Trading Metrics calculated at close of trading on 16-May-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-1997 |
16-May-1997 |
Change |
Change % |
Previous Week |
Open |
909.92 |
931.79 |
21.87 |
2.4% |
919.14 |
High |
932.40 |
931.79 |
-0.61 |
-0.1% |
932.40 |
Low |
909.73 |
915.12 |
5.39 |
0.6% |
900.24 |
Close |
931.79 |
915.29 |
-16.50 |
-1.8% |
915.29 |
Range |
22.67 |
16.67 |
-6.00 |
-26.5% |
32.16 |
ATR |
20.45 |
20.18 |
-0.27 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
970.74 |
959.69 |
924.46 |
|
R3 |
954.07 |
943.02 |
919.87 |
|
R2 |
937.40 |
937.40 |
918.35 |
|
R1 |
926.35 |
926.35 |
916.82 |
923.54 |
PP |
920.73 |
920.73 |
920.73 |
919.33 |
S1 |
909.68 |
909.68 |
913.76 |
906.87 |
S2 |
904.06 |
904.06 |
912.23 |
|
S3 |
887.39 |
893.01 |
910.71 |
|
S4 |
870.72 |
876.34 |
906.12 |
|
|
Weekly Pivots for week ending 16-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,012.46 |
996.03 |
932.98 |
|
R3 |
980.30 |
963.87 |
924.13 |
|
R2 |
948.14 |
948.14 |
921.19 |
|
R1 |
931.71 |
931.71 |
918.24 |
923.85 |
PP |
915.98 |
915.98 |
915.98 |
912.04 |
S1 |
899.55 |
899.55 |
912.34 |
891.69 |
S2 |
883.82 |
883.82 |
909.39 |
|
S3 |
851.66 |
867.39 |
906.45 |
|
S4 |
819.50 |
835.23 |
897.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
932.40 |
900.24 |
32.16 |
3.5% |
16.28 |
1.8% |
47% |
False |
False |
|
10 |
932.89 |
900.24 |
32.65 |
3.6% |
19.33 |
2.1% |
46% |
False |
False |
|
20 |
932.89 |
793.13 |
139.76 |
15.3% |
20.69 |
2.3% |
87% |
False |
False |
|
40 |
932.89 |
779.17 |
153.72 |
16.8% |
21.56 |
2.4% |
89% |
False |
False |
|
60 |
932.89 |
779.17 |
153.72 |
16.8% |
20.66 |
2.3% |
89% |
False |
False |
|
80 |
938.11 |
779.17 |
158.94 |
17.4% |
20.51 |
2.2% |
86% |
False |
False |
|
100 |
938.11 |
779.17 |
158.94 |
17.4% |
19.91 |
2.2% |
86% |
False |
False |
|
120 |
938.11 |
779.17 |
158.94 |
17.4% |
19.63 |
2.1% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,002.64 |
2.618 |
975.43 |
1.618 |
958.76 |
1.000 |
948.46 |
0.618 |
942.09 |
HIGH |
931.79 |
0.618 |
925.42 |
0.500 |
923.46 |
0.382 |
921.49 |
LOW |
915.12 |
0.618 |
904.82 |
1.000 |
898.45 |
1.618 |
888.15 |
2.618 |
871.48 |
4.250 |
844.27 |
|
|
Fisher Pivots for day following 16-May-1997 |
Pivot |
1 day |
3 day |
R1 |
923.46 |
916.32 |
PP |
920.73 |
915.98 |
S1 |
918.01 |
915.63 |
|