| Trading Metrics calculated at close of trading on 02-May-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-1997 |
02-May-1997 |
Change |
Change % |
Previous Week |
| Open |
801.64 |
799.04 |
-2.60 |
-0.3% |
765.46 |
| High |
802.95 |
812.99 |
10.04 |
1.3% |
812.99 |
| Low |
793.21 |
798.53 |
5.32 |
0.7% |
763.30 |
| Close |
798.53 |
812.97 |
14.44 |
1.8% |
812.97 |
| Range |
9.74 |
14.46 |
4.72 |
48.5% |
49.69 |
| ATR |
11.01 |
11.26 |
0.25 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.54 |
846.72 |
820.92 |
|
| R3 |
837.08 |
832.26 |
816.95 |
|
| R2 |
822.62 |
822.62 |
815.62 |
|
| R1 |
817.80 |
817.80 |
814.30 |
820.21 |
| PP |
808.16 |
808.16 |
808.16 |
809.37 |
| S1 |
803.34 |
803.34 |
811.64 |
805.75 |
| S2 |
793.70 |
793.70 |
810.32 |
|
| S3 |
779.24 |
788.88 |
808.99 |
|
| S4 |
764.78 |
774.42 |
805.02 |
|
|
| Weekly Pivots for week ending 02-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
945.49 |
928.92 |
840.30 |
|
| R3 |
895.80 |
879.23 |
826.63 |
|
| R2 |
846.11 |
846.11 |
822.08 |
|
| R1 |
829.54 |
829.54 |
817.52 |
837.83 |
| PP |
796.42 |
796.42 |
796.42 |
800.56 |
| S1 |
779.85 |
779.85 |
808.42 |
788.14 |
| S2 |
746.73 |
746.73 |
803.86 |
|
| S3 |
697.04 |
730.16 |
799.31 |
|
| S4 |
647.35 |
680.47 |
785.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
812.99 |
763.30 |
49.69 |
6.1% |
13.84 |
1.7% |
100% |
True |
False |
|
| 10 |
812.99 |
756.38 |
56.61 |
7.0% |
11.80 |
1.5% |
100% |
True |
False |
|
| 20 |
812.99 |
733.54 |
79.45 |
9.8% |
10.84 |
1.3% |
100% |
True |
False |
|
| 40 |
814.90 |
733.54 |
81.36 |
10.0% |
10.91 |
1.3% |
98% |
False |
False |
|
| 60 |
817.68 |
733.54 |
84.14 |
10.3% |
10.32 |
1.3% |
94% |
False |
False |
|
| 80 |
817.68 |
733.54 |
84.14 |
10.3% |
10.13 |
1.2% |
94% |
False |
False |
|
| 100 |
817.68 |
716.69 |
100.99 |
12.4% |
10.14 |
1.2% |
95% |
False |
False |
|
| 120 |
817.68 |
716.69 |
100.99 |
12.4% |
9.61 |
1.2% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
874.45 |
|
2.618 |
850.85 |
|
1.618 |
836.39 |
|
1.000 |
827.45 |
|
0.618 |
821.93 |
|
HIGH |
812.99 |
|
0.618 |
807.47 |
|
0.500 |
805.76 |
|
0.382 |
804.05 |
|
LOW |
798.53 |
|
0.618 |
789.59 |
|
1.000 |
784.07 |
|
1.618 |
775.13 |
|
2.618 |
760.67 |
|
4.250 |
737.08 |
|
|
| Fisher Pivots for day following 02-May-1997 |
| Pivot |
1 day |
3 day |
| R1 |
810.57 |
809.35 |
| PP |
808.16 |
805.72 |
| S1 |
805.76 |
802.10 |
|