |
13% |
False |
True |
|
| 80 |
7,158.28 |
6,206.83 |
951.45 |
14.7% |
148.88 |
2.3% |
28% |
False |
False |
|
| 100 |
7,158.28 |
6,151.62 |
1,006.66 |
15.5% |
142.25 |
2.2% |
32% |
False |
False |
|
| 120 |
7,158.28 |
5,912.36 |
1,245.92 |
19.2% |
136.80 |
2.1% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,225.83 |
|
2.618 |
6,962.63 |
|
1.618 |
6,801.36 |
|
1.000 |
6,701.70 |
|
0.618 |
6,640.09 |
|
HIGH |
6,540.43 |
|
0.618 |
6,478.82 |
|
0.500 |
6,459.80 |
|
0.382 |
6,440.77 |
|
LOW |
6,379.16 |
|
0.618 |
6,279.50 |
|
1.000 |
6,217.89 |
|
1.618 |
6,118.23 |
|
2.618 |
5,956.96 |
|
4.250 |
5,693.76 |
|
|
| Fisher Pivots for day following 03-Apr-1997 |
| Pivot |
1 day |
3 day |
| R1 |
6,471.50 |
6,523.43 |
| PP |
6,465.65 |
6,508.07 |
| S1 |
6,459.80 |
6,492.71 |
|