| Trading Metrics calculated at close of trading on 07-May-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-1997 |
07-May-1997 |
Change |
Change % |
Previous Week |
| Open |
932.77 |
914.90 |
-17.87 |
-1.9% |
818.57 |
| High |
932.77 |
923.65 |
-9.12 |
-1.0% |
909.56 |
| Low |
910.33 |
903.93 |
-6.40 |
-0.7% |
812.25 |
| Close |
914.90 |
909.29 |
-5.61 |
-0.6% |
909.49 |
| Range |
22.44 |
19.72 |
-2.72 |
-12.1% |
97.31 |
| ATR |
22.00 |
21.84 |
-0.16 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
971.45 |
960.09 |
920.14 |
|
| R3 |
951.73 |
940.37 |
914.71 |
|
| R2 |
932.01 |
932.01 |
912.91 |
|
| R1 |
920.65 |
920.65 |
911.10 |
916.47 |
| PP |
912.29 |
912.29 |
912.29 |
910.20 |
| S1 |
900.93 |
900.93 |
907.48 |
896.75 |
| S2 |
892.57 |
892.57 |
905.67 |
|
| S3 |
872.85 |
881.21 |
903.87 |
|
| S4 |
853.13 |
861.49 |
898.44 |
|
|
| Weekly Pivots for week ending 02-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,169.03 |
1,136.57 |
963.01 |
|
| R3 |
1,071.72 |
1,039.26 |
936.25 |
|
| R2 |
974.41 |
974.41 |
927.33 |
|
| R1 |
941.95 |
941.95 |
918.41 |
958.18 |
| PP |
877.10 |
877.10 |
877.10 |
885.22 |
| S1 |
844.64 |
844.64 |
900.57 |
860.87 |
| S2 |
779.79 |
779.79 |
891.65 |
|
| S3 |
682.48 |
747.33 |
882.73 |
|
| S4 |
585.17 |
650.02 |
855.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
932.89 |
872.59 |
60.30 |
6.6% |
21.99 |
2.4% |
61% |
False |
False |
|
| 10 |
932.89 |
812.25 |
120.64 |
13.3% |
22.28 |
2.5% |
80% |
False |
False |
|
| 20 |
932.89 |
785.08 |
147.81 |
16.3% |
21.50 |
2.4% |
84% |
False |
False |
|
| 40 |
932.89 |
779.17 |
153.72 |
16.9% |
21.66 |
2.4% |
85% |
False |
False |
|
| 60 |
932.89 |
779.17 |
153.72 |
16.9% |
20.61 |
2.3% |
85% |
False |
False |
|
| 80 |
938.11 |
779.17 |
158.94 |
17.5% |
20.94 |
2.3% |
82% |
False |
False |
|
| 100 |
938.11 |
779.17 |
158.94 |
17.5% |
20.00 |
2.2% |
82% |
False |
False |
|
| 120 |
938.11 |
779.17 |
158.94 |
17.5% |
19.51 |
2.1% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,007.46 |
|
2.618 |
975.28 |
|
1.618 |
955.56 |
|
1.000 |
943.37 |
|
0.618 |
935.84 |
|
HIGH |
923.65 |
|
0.618 |
916.12 |
|
0.500 |
913.79 |
|
0.382 |
911.46 |
|
LOW |
903.93 |
|
0.618 |
891.74 |
|
1.000 |
884.21 |
|
1.618 |
872.02 |
|
2.618 |
852.30 |
|
4.250 |
820.12 |
|
|
| Fisher Pivots for day following 07-May-1997 |
| Pivot |
1 day |
3 day |
| R1 |
913.79 |
918.41 |
| PP |
912.29 |
915.37 |
| S1 |
910.79 |
912.33 |
|