| Trading Metrics calculated at close of trading on 01-May-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-1997 |
01-May-1997 |
Change |
Change % |
Previous Week |
| Open |
856.26 |
874.74 |
18.48 |
2.2% |
816.43 |
| High |
877.95 |
886.48 |
8.53 |
1.0% |
853.69 |
| Low |
850.95 |
872.59 |
21.64 |
2.5% |
793.13 |
| Close |
874.74 |
882.12 |
7.38 |
0.8% |
818.57 |
| Range |
27.00 |
13.89 |
-13.11 |
-48.6% |
60.56 |
| ATR |
21.73 |
21.17 |
-0.56 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
922.07 |
915.98 |
889.76 |
|
| R3 |
908.18 |
902.09 |
885.94 |
|
| R2 |
894.29 |
894.29 |
884.67 |
|
| R1 |
888.20 |
888.20 |
883.39 |
891.25 |
| PP |
880.40 |
880.40 |
880.40 |
881.92 |
| S1 |
874.31 |
874.31 |
880.85 |
877.36 |
| S2 |
866.51 |
866.51 |
879.57 |
|
| S3 |
852.62 |
860.42 |
878.30 |
|
| S4 |
838.73 |
846.53 |
874.48 |
|
|
| Weekly Pivots for week ending 25-Apr-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,003.48 |
971.58 |
851.88 |
|
| R3 |
942.92 |
911.02 |
835.22 |
|
| R2 |
882.36 |
882.36 |
829.67 |
|
| R1 |
850.46 |
850.46 |
824.12 |
866.41 |
| PP |
821.80 |
821.80 |
821.80 |
829.77 |
| S1 |
789.90 |
789.90 |
813.02 |
805.85 |
| S2 |
761.24 |
761.24 |
807.47 |
|
| S3 |
700.68 |
729.34 |
801.92 |
|
| S4 |
640.12 |
668.78 |
785.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
886.48 |
812.25 |
74.23 |
8.4% |
21.64 |
2.5% |
94% |
True |
False |
|
| 10 |
886.48 |
793.13 |
93.35 |
10.6% |
21.33 |
2.4% |
95% |
True |
False |
|
| 20 |
886.48 |
785.08 |
101.40 |
11.5% |
20.70 |
2.3% |
96% |
True |
False |
|
| 40 |
886.48 |
779.17 |
107.31 |
12.2% |
21.23 |
2.4% |
96% |
True |
False |
|
| 60 |
916.53 |
779.17 |
137.36 |
15.6% |
20.70 |
2.3% |
75% |
False |
False |
|
| 80 |
938.11 |
779.17 |
158.94 |
18.0% |
20.38 |
2.3% |
65% |
False |
False |
|
| 100 |
938.11 |
779.17 |
158.94 |
18.0% |
20.06 |
2.3% |
65% |
False |
False |
|
| 120 |
938.11 |
779.17 |
158.94 |
18.0% |
19.12 |
2.2% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
945.51 |
|
2.618 |
922.84 |
|
1.618 |
908.95 |
|
1.000 |
900.37 |
|
0.618 |
895.06 |
|
HIGH |
886.48 |
|
0.618 |
881.17 |
|
0.500 |
879.54 |
|
0.382 |
877.90 |
|
LOW |
872.59 |
|
0.618 |
864.01 |
|
1.000 |
858.70 |
|
1.618 |
850.12 |
|
2.618 |
836.23 |
|
4.250 |
813.56 |
|
|
| Fisher Pivots for day following 01-May-1997 |
| Pivot |
1 day |
3 day |
| R1 |
881.26 |
874.06 |
| PP |
880.40 |
866.00 |
| S1 |
879.54 |
857.94 |
|