Trading Metrics calculated at close of trading on 27-May-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-1997 |
27-May-1997 |
Change |
Change % |
Previous Week |
Open |
946.11 |
959.08 |
12.97 |
1.4% |
915.29 |
High |
959.10 |
984.95 |
25.85 |
2.7% |
961.48 |
Low |
945.95 |
956.11 |
10.16 |
1.1% |
908.72 |
Close |
959.08 |
984.61 |
25.53 |
2.7% |
959.08 |
Range |
13.15 |
28.84 |
15.69 |
119.3% |
52.76 |
ATR |
19.62 |
20.28 |
0.66 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,061.74 |
1,052.02 |
1,000.47 |
|
R3 |
1,032.90 |
1,023.18 |
992.54 |
|
R2 |
1,004.06 |
1,004.06 |
989.90 |
|
R1 |
994.34 |
994.34 |
987.25 |
999.20 |
PP |
975.22 |
975.22 |
975.22 |
977.66 |
S1 |
965.50 |
965.50 |
981.97 |
970.36 |
S2 |
946.38 |
946.38 |
979.32 |
|
S3 |
917.54 |
936.66 |
976.68 |
|
S4 |
888.70 |
907.82 |
968.75 |
|
|
Weekly Pivots for week ending 23-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,101.37 |
1,082.99 |
988.10 |
|
R3 |
1,048.61 |
1,030.23 |
973.59 |
|
R2 |
995.85 |
995.85 |
968.75 |
|
R1 |
977.47 |
977.47 |
963.92 |
986.66 |
PP |
943.09 |
943.09 |
943.09 |
947.69 |
S1 |
924.71 |
924.71 |
954.24 |
933.90 |
S2 |
890.33 |
890.33 |
949.41 |
|
S3 |
837.57 |
871.95 |
944.57 |
|
S4 |
784.81 |
819.19 |
930.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
984.95 |
912.82 |
72.13 |
7.3% |
20.69 |
2.1% |
100% |
True |
False |
|
10 |
984.95 |
900.24 |
84.71 |
8.6% |
19.44 |
2.0% |
100% |
True |
False |
|
20 |
984.95 |
829.39 |
155.56 |
15.8% |
20.57 |
2.1% |
100% |
True |
False |
|
40 |
984.95 |
779.17 |
205.78 |
20.9% |
21.00 |
2.1% |
100% |
True |
False |
|
60 |
984.95 |
779.17 |
205.78 |
20.9% |
20.49 |
2.1% |
100% |
True |
False |
|
80 |
984.95 |
779.17 |
205.78 |
20.9% |
20.37 |
2.1% |
100% |
True |
False |
|
100 |
984.95 |
779.17 |
205.78 |
20.9% |
20.37 |
2.1% |
100% |
True |
False |
|
120 |
984.95 |
779.17 |
205.78 |
20.9% |
20.03 |
2.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,107.52 |
2.618 |
1,060.45 |
1.618 |
1,031.61 |
1.000 |
1,013.79 |
0.618 |
1,002.77 |
HIGH |
984.95 |
0.618 |
973.93 |
0.500 |
970.53 |
0.382 |
967.13 |
LOW |
956.11 |
0.618 |
938.29 |
1.000 |
927.27 |
1.618 |
909.45 |
2.618 |
880.61 |
4.250 |
833.54 |
|
|
Fisher Pivots for day following 27-May-1997 |
Pivot |
1 day |
3 day |
R1 |
979.92 |
977.51 |
PP |
975.22 |
970.40 |
S1 |
970.53 |
963.30 |
|