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 |
7,258.13 |
7,345.91 |
87.78 |
1.2% |
7,194.67 |
High |
7,382.58 |
7,421.32 |
38.74 |
0.5% |
7,385.47 |
Low |
7,260.61 |
7,276.68 |
16.07 |
0.2% |
7,123.38 |
Close |
7,345.91 |
7,383.41 |
37.50 |
0.5% |
7,345.91 |
Range |
121.97 |
144.64 |
22.67 |
18.6% |
262.09 |
ATR |
161.00 |
159.83 |
-1.17 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,794.39 |
7,733.54 |
7,462.96 |
|
R3 |
7,649.75 |
7,588.90 |
7,423.19 |
|
R2 |
7,505.11 |
7,505.11 |
7,409.93 |
|
R1 |
7,444.26 |
7,444.26 |
7,396.67 |
7,474.69 |
PP |
7,360.47 |
7,360.47 |
7,360.47 |
7,375.68 |
S1 |
7,299.62 |
7,299.62 |
7,370.15 |
7,330.05 |
S2 |
7,215.83 |
7,215.83 |
7,356.89 |
|
S3 |
7,071.19 |
7,154.98 |
7,343.63 |
|
S4 |
6,926.55 |
7,010.34 |
7,303.86 |
|
|
Weekly Pivots for week ending 23-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,071.19 |
7,970.64 |
7,490.06 |
|
R3 |
7,809.10 |
7,708.55 |
7,417.98 |
|
R2 |
7,547.01 |
7,547.01 |
7,393.96 |
|
R1 |
7,446.46 |
7,446.46 |
7,369.93 |
7,496.74 |
PP |
7,284.92 |
7,284.92 |
7,284.92 |
7,310.06 |
S1 |
7,184.37 |
7,184.37 |
7,321.89 |
7,234.65 |
S2 |
7,022.83 |
7,022.83 |
7,297.86 |
|
S3 |
6,760.74 |
6,922.28 |
7,273.84 |
|
S4 |
6,498.65 |
6,660.19 |
7,201.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,421.32 |
7,123.38 |
297.94 |
4.0% |
157.00 |
2.1% |
87% |
True |
False |
|
10 |
7,421.32 |
7,123.38 |
297.94 |
4.0% |
150.08 |
2.0% |
87% |
True |
False |
|
20 |
7,421.32 |
6,820.75 |
600.57 |
8.1% |
161.28 |
2.2% |
94% |
True |
False |
|
40 |
7,421.32 |
6,315.84 |
1,105.48 |
15.0% |
162.71 |
2.2% |
97% |
True |
False |
|
60 |
7,421.32 |
6,315.84 |
1,105.48 |
15.0% |
160.69 |
2.2% |
97% |
True |
False |
|
80 |
7,421.32 |
6,315.84 |
1,105.48 |
15.0% |
157.50 |
2.1% |
97% |
True |
False |
|
100 |
7,421.32 |
6,315.84 |
1,105.48 |
15.0% |
156.23 |
2.1% |
97% |
True |
False |
|
120 |
7,421.32 |
6,206.83 |
1,214.49 |
16.4% |
152.91 |
2.1% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,036.04 |
2.618 |
7,799.99 |
1.618 |
7,655.35 |
1.000 |
7,565.96 |
0.618 |
7,510.71 |
HIGH |
7,421.32 |
0.618 |
7,366.07 |
0.500 |
7,349.00 |
0.382 |
7,331.93 |
LOW |
7,276.68 |
0.618 |
7,187.29 |
1.000 |
7,132.04 |
1.618 |
7,042.65 |
2.618 |
6,898.01 |
4.250 |
6,661.96 |
|
|
Fisher Pivots for day following 27-May-1997 |
Pivot |
1 day |
3 day |
R1 |
7,371.94 |
7,360.88 |
PP |
7,360.47 |
7,338.35 |
S1 |
7,349.00 |
7,315.83 |
|