Trading Metrics calculated at close of trading on 06-May-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-1997 |
06-May-1997 |
Change |
Change % |
Previous Week |
Open |
909.49 |
932.77 |
23.28 |
2.6% |
818.57 |
High |
932.89 |
932.77 |
-0.12 |
0.0% |
909.56 |
Low |
906.41 |
910.33 |
3.92 |
0.4% |
812.25 |
Close |
932.77 |
914.90 |
-17.87 |
-1.9% |
909.49 |
Range |
26.48 |
22.44 |
-4.04 |
-15.3% |
97.31 |
ATR |
21.97 |
22.00 |
0.03 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
986.65 |
973.22 |
927.24 |
|
R3 |
964.21 |
950.78 |
921.07 |
|
R2 |
941.77 |
941.77 |
919.01 |
|
R1 |
928.34 |
928.34 |
916.96 |
923.84 |
PP |
919.33 |
919.33 |
919.33 |
917.08 |
S1 |
905.90 |
905.90 |
912.84 |
901.40 |
S2 |
896.89 |
896.89 |
910.79 |
|
S3 |
874.45 |
883.46 |
908.73 |
|
S4 |
852.01 |
861.02 |
902.56 |
|
|
Weekly Pivots for week ending 02-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,169.03 |
1,136.57 |
963.01 |
|
R3 |
1,071.72 |
1,039.26 |
936.25 |
|
R2 |
974.41 |
974.41 |
927.33 |
|
R1 |
941.95 |
941.95 |
918.41 |
958.18 |
PP |
877.10 |
877.10 |
877.10 |
885.22 |
S1 |
844.64 |
844.64 |
900.57 |
860.87 |
S2 |
779.79 |
779.79 |
891.65 |
|
S3 |
682.48 |
747.33 |
882.73 |
|
S4 |
585.17 |
650.02 |
855.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
932.89 |
850.95 |
81.94 |
9.0% |
23.45 |
2.6% |
78% |
False |
False |
|
10 |
932.89 |
812.25 |
120.64 |
13.2% |
22.43 |
2.5% |
85% |
False |
False |
|
20 |
932.89 |
785.08 |
147.81 |
16.2% |
21.59 |
2.4% |
88% |
False |
False |
|
40 |
932.89 |
779.17 |
153.72 |
16.8% |
21.41 |
2.3% |
88% |
False |
False |
|
60 |
932.89 |
779.17 |
153.72 |
16.8% |
20.81 |
2.3% |
88% |
False |
False |
|
80 |
938.11 |
779.17 |
158.94 |
17.4% |
20.81 |
2.3% |
85% |
False |
False |
|
100 |
938.11 |
779.17 |
158.94 |
17.4% |
20.10 |
2.2% |
85% |
False |
False |
|
120 |
938.11 |
779.17 |
158.94 |
17.4% |
19.43 |
2.1% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,028.14 |
2.618 |
991.52 |
1.618 |
969.08 |
1.000 |
955.21 |
0.618 |
946.64 |
HIGH |
932.77 |
0.618 |
924.20 |
0.500 |
921.55 |
0.382 |
918.90 |
LOW |
910.33 |
0.618 |
896.46 |
1.000 |
887.89 |
1.618 |
874.02 |
2.618 |
851.58 |
4.250 |
814.96 |
|
|
Fisher Pivots for day following 06-May-1997 |
Pivot |
1 day |
3 day |
R1 |
921.55 |
912.44 |
PP |
919.33 |
909.97 |
S1 |
917.12 |
907.51 |
|