Trading Metrics calculated at close of trading on 14-May-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-1997 |
14-May-1997 |
Change |
Change % |
Previous Week |
Open |
7,292.75 |
7,274.21 |
-18.54 |
-0.3% |
7,071.20 |
High |
7,350.85 |
7,381.76 |
30.91 |
0.4% |
7,299.98 |
Low |
7,211.16 |
7,238.35 |
27.19 |
0.4% |
7,029.46 |
Close |
7,274.21 |
7,286.16 |
11.95 |
0.2% |
7,169.53 |
Range |
139.69 |
143.41 |
3.72 |
2.7% |
270.52 |
ATR |
168.15 |
166.38 |
-1.77 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,732.32 |
7,652.65 |
7,365.04 |
|
R3 |
7,588.91 |
7,509.24 |
7,325.60 |
|
R2 |
7,445.50 |
7,445.50 |
7,312.45 |
|
R1 |
7,365.83 |
7,365.83 |
7,299.31 |
7,405.67 |
PP |
7,302.09 |
7,302.09 |
7,302.09 |
7,322.01 |
S1 |
7,222.42 |
7,222.42 |
7,273.01 |
7,262.26 |
S2 |
7,158.68 |
7,158.68 |
7,259.87 |
|
S3 |
7,015.27 |
7,079.01 |
7,246.72 |
|
S4 |
6,871.86 |
6,935.60 |
7,207.28 |
|
|
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 |
7,381.76 |
7,040.30 |
341.46 |
4.7% |
159.40 |
2.2% |
72% |
True |
False |
|
10 |
7,381.76 |
6,891.39 |
490.37 |
6.7% |
166.16 |
2.3% |
81% |
True |
False |
|
20 |
7,381.76 |
6,594.38 |
787.38 |
10.8% |
166.82 |
2.3% |
88% |
True |
False |
|
40 |
7,381.76 |
6,315.84 |
1,065.92 |
14.6% |
167.04 |
2.3% |
91% |
True |
False |
|
60 |
7,381.76 |
6,315.84 |
1,065.92 |
14.6% |
161.02 |
2.2% |
91% |
True |
False |
|
80 |
7,381.76 |
6,315.84 |
1,065.92 |
14.6% |
159.06 |
2.2% |
91% |
True |
False |
|
100 |
7,381.76 |
6,315.84 |
1,065.92 |
14.6% |
154.02 |
2.1% |
91% |
True |
False |
|
120 |
7,381.76 |
6,206.83 |
1,174.93 |
16.1% |
150.09 |
2.1% |
92% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,991.25 |
2.618 |
7,757.21 |
1.618 |
7,613.80 |
1.000 |
7,525.17 |
0.618 |
7,470.39 |
HIGH |
7,381.76 |
0.618 |
7,326.98 |
0.500 |
7,310.06 |
0.382 |
7,293.13 |
LOW |
7,238.35 |
0.618 |
7,149.72 |
1.000 |
7,094.94 |
1.618 |
7,006.31 |
2.618 |
6,862.90 |
4.250 |
6,628.86 |
|
|
Fisher Pivots for day following 14-May-1997 |
Pivot |
1 day |
3 day |
R1 |
7,310.06 |
7,280.46 |
PP |
7,302.09 |
7,274.76 |
S1 |
7,294.13 |
7,269.06 |
|