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 |
919.35 |
919.14 |
-0.21 |
0.0% |
909.49 |
High |
930.92 |
927.97 |
-2.95 |
-0.3% |
932.89 |
Low |
910.31 |
918.05 |
7.74 |
0.9% |
903.41 |
Close |
919.14 |
924.64 |
5.50 |
0.6% |
919.14 |
Range |
20.61 |
9.92 |
-10.69 |
-51.9% |
29.48 |
ATR |
21.81 |
20.96 |
-0.85 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
953.31 |
948.90 |
930.10 |
|
R3 |
943.39 |
938.98 |
927.37 |
|
R2 |
933.47 |
933.47 |
926.46 |
|
R1 |
929.06 |
929.06 |
925.55 |
931.27 |
PP |
923.55 |
923.55 |
923.55 |
924.66 |
S1 |
919.14 |
919.14 |
923.73 |
921.35 |
S2 |
913.63 |
913.63 |
922.82 |
|
S3 |
903.71 |
909.22 |
921.91 |
|
S4 |
893.79 |
899.30 |
919.18 |
|
|
Weekly Pivots for week ending 09-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,006.92 |
992.51 |
935.35 |
|
R3 |
977.44 |
963.03 |
927.25 |
|
R2 |
947.96 |
947.96 |
924.54 |
|
R1 |
933.55 |
933.55 |
921.84 |
940.76 |
PP |
918.48 |
918.48 |
918.48 |
922.08 |
S1 |
904.07 |
904.07 |
916.44 |
911.28 |
S2 |
889.00 |
889.00 |
913.74 |
|
S3 |
859.52 |
874.59 |
911.03 |
|
S4 |
830.04 |
845.11 |
902.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
932.77 |
903.41 |
29.36 |
3.2% |
19.07 |
2.1% |
72% |
False |
False |
|
10 |
932.89 |
829.39 |
103.50 |
11.2% |
21.71 |
2.3% |
92% |
False |
False |
|
20 |
932.89 |
787.63 |
145.26 |
15.7% |
21.12 |
2.3% |
94% |
False |
False |
|
40 |
932.89 |
779.17 |
153.72 |
16.6% |
22.03 |
2.4% |
95% |
False |
False |
|
60 |
932.89 |
779.17 |
153.72 |
16.6% |
20.40 |
2.2% |
95% |
False |
False |
|
80 |
938.11 |
779.17 |
158.94 |
17.2% |
20.89 |
2.3% |
92% |
False |
False |
|
100 |
938.11 |
779.17 |
158.94 |
17.2% |
19.83 |
2.1% |
92% |
False |
False |
|
120 |
938.11 |
779.17 |
158.94 |
17.2% |
19.55 |
2.1% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
970.13 |
2.618 |
953.94 |
1.618 |
944.02 |
1.000 |
937.89 |
0.618 |
934.10 |
HIGH |
927.97 |
0.618 |
924.18 |
0.500 |
923.01 |
0.382 |
921.84 |
LOW |
918.05 |
0.618 |
911.92 |
1.000 |
908.13 |
1.618 |
902.00 |
2.618 |
892.08 |
4.250 |
875.89 |
|
|
Fisher Pivots for day following 12-May-1997 |
Pivot |
1 day |
3 day |
R1 |
924.10 |
922.15 |
PP |
923.55 |
919.66 |
S1 |
923.01 |
917.17 |
|