| Trading Metrics calculated at close of trading on 30-Apr-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-1997 |
30-Apr-1997 |
Change |
Change % |
Previous Week |
| Open |
774.12 |
793.42 |
19.30 |
2.5% |
766.23 |
| High |
794.44 |
804.13 |
9.69 |
1.2% |
779.89 |
| Low |
772.96 |
791.21 |
18.25 |
2.4% |
756.38 |
| Close |
794.05 |
801.34 |
7.29 |
0.9% |
765.37 |
| Range |
21.48 |
12.92 |
-8.56 |
-39.9% |
23.51 |
| ATR |
10.97 |
11.11 |
0.14 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.65 |
832.42 |
808.45 |
|
| R3 |
824.73 |
819.50 |
804.89 |
|
| R2 |
811.81 |
811.81 |
803.71 |
|
| R1 |
806.58 |
806.58 |
802.52 |
809.20 |
| PP |
798.89 |
798.89 |
798.89 |
800.20 |
| S1 |
793.66 |
793.66 |
800.16 |
796.28 |
| S2 |
785.97 |
785.97 |
798.97 |
|
| S3 |
773.05 |
780.74 |
797.79 |
|
| S4 |
760.13 |
767.82 |
794.23 |
|
|
| Weekly Pivots for week ending 25-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.74 |
825.07 |
778.30 |
|
| R3 |
814.23 |
801.56 |
771.84 |
|
| R2 |
790.72 |
790.72 |
769.68 |
|
| R1 |
778.05 |
778.05 |
767.53 |
772.63 |
| PP |
767.21 |
767.21 |
767.21 |
764.51 |
| S1 |
754.54 |
754.54 |
763.21 |
749.12 |
| S2 |
743.70 |
743.70 |
761.06 |
|
| S3 |
720.19 |
731.03 |
758.90 |
|
| S4 |
696.68 |
707.52 |
752.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
804.13 |
763.30 |
40.83 |
5.1% |
12.34 |
1.5% |
93% |
True |
False |
|
| 10 |
804.13 |
756.38 |
47.75 |
6.0% |
10.80 |
1.3% |
94% |
True |
False |
|
| 20 |
804.13 |
733.54 |
70.59 |
8.8% |
10.66 |
1.3% |
96% |
True |
False |
|
| 40 |
814.90 |
733.54 |
81.36 |
10.2% |
10.75 |
1.3% |
83% |
False |
False |
|
| 60 |
817.68 |
733.54 |
84.14 |
10.5% |
10.33 |
1.3% |
81% |
False |
False |
|
| 80 |
817.68 |
733.54 |
84.14 |
10.5% |
10.07 |
1.3% |
81% |
False |
False |
|
| 100 |
817.68 |
716.69 |
100.99 |
12.6% |
10.17 |
1.3% |
84% |
False |
False |
|
| 120 |
817.68 |
716.69 |
100.99 |
12.6% |
9.52 |
1.2% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
859.04 |
|
2.618 |
837.95 |
|
1.618 |
825.03 |
|
1.000 |
817.05 |
|
0.618 |
812.11 |
|
HIGH |
804.13 |
|
0.618 |
799.19 |
|
0.500 |
797.67 |
|
0.382 |
796.15 |
|
LOW |
791.21 |
|
0.618 |
783.23 |
|
1.000 |
778.29 |
|
1.618 |
770.31 |
|
2.618 |
757.39 |
|
4.250 |
736.30 |
|
|
| Fisher Pivots for day following 30-Apr-1997 |
| Pivot |
1 day |
3 day |
| R1 |
800.12 |
795.47 |
| PP |
798.89 |
789.59 |
| S1 |
797.67 |
783.72 |
|