| Trading Metrics calculated at close of trading on 16-Apr-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-1997 |
16-Apr-1997 |
Change |
Change % |
Previous Week |
| Open |
743.87 |
754.33 |
10.46 |
1.4% |
758.68 |
| High |
754.72 |
763.53 |
8.81 |
1.2% |
769.53 |
| Low |
743.73 |
751.99 |
8.26 |
1.1% |
737.64 |
| Close |
754.72 |
763.53 |
8.81 |
1.2% |
737.65 |
| Range |
10.99 |
11.54 |
0.55 |
5.0% |
31.89 |
| ATR |
10.86 |
10.91 |
0.05 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794.30 |
790.46 |
769.88 |
|
| R3 |
782.76 |
778.92 |
766.70 |
|
| R2 |
771.22 |
771.22 |
765.65 |
|
| R1 |
767.38 |
767.38 |
764.59 |
769.30 |
| PP |
759.68 |
759.68 |
759.68 |
760.65 |
| S1 |
755.84 |
755.84 |
762.47 |
757.76 |
| S2 |
748.14 |
748.14 |
761.41 |
|
| S3 |
736.60 |
744.30 |
760.36 |
|
| S4 |
725.06 |
732.76 |
757.18 |
|
|
| Weekly Pivots for week ending 11-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
843.94 |
822.69 |
755.19 |
|
| R3 |
812.05 |
790.80 |
746.42 |
|
| R2 |
780.16 |
780.16 |
743.50 |
|
| R1 |
758.91 |
758.91 |
740.57 |
753.59 |
| PP |
748.27 |
748.27 |
748.27 |
745.62 |
| S1 |
727.02 |
727.02 |
734.73 |
721.70 |
| S2 |
716.38 |
716.38 |
731.80 |
|
| S3 |
684.49 |
695.13 |
728.88 |
|
| S4 |
652.60 |
663.24 |
720.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
763.73 |
733.54 |
30.19 |
4.0% |
11.90 |
1.6% |
99% |
False |
False |
|
| 10 |
769.53 |
733.54 |
35.99 |
4.7% |
10.52 |
1.4% |
83% |
False |
False |
|
| 20 |
798.11 |
733.54 |
64.57 |
8.5% |
11.11 |
1.5% |
46% |
False |
False |
|
| 40 |
817.68 |
733.54 |
84.14 |
11.0% |
10.36 |
1.4% |
36% |
False |
False |
|
| 60 |
817.68 |
733.54 |
84.14 |
11.0% |
10.18 |
1.3% |
36% |
False |
False |
|
| 80 |
817.68 |
729.55 |
88.13 |
11.5% |
9.77 |
1.3% |
39% |
False |
False |
|
| 100 |
817.68 |
716.69 |
100.99 |
13.2% |
9.80 |
1.3% |
46% |
False |
False |
|
| 120 |
817.68 |
696.22 |
121.46 |
15.9% |
9.17 |
1.2% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
812.58 |
|
2.618 |
793.74 |
|
1.618 |
782.20 |
|
1.000 |
775.07 |
|
0.618 |
770.66 |
|
HIGH |
763.53 |
|
0.618 |
759.12 |
|
0.500 |
757.76 |
|
0.382 |
756.40 |
|
LOW |
751.99 |
|
0.618 |
744.86 |
|
1.000 |
740.45 |
|
1.618 |
733.32 |
|
2.618 |
721.78 |
|
4.250 |
702.95 |
|
|
| Fisher Pivots for day following 16-Apr-1997 |
| Pivot |
1 day |
3 day |
| R1 |
761.61 |
758.53 |
| PP |
759.68 |
753.53 |
| S1 |
757.76 |
748.54 |
|