Trading Metrics calculated at close of trading on 21-May-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-1997 |
21-May-1997 |
Change |
Change % |
Previous Week |
Open |
913.57 |
942.11 |
28.54 |
3.1% |
919.14 |
High |
942.14 |
961.48 |
19.34 |
2.1% |
932.40 |
Low |
912.82 |
942.11 |
29.29 |
3.2% |
900.24 |
Close |
942.11 |
950.53 |
8.42 |
0.9% |
915.29 |
Range |
29.32 |
19.37 |
-9.95 |
-33.9% |
32.16 |
ATR |
20.79 |
20.69 |
-0.10 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,009.48 |
999.38 |
961.18 |
|
R3 |
990.11 |
980.01 |
955.86 |
|
R2 |
970.74 |
970.74 |
954.08 |
|
R1 |
960.64 |
960.64 |
952.31 |
965.69 |
PP |
951.37 |
951.37 |
951.37 |
953.90 |
S1 |
941.27 |
941.27 |
948.75 |
946.32 |
S2 |
932.00 |
932.00 |
946.98 |
|
S3 |
912.63 |
921.90 |
945.20 |
|
S4 |
893.26 |
902.53 |
939.88 |
|
|
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 |
961.48 |
908.72 |
52.76 |
5.6% |
21.51 |
2.3% |
79% |
True |
False |
|
10 |
961.48 |
900.24 |
61.24 |
6.4% |
19.28 |
2.0% |
82% |
True |
False |
|
20 |
961.48 |
812.25 |
149.23 |
15.7% |
20.78 |
2.2% |
93% |
True |
False |
|
40 |
961.48 |
779.17 |
182.31 |
19.2% |
21.71 |
2.3% |
94% |
True |
False |
|
60 |
961.48 |
779.17 |
182.31 |
19.2% |
20.75 |
2.2% |
94% |
True |
False |
|
80 |
961.48 |
779.17 |
182.31 |
19.2% |
20.40 |
2.1% |
94% |
True |
False |
|
100 |
961.48 |
779.17 |
182.31 |
19.2% |
20.28 |
2.1% |
94% |
True |
False |
|
120 |
961.48 |
779.17 |
182.31 |
19.2% |
19.91 |
2.1% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,043.80 |
2.618 |
1,012.19 |
1.618 |
992.82 |
1.000 |
980.85 |
0.618 |
973.45 |
HIGH |
961.48 |
0.618 |
954.08 |
0.500 |
951.80 |
0.382 |
949.51 |
LOW |
942.11 |
0.618 |
930.14 |
1.000 |
922.74 |
1.618 |
910.77 |
2.618 |
891.40 |
4.250 |
859.79 |
|
|
Fisher Pivots for day following 21-May-1997 |
Pivot |
1 day |
3 day |
R1 |
951.80 |
945.39 |
PP |
951.37 |
940.24 |
S1 |
950.95 |
935.10 |
|