Trading Metrics calculated at close of trading on 28-May-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-1997 |
28-May-1997 |
Change |
Change % |
Previous Week |
Open |
959.08 |
984.61 |
25.53 |
2.7% |
915.29 |
High |
984.95 |
988.40 |
3.45 |
0.4% |
961.48 |
Low |
956.11 |
976.12 |
20.01 |
2.1% |
908.72 |
Close |
984.61 |
982.60 |
-2.01 |
-0.2% |
959.08 |
Range |
28.84 |
12.28 |
-16.56 |
-57.4% |
52.76 |
ATR |
20.28 |
19.71 |
-0.57 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,019.21 |
1,013.19 |
989.35 |
|
R3 |
1,006.93 |
1,000.91 |
985.98 |
|
R2 |
994.65 |
994.65 |
984.85 |
|
R1 |
988.63 |
988.63 |
983.73 |
985.50 |
PP |
982.37 |
982.37 |
982.37 |
980.81 |
S1 |
976.35 |
976.35 |
981.47 |
973.22 |
S2 |
970.09 |
970.09 |
980.35 |
|
S3 |
957.81 |
964.07 |
979.22 |
|
S4 |
945.53 |
951.79 |
975.85 |
|
|
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 |
988.40 |
941.65 |
46.75 |
4.8% |
17.28 |
1.8% |
88% |
True |
False |
|
10 |
988.40 |
900.24 |
88.16 |
9.0% |
18.97 |
1.9% |
93% |
True |
False |
|
20 |
988.40 |
850.95 |
137.45 |
14.0% |
19.84 |
2.0% |
96% |
True |
False |
|
40 |
988.40 |
779.17 |
209.23 |
21.3% |
20.34 |
2.1% |
97% |
True |
False |
|
60 |
988.40 |
779.17 |
209.23 |
21.3% |
20.48 |
2.1% |
97% |
True |
False |
|
80 |
988.40 |
779.17 |
209.23 |
21.3% |
20.34 |
2.1% |
97% |
True |
False |
|
100 |
988.40 |
779.17 |
209.23 |
21.3% |
20.17 |
2.1% |
97% |
True |
False |
|
120 |
988.40 |
779.17 |
209.23 |
21.3% |
20.00 |
2.0% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,040.59 |
2.618 |
1,020.55 |
1.618 |
1,008.27 |
1.000 |
1,000.68 |
0.618 |
995.99 |
HIGH |
988.40 |
0.618 |
983.71 |
0.500 |
982.26 |
0.382 |
980.81 |
LOW |
976.12 |
0.618 |
968.53 |
1.000 |
963.84 |
1.618 |
956.25 |
2.618 |
943.97 |
4.250 |
923.93 |
|
|
Fisher Pivots for day following 28-May-1997 |
Pivot |
1 day |
3 day |
R1 |
982.49 |
977.46 |
PP |
982.37 |
972.32 |
S1 |
982.26 |
967.18 |
|