Trading Metrics calculated at close of trading on 22-May-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-1997 |
22-May-1997 |
Change |
Change % |
Previous Week |
Open |
942.11 |
950.53 |
8.42 |
0.9% |
919.14 |
High |
961.48 |
954.42 |
-7.06 |
-0.7% |
932.40 |
Low |
942.11 |
941.65 |
-0.46 |
0.0% |
900.24 |
Close |
950.53 |
946.11 |
-4.42 |
-0.5% |
915.29 |
Range |
19.37 |
12.77 |
-6.60 |
-34.1% |
32.16 |
ATR |
20.69 |
20.12 |
-0.57 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
985.70 |
978.68 |
953.13 |
|
R3 |
972.93 |
965.91 |
949.62 |
|
R2 |
960.16 |
960.16 |
948.45 |
|
R1 |
953.14 |
953.14 |
947.28 |
950.27 |
PP |
947.39 |
947.39 |
947.39 |
945.96 |
S1 |
940.37 |
940.37 |
944.94 |
937.50 |
S2 |
934.62 |
934.62 |
943.77 |
|
S3 |
921.85 |
927.60 |
942.60 |
|
S4 |
909.08 |
914.83 |
939.09 |
|
|
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% |
19.53 |
2.1% |
71% |
False |
False |
|
10 |
961.48 |
900.24 |
61.24 |
6.5% |
18.30 |
1.9% |
75% |
False |
False |
|
20 |
961.48 |
812.25 |
149.23 |
15.8% |
20.49 |
2.2% |
90% |
False |
False |
|
40 |
961.48 |
779.17 |
182.31 |
19.3% |
21.34 |
2.3% |
92% |
False |
False |
|
60 |
961.48 |
779.17 |
182.31 |
19.3% |
20.71 |
2.2% |
92% |
False |
False |
|
80 |
961.48 |
779.17 |
182.31 |
19.3% |
20.26 |
2.1% |
92% |
False |
False |
|
100 |
961.48 |
779.17 |
182.31 |
19.3% |
20.26 |
2.1% |
92% |
False |
False |
|
120 |
961.48 |
779.17 |
182.31 |
19.3% |
19.99 |
2.1% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,008.69 |
2.618 |
987.85 |
1.618 |
975.08 |
1.000 |
967.19 |
0.618 |
962.31 |
HIGH |
954.42 |
0.618 |
949.54 |
0.500 |
948.04 |
0.382 |
946.53 |
LOW |
941.65 |
0.618 |
933.76 |
1.000 |
928.88 |
1.618 |
920.99 |
2.618 |
908.22 |
4.250 |
887.38 |
|
|
Fisher Pivots for day following 22-May-1997 |
Pivot |
1 day |
3 day |
R1 |
948.04 |
943.12 |
PP |
947.39 |
940.14 |
S1 |
946.75 |
937.15 |
|