| Trading Metrics calculated at close of trading on 21-Apr-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-1997 |
21-Apr-1997 |
Change |
Change % |
Previous Week |
| Open |
763.26 |
766.23 |
2.97 |
0.4% |
737.91 |
| High |
767.93 |
767.39 |
-0.54 |
-0.1% |
768.55 |
| Low |
761.77 |
756.38 |
-5.39 |
-0.7% |
733.54 |
| Close |
766.34 |
760.37 |
-5.97 |
-0.8% |
766.34 |
| Range |
6.16 |
11.01 |
4.85 |
78.7% |
35.01 |
| ATR |
10.38 |
10.43 |
0.04 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794.41 |
788.40 |
766.43 |
|
| R3 |
783.40 |
777.39 |
763.40 |
|
| R2 |
772.39 |
772.39 |
762.39 |
|
| R1 |
766.38 |
766.38 |
761.38 |
763.88 |
| PP |
761.38 |
761.38 |
761.38 |
760.13 |
| S1 |
755.37 |
755.37 |
759.36 |
752.87 |
| S2 |
750.37 |
750.37 |
758.35 |
|
| S3 |
739.36 |
744.36 |
757.34 |
|
| S4 |
728.35 |
733.35 |
754.31 |
|
|
| Weekly Pivots for week ending 18-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
861.17 |
848.77 |
785.60 |
|
| R3 |
826.16 |
813.76 |
775.97 |
|
| R2 |
791.15 |
791.15 |
772.76 |
|
| R1 |
778.75 |
778.75 |
769.55 |
784.95 |
| PP |
756.14 |
756.14 |
756.14 |
759.25 |
| S1 |
743.74 |
743.74 |
763.13 |
749.94 |
| S2 |
721.13 |
721.13 |
759.92 |
|
| S3 |
686.12 |
708.73 |
756.71 |
|
| S4 |
651.11 |
673.72 |
747.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
768.55 |
743.73 |
24.82 |
3.3% |
9.55 |
1.3% |
67% |
False |
False |
|
| 10 |
769.53 |
733.54 |
35.99 |
4.7% |
10.30 |
1.4% |
75% |
False |
False |
|
| 20 |
798.11 |
733.54 |
64.57 |
8.5% |
11.19 |
1.5% |
42% |
False |
False |
|
| 40 |
814.90 |
733.54 |
81.36 |
10.7% |
10.41 |
1.4% |
33% |
False |
False |
|
| 60 |
817.68 |
733.54 |
84.14 |
11.1% |
10.00 |
1.3% |
32% |
False |
False |
|
| 80 |
817.68 |
729.55 |
88.13 |
11.6% |
9.83 |
1.3% |
35% |
False |
False |
|
| 100 |
817.68 |
716.69 |
100.99 |
13.3% |
9.86 |
1.3% |
43% |
False |
False |
|
| 120 |
817.68 |
696.22 |
121.46 |
16.0% |
9.23 |
1.2% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
814.18 |
|
2.618 |
796.21 |
|
1.618 |
785.20 |
|
1.000 |
778.40 |
|
0.618 |
774.19 |
|
HIGH |
767.39 |
|
0.618 |
763.18 |
|
0.500 |
761.89 |
|
0.382 |
760.59 |
|
LOW |
756.38 |
|
0.618 |
749.58 |
|
1.000 |
745.37 |
|
1.618 |
738.57 |
|
2.618 |
727.56 |
|
4.250 |
709.59 |
|
|
| Fisher Pivots for day following 21-Apr-1997 |
| Pivot |
1 day |
3 day |
| R1 |
761.89 |
762.47 |
| PP |
761.38 |
761.77 |
| S1 |
760.88 |
761.07 |
|