Trading Metrics calculated at close of trading on 29-May-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-1997 |
29-May-1997 |
Change |
Change % |
Previous Week |
Open |
984.61 |
982.60 |
-2.01 |
-0.2% |
915.29 |
High |
988.40 |
987.04 |
-1.36 |
-0.1% |
961.48 |
Low |
976.12 |
969.66 |
-6.46 |
-0.7% |
908.72 |
Close |
982.60 |
970.54 |
-12.06 |
-1.2% |
959.08 |
Range |
12.28 |
17.38 |
5.10 |
41.5% |
52.76 |
ATR |
19.71 |
19.54 |
-0.17 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,027.89 |
1,016.59 |
980.10 |
|
R3 |
1,010.51 |
999.21 |
975.32 |
|
R2 |
993.13 |
993.13 |
973.73 |
|
R1 |
981.83 |
981.83 |
972.13 |
978.79 |
PP |
975.75 |
975.75 |
975.75 |
974.23 |
S1 |
964.45 |
964.45 |
968.95 |
961.41 |
S2 |
958.37 |
958.37 |
967.35 |
|
S3 |
940.99 |
947.07 |
965.76 |
|
S4 |
923.61 |
929.69 |
960.98 |
|
|
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% |
16.88 |
1.7% |
62% |
False |
False |
|
10 |
988.40 |
908.72 |
79.68 |
8.2% |
19.20 |
2.0% |
78% |
False |
False |
|
20 |
988.40 |
872.59 |
115.81 |
11.9% |
19.36 |
2.0% |
85% |
False |
False |
|
40 |
988.40 |
779.17 |
209.23 |
21.6% |
20.32 |
2.1% |
91% |
False |
False |
|
60 |
988.40 |
779.17 |
209.23 |
21.6% |
20.55 |
2.1% |
91% |
False |
False |
|
80 |
988.40 |
779.17 |
209.23 |
21.6% |
20.40 |
2.1% |
91% |
False |
False |
|
100 |
988.40 |
779.17 |
209.23 |
21.6% |
20.21 |
2.1% |
91% |
False |
False |
|
120 |
988.40 |
779.17 |
209.23 |
21.6% |
20.07 |
2.1% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,060.91 |
2.618 |
1,032.54 |
1.618 |
1,015.16 |
1.000 |
1,004.42 |
0.618 |
997.78 |
HIGH |
987.04 |
0.618 |
980.40 |
0.500 |
978.35 |
0.382 |
976.30 |
LOW |
969.66 |
0.618 |
958.92 |
1.000 |
952.28 |
1.618 |
941.54 |
2.618 |
924.16 |
4.250 |
895.80 |
|
|
Fisher Pivots for day following 29-May-1997 |
Pivot |
1 day |
3 day |
R1 |
978.35 |
972.26 |
PP |
975.75 |
971.68 |
S1 |
973.14 |
971.11 |
|