Trading Metrics calculated at close of trading on 20-May-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-1997 |
20-May-1997 |
Change |
Change % |
Previous Week |
Open |
915.29 |
913.57 |
-1.72 |
-0.2% |
919.14 |
High |
928.23 |
942.14 |
13.91 |
1.5% |
932.40 |
Low |
908.72 |
912.82 |
4.10 |
0.5% |
900.24 |
Close |
913.57 |
942.11 |
28.54 |
3.1% |
915.29 |
Range |
19.51 |
29.32 |
9.81 |
50.3% |
32.16 |
ATR |
20.13 |
20.79 |
0.66 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,020.32 |
1,010.53 |
958.24 |
|
R3 |
991.00 |
981.21 |
950.17 |
|
R2 |
961.68 |
961.68 |
947.49 |
|
R1 |
951.89 |
951.89 |
944.80 |
956.79 |
PP |
932.36 |
932.36 |
932.36 |
934.80 |
S1 |
922.57 |
922.57 |
939.42 |
927.47 |
S2 |
903.04 |
903.04 |
936.73 |
|
S3 |
873.72 |
893.25 |
934.05 |
|
S4 |
844.40 |
863.93 |
925.98 |
|
|
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 |
942.14 |
900.24 |
41.90 |
4.4% |
20.66 |
2.2% |
100% |
True |
False |
|
10 |
942.14 |
900.24 |
41.90 |
4.4% |
19.32 |
2.1% |
100% |
True |
False |
|
20 |
942.14 |
812.25 |
129.89 |
13.8% |
20.87 |
2.2% |
100% |
True |
False |
|
40 |
942.14 |
779.17 |
162.97 |
17.3% |
21.62 |
2.3% |
100% |
True |
False |
|
60 |
942.14 |
779.17 |
162.97 |
17.3% |
20.72 |
2.2% |
100% |
True |
False |
|
80 |
942.14 |
779.17 |
162.97 |
17.3% |
20.56 |
2.2% |
100% |
True |
False |
|
100 |
942.14 |
779.17 |
162.97 |
17.3% |
20.18 |
2.1% |
100% |
True |
False |
|
120 |
942.14 |
779.17 |
162.97 |
17.3% |
19.83 |
2.1% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,066.75 |
2.618 |
1,018.90 |
1.618 |
989.58 |
1.000 |
971.46 |
0.618 |
960.26 |
HIGH |
942.14 |
0.618 |
930.94 |
0.500 |
927.48 |
0.382 |
924.02 |
LOW |
912.82 |
0.618 |
894.70 |
1.000 |
883.50 |
1.618 |
865.38 |
2.618 |
836.06 |
4.250 |
788.21 |
|
|
Fisher Pivots for day following 20-May-1997 |
Pivot |
1 day |
3 day |
R1 |
937.23 |
936.55 |
PP |
932.36 |
930.99 |
S1 |
927.48 |
925.43 |
|