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 |
7,345.91 |
7,383.41 |
37.50 |
0.5% |
7,194.67 |
High |
7,421.32 |
7,430.20 |
8.88 |
0.1% |
7,385.47 |
Low |
7,276.68 |
7,287.26 |
10.58 |
0.1% |
7,123.38 |
Close |
7,383.41 |
7,357.23 |
-26.18 |
-0.4% |
7,345.91 |
Range |
144.64 |
142.94 |
-1.70 |
-1.2% |
262.09 |
ATR |
159.83 |
158.62 |
-1.21 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,787.05 |
7,715.08 |
7,435.85 |
|
R3 |
7,644.11 |
7,572.14 |
7,396.54 |
|
R2 |
7,501.17 |
7,501.17 |
7,383.44 |
|
R1 |
7,429.20 |
7,429.20 |
7,370.33 |
7,393.72 |
PP |
7,358.23 |
7,358.23 |
7,358.23 |
7,340.49 |
S1 |
7,286.26 |
7,286.26 |
7,344.13 |
7,250.78 |
S2 |
7,215.29 |
7,215.29 |
7,331.02 |
|
S3 |
7,072.35 |
7,143.32 |
7,317.92 |
|
S4 |
6,929.41 |
7,000.38 |
7,278.61 |
|
|
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 |
7,430.20 |
7,210.33 |
219.87 |
3.0% |
142.98 |
1.9% |
67% |
True |
False |
|
10 |
7,430.20 |
7,123.38 |
306.82 |
4.2% |
150.41 |
2.0% |
76% |
True |
False |
|
20 |
7,430.20 |
6,891.39 |
538.81 |
7.3% |
159.56 |
2.2% |
86% |
True |
False |
|
40 |
7,430.20 |
6,315.84 |
1,114.36 |
15.1% |
161.66 |
2.2% |
93% |
True |
False |
|
60 |
7,430.20 |
6,315.84 |
1,114.36 |
15.1% |
160.43 |
2.2% |
93% |
True |
False |
|
80 |
7,430.20 |
6,315.84 |
1,114.36 |
15.1% |
157.50 |
2.1% |
93% |
True |
False |
|
100 |
7,430.20 |
6,315.84 |
1,114.36 |
15.1% |
156.17 |
2.1% |
93% |
True |
False |
|
120 |
7,430.20 |
6,206.83 |
1,223.37 |
16.6% |
152.91 |
2.1% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,037.70 |
2.618 |
7,804.42 |
1.618 |
7,661.48 |
1.000 |
7,573.14 |
0.618 |
7,518.54 |
HIGH |
7,430.20 |
0.618 |
7,375.60 |
0.500 |
7,358.73 |
0.382 |
7,341.86 |
LOW |
7,287.26 |
0.618 |
7,198.92 |
1.000 |
7,144.32 |
1.618 |
7,055.98 |
2.618 |
6,913.04 |
4.250 |
6,679.77 |
|
|
Fisher Pivots for day following 28-May-1997 |
Pivot |
1 day |
3 day |
R1 |
7,358.73 |
7,353.29 |
PP |
7,358.23 |
7,349.35 |
S1 |
7,357.73 |
7,345.41 |
|