Trading Metrics calculated at close of trading on 13-May-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-1997 |
13-May-1997 |
Change |
Change % |
Previous Week |
Open |
919.14 |
924.64 |
5.50 |
0.6% |
909.49 |
High |
927.97 |
926.25 |
-1.72 |
-0.2% |
932.89 |
Low |
918.05 |
909.26 |
-8.79 |
-1.0% |
903.41 |
Close |
924.64 |
910.57 |
-14.07 |
-1.5% |
919.14 |
Range |
9.92 |
16.99 |
7.07 |
71.3% |
29.48 |
ATR |
20.96 |
20.67 |
-0.28 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
966.33 |
955.44 |
919.91 |
|
R3 |
949.34 |
938.45 |
915.24 |
|
R2 |
932.35 |
932.35 |
913.68 |
|
R1 |
921.46 |
921.46 |
912.13 |
918.41 |
PP |
915.36 |
915.36 |
915.36 |
913.84 |
S1 |
904.47 |
904.47 |
909.01 |
901.42 |
S2 |
898.37 |
898.37 |
907.46 |
|
S3 |
881.38 |
887.48 |
905.90 |
|
S4 |
864.39 |
870.49 |
901.23 |
|
|
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 |
930.92 |
903.41 |
27.51 |
3.0% |
17.98 |
2.0% |
26% |
False |
False |
|
10 |
932.89 |
850.95 |
81.94 |
9.0% |
20.71 |
2.3% |
73% |
False |
False |
|
20 |
932.89 |
787.63 |
145.26 |
16.0% |
20.62 |
2.3% |
85% |
False |
False |
|
40 |
932.89 |
779.17 |
153.72 |
16.9% |
21.90 |
2.4% |
85% |
False |
False |
|
60 |
932.89 |
779.17 |
153.72 |
16.9% |
20.48 |
2.2% |
85% |
False |
False |
|
80 |
938.11 |
779.17 |
158.94 |
17.5% |
20.94 |
2.3% |
83% |
False |
False |
|
100 |
938.11 |
779.17 |
158.94 |
17.5% |
19.81 |
2.2% |
83% |
False |
False |
|
120 |
938.11 |
779.17 |
158.94 |
17.5% |
19.56 |
2.1% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
998.46 |
2.618 |
970.73 |
1.618 |
953.74 |
1.000 |
943.24 |
0.618 |
936.75 |
HIGH |
926.25 |
0.618 |
919.76 |
0.500 |
917.76 |
0.382 |
915.75 |
LOW |
909.26 |
0.618 |
898.76 |
1.000 |
892.27 |
1.618 |
881.77 |
2.618 |
864.78 |
4.250 |
837.05 |
|
|
Fisher Pivots for day following 13-May-1997 |
Pivot |
1 day |
3 day |
R1 |
917.76 |
920.09 |
PP |
915.36 |
916.92 |
S1 |
912.97 |
913.74 |
|