Trading Metrics calculated at close of trading on 12-May-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-1997 |
12-May-1997 |
Change |
Change % |
Previous Week |
Open |
820.62 |
825.01 |
4.39 |
0.5% |
813.18 |
High |
827.69 |
838.56 |
10.87 |
1.3% |
832.29 |
Low |
815.78 |
824.78 |
9.00 |
1.1% |
811.80 |
Close |
824.78 |
837.66 |
12.88 |
1.6% |
824.78 |
Range |
11.91 |
13.78 |
1.87 |
15.7% |
20.49 |
ATR |
11.99 |
12.11 |
0.13 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
875.01 |
870.11 |
845.24 |
|
R3 |
861.23 |
856.33 |
841.45 |
|
R2 |
847.45 |
847.45 |
840.19 |
|
R1 |
842.55 |
842.55 |
838.92 |
845.00 |
PP |
833.67 |
833.67 |
833.67 |
834.89 |
S1 |
828.77 |
828.77 |
836.40 |
831.22 |
S2 |
819.89 |
819.89 |
835.13 |
|
S3 |
806.11 |
814.99 |
833.87 |
|
S4 |
792.33 |
801.21 |
830.08 |
|
|
Weekly Pivots for week ending 09-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
884.43 |
875.09 |
836.05 |
|
R3 |
863.94 |
854.60 |
830.41 |
|
R2 |
843.45 |
843.45 |
828.54 |
|
R1 |
834.11 |
834.11 |
826.66 |
838.78 |
PP |
822.96 |
822.96 |
822.96 |
825.29 |
S1 |
813.62 |
813.62 |
822.90 |
818.29 |
S2 |
802.47 |
802.47 |
821.02 |
|
S3 |
781.98 |
793.13 |
819.15 |
|
S4 |
761.49 |
772.64 |
813.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
838.56 |
811.84 |
26.72 |
3.2% |
12.72 |
1.5% |
97% |
True |
False |
|
10 |
838.56 |
772.96 |
65.60 |
7.8% |
14.07 |
1.7% |
99% |
True |
False |
|
20 |
838.56 |
743.73 |
94.83 |
11.3% |
11.84 |
1.4% |
99% |
True |
False |
|
40 |
838.56 |
733.54 |
105.02 |
12.5% |
11.56 |
1.4% |
99% |
True |
False |
|
60 |
838.56 |
733.54 |
105.02 |
12.5% |
10.71 |
1.3% |
99% |
True |
False |
|
80 |
838.56 |
733.54 |
105.02 |
12.5% |
10.47 |
1.3% |
99% |
True |
False |
|
100 |
838.56 |
726.04 |
112.52 |
13.4% |
10.17 |
1.2% |
99% |
True |
False |
|
120 |
838.56 |
716.69 |
121.87 |
14.5% |
10.05 |
1.2% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
897.13 |
2.618 |
874.64 |
1.618 |
860.86 |
1.000 |
852.34 |
0.618 |
847.08 |
HIGH |
838.56 |
0.618 |
833.30 |
0.500 |
831.67 |
0.382 |
830.04 |
LOW |
824.78 |
0.618 |
816.26 |
1.000 |
811.00 |
1.618 |
802.48 |
2.618 |
788.70 |
4.250 |
766.22 |
|
|
Fisher Pivots for day following 12-May-1997 |
Pivot |
1 day |
3 day |
R1 |
835.66 |
833.51 |
PP |
833.67 |
829.35 |
S1 |
831.67 |
825.20 |
|