Trading Metrics calculated at close of trading on 12-May-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-1997 |
12-May-1997 |
Change |
Change % |
Previous Week |
Open |
7,136.62 |
7,169.53 |
32.91 |
0.5% |
7,071.20 |
High |
7,235.76 |
7,317.47 |
81.71 |
1.1% |
7,299.98 |
Low |
7,079.63 |
7,156.35 |
76.72 |
1.1% |
7,029.46 |
Close |
7,169.53 |
7,292.75 |
123.22 |
1.7% |
7,169.53 |
Range |
156.13 |
161.12 |
4.99 |
3.2% |
270.52 |
ATR |
171.05 |
170.34 |
-0.71 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,738.88 |
7,676.94 |
7,381.37 |
|
R3 |
7,577.76 |
7,515.82 |
7,337.06 |
|
R2 |
7,416.64 |
7,416.64 |
7,322.29 |
|
R1 |
7,354.70 |
7,354.70 |
7,307.52 |
7,385.67 |
PP |
7,255.52 |
7,255.52 |
7,255.52 |
7,271.01 |
S1 |
7,193.58 |
7,193.58 |
7,277.98 |
7,224.55 |
S2 |
7,094.40 |
7,094.40 |
7,263.21 |
|
S3 |
6,933.28 |
7,032.46 |
7,248.44 |
|
S4 |
6,772.16 |
6,871.34 |
7,204.13 |
|
|
Weekly Pivots for week ending 09-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,977.88 |
7,844.23 |
7,318.32 |
|
R3 |
7,707.36 |
7,573.71 |
7,243.92 |
|
R2 |
7,436.84 |
7,436.84 |
7,219.13 |
|
R1 |
7,303.19 |
7,303.19 |
7,194.33 |
7,370.02 |
PP |
7,166.32 |
7,166.32 |
7,166.32 |
7,199.74 |
S1 |
7,032.67 |
7,032.67 |
7,144.73 |
7,099.50 |
S2 |
6,895.80 |
6,895.80 |
7,119.93 |
|
S3 |
6,625.28 |
6,762.15 |
7,095.14 |
|
S4 |
6,354.76 |
6,491.63 |
7,020.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,317.47 |
7,040.30 |
277.17 |
3.8% |
171.26 |
2.3% |
91% |
True |
False |
|
10 |
7,317.47 |
6,820.75 |
496.72 |
6.8% |
172.48 |
2.4% |
95% |
True |
False |
|
20 |
7,317.47 |
6,457.92 |
859.55 |
11.8% |
171.21 |
2.3% |
97% |
True |
False |
|
40 |
7,317.47 |
6,315.84 |
1,001.63 |
13.7% |
168.47 |
2.3% |
98% |
True |
False |
|
60 |
7,317.47 |
6,315.84 |
1,001.63 |
13.7% |
160.91 |
2.2% |
98% |
True |
False |
|
80 |
7,317.47 |
6,315.84 |
1,001.63 |
13.7% |
158.62 |
2.2% |
98% |
True |
False |
|
100 |
7,317.47 |
6,272.96 |
1,044.51 |
14.3% |
153.92 |
2.1% |
98% |
True |
False |
|
120 |
7,317.47 |
6,206.83 |
1,110.64 |
15.2% |
149.54 |
2.1% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,002.23 |
2.618 |
7,739.28 |
1.618 |
7,578.16 |
1.000 |
7,478.59 |
0.618 |
7,417.04 |
HIGH |
7,317.47 |
0.618 |
7,255.92 |
0.500 |
7,236.91 |
0.382 |
7,217.90 |
LOW |
7,156.35 |
0.618 |
7,056.78 |
1.000 |
6,995.23 |
1.618 |
6,895.66 |
2.618 |
6,734.54 |
4.250 |
6,471.59 |
|
|
Fisher Pivots for day following 12-May-1997 |
Pivot |
1 day |
3 day |
R1 |
7,274.14 |
7,254.80 |
PP |
7,255.52 |
7,216.84 |
S1 |
7,236.91 |
7,178.89 |
|