| Trading Metrics calculated at close of trading on 15-Apr-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-1997 |
15-Apr-1997 |
Change |
Change % |
Previous Week |
| Open |
789.97 |
806.79 |
16.82 |
2.1% |
822.40 |
| High |
806.80 |
816.58 |
9.78 |
1.2% |
849.79 |
| Low |
785.08 |
789.64 |
4.56 |
0.6% |
789.80 |
| Close |
806.79 |
798.00 |
-8.79 |
-1.1% |
789.97 |
| Range |
21.72 |
26.94 |
5.22 |
24.0% |
59.99 |
| ATR |
21.35 |
21.75 |
0.40 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
882.23 |
867.05 |
812.82 |
|
| R3 |
855.29 |
840.11 |
805.41 |
|
| R2 |
828.35 |
828.35 |
802.94 |
|
| R1 |
813.17 |
813.17 |
800.47 |
807.29 |
| PP |
801.41 |
801.41 |
801.41 |
798.47 |
| S1 |
786.23 |
786.23 |
795.53 |
780.35 |
| S2 |
774.47 |
774.47 |
793.06 |
|
| S3 |
747.53 |
759.29 |
790.59 |
|
| S4 |
720.59 |
732.35 |
783.18 |
|
|
| Weekly Pivots for week ending 11-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
989.82 |
949.89 |
822.96 |
|
| R3 |
929.83 |
889.90 |
806.47 |
|
| R2 |
869.84 |
869.84 |
800.97 |
|
| R1 |
829.91 |
829.91 |
795.47 |
819.88 |
| PP |
809.85 |
809.85 |
809.85 |
804.84 |
| S1 |
769.92 |
769.92 |
784.47 |
759.89 |
| S2 |
749.86 |
749.86 |
778.97 |
|
| S3 |
689.87 |
709.93 |
773.47 |
|
| S4 |
629.88 |
649.94 |
756.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
849.79 |
785.08 |
64.71 |
8.1% |
21.86 |
2.7% |
20% |
False |
False |
|
| 10 |
849.79 |
779.17 |
70.62 |
8.8% |
21.15 |
2.7% |
27% |
False |
False |
|
| 20 |
849.79 |
779.17 |
70.62 |
8.8% |
23.17 |
2.9% |
27% |
False |
False |
|
| 40 |
903.60 |
779.17 |
124.43 |
15.6% |
20.41 |
2.6% |
15% |
False |
False |
|
| 60 |
938.11 |
779.17 |
158.94 |
19.9% |
21.04 |
2.6% |
12% |
False |
False |
|
| 80 |
938.11 |
779.17 |
158.94 |
19.9% |
19.61 |
2.5% |
12% |
False |
False |
|
| 100 |
938.11 |
779.17 |
158.94 |
19.9% |
19.35 |
2.4% |
12% |
False |
False |
|
| 120 |
938.11 |
730.45 |
207.66 |
26.0% |
18.44 |
2.3% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
931.08 |
|
2.618 |
887.11 |
|
1.618 |
860.17 |
|
1.000 |
843.52 |
|
0.618 |
833.23 |
|
HIGH |
816.58 |
|
0.618 |
806.29 |
|
0.500 |
803.11 |
|
0.382 |
799.93 |
|
LOW |
789.64 |
|
0.618 |
772.99 |
|
1.000 |
762.70 |
|
1.618 |
746.05 |
|
2.618 |
719.11 |
|
4.250 |
675.15 |
|
|
| Fisher Pivots for day following 15-Apr-1997 |
| Pivot |
1 day |
3 day |
| R1 |
803.11 |
800.83 |
| PP |
801.41 |
799.89 |
| S1 |
799.70 |
798.94 |
|