| Trading Metrics calculated at close of trading on 14-May-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-1997 |
14-May-1997 |
Change |
Change % |
Previous Week |
| Open |
924.64 |
910.57 |
-14.07 |
-1.5% |
909.49 |
| High |
926.25 |
915.37 |
-10.88 |
-1.2% |
932.89 |
| Low |
909.26 |
900.24 |
-9.02 |
-1.0% |
903.41 |
| Close |
910.57 |
909.92 |
-0.65 |
-0.1% |
919.14 |
| Range |
16.99 |
15.13 |
-1.86 |
-10.9% |
29.48 |
| ATR |
20.67 |
20.28 |
-0.40 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
953.90 |
947.04 |
918.24 |
|
| R3 |
938.77 |
931.91 |
914.08 |
|
| R2 |
923.64 |
923.64 |
912.69 |
|
| R1 |
916.78 |
916.78 |
911.31 |
912.65 |
| PP |
908.51 |
908.51 |
908.51 |
906.44 |
| S1 |
901.65 |
901.65 |
908.53 |
897.52 |
| S2 |
893.38 |
893.38 |
907.15 |
|
| S3 |
878.25 |
886.52 |
905.76 |
|
| S4 |
863.12 |
871.39 |
901.60 |
|
|
| Weekly Pivots for week ending 09-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,006.92 |
992.51 |
935.35 |
|
| R3 |
977.44 |
963.03 |
927.25 |
|
| R2 |
947.96 |
947.96 |
924.54 |
|
| R1 |
933.55 |
933.55 |
921.84 |
940.76 |
| PP |
918.48 |
918.48 |
918.48 |
922.08 |
| S1 |
904.07 |
904.07 |
916.44 |
911.28 |
| S2 |
889.00 |
889.00 |
913.74 |
|
| S3 |
859.52 |
874.59 |
911.03 |
|
| S4 |
830.04 |
845.11 |
902.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
930.92 |
900.24 |
30.68 |
3.4% |
17.06 |
1.9% |
32% |
False |
True |
|
| 10 |
932.89 |
872.59 |
60.30 |
6.6% |
19.53 |
2.1% |
62% |
False |
False |
|
| 20 |
932.89 |
793.13 |
139.76 |
15.4% |
20.60 |
2.3% |
84% |
False |
False |
|
| 40 |
932.89 |
779.17 |
153.72 |
16.9% |
21.88 |
2.4% |
85% |
False |
False |
|
| 60 |
932.89 |
779.17 |
153.72 |
16.9% |
20.51 |
2.3% |
85% |
False |
False |
|
| 80 |
938.11 |
779.17 |
158.94 |
17.5% |
20.86 |
2.3% |
82% |
False |
False |
|
| 100 |
938.11 |
779.17 |
158.94 |
17.5% |
19.86 |
2.2% |
82% |
False |
False |
|
| 120 |
938.11 |
779.17 |
158.94 |
17.5% |
19.57 |
2.2% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
979.67 |
|
2.618 |
954.98 |
|
1.618 |
939.85 |
|
1.000 |
930.50 |
|
0.618 |
924.72 |
|
HIGH |
915.37 |
|
0.618 |
909.59 |
|
0.500 |
907.81 |
|
0.382 |
906.02 |
|
LOW |
900.24 |
|
0.618 |
890.89 |
|
1.000 |
885.11 |
|
1.618 |
875.76 |
|
2.618 |
860.63 |
|
4.250 |
835.94 |
|
|
| Fisher Pivots for day following 14-May-1997 |
| Pivot |
1 day |
3 day |
| R1 |
909.22 |
914.11 |
| PP |
908.51 |
912.71 |
| S1 |
907.81 |
911.32 |
|