| Trading Metrics calculated at close of trading on 19-May-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-1997 |
19-May-1997 |
Change |
Change % |
Previous Week |
| Open |
931.79 |
915.29 |
-16.50 |
-1.8% |
919.14 |
| High |
931.79 |
928.23 |
-3.56 |
-0.4% |
932.40 |
| Low |
915.12 |
908.72 |
-6.40 |
-0.7% |
900.24 |
| Close |
915.29 |
913.57 |
-1.72 |
-0.2% |
915.29 |
| Range |
16.67 |
19.51 |
2.84 |
17.0% |
32.16 |
| ATR |
20.18 |
20.13 |
-0.05 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
975.37 |
963.98 |
924.30 |
|
| R3 |
955.86 |
944.47 |
918.94 |
|
| R2 |
936.35 |
936.35 |
917.15 |
|
| R1 |
924.96 |
924.96 |
915.36 |
920.90 |
| PP |
916.84 |
916.84 |
916.84 |
914.81 |
| S1 |
905.45 |
905.45 |
911.78 |
901.39 |
| S2 |
897.33 |
897.33 |
909.99 |
|
| S3 |
877.82 |
885.94 |
908.20 |
|
| S4 |
858.31 |
866.43 |
902.84 |
|
|
| Weekly Pivots for week ending 16-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,012.46 |
996.03 |
932.98 |
|
| R3 |
980.30 |
963.87 |
924.13 |
|
| R2 |
948.14 |
948.14 |
921.19 |
|
| R1 |
931.71 |
931.71 |
918.24 |
923.85 |
| PP |
915.98 |
915.98 |
915.98 |
912.04 |
| S1 |
899.55 |
899.55 |
912.34 |
891.69 |
| S2 |
883.82 |
883.82 |
909.39 |
|
| S3 |
851.66 |
867.39 |
906.45 |
|
| S4 |
819.50 |
835.23 |
897.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
932.40 |
900.24 |
32.16 |
3.5% |
18.19 |
2.0% |
41% |
False |
False |
|
| 10 |
932.77 |
900.24 |
32.53 |
3.6% |
18.63 |
2.0% |
41% |
False |
False |
|
| 20 |
932.89 |
793.13 |
139.76 |
15.3% |
20.65 |
2.3% |
86% |
False |
False |
|
| 40 |
932.89 |
779.17 |
153.72 |
16.8% |
21.60 |
2.4% |
87% |
False |
False |
|
| 60 |
932.89 |
779.17 |
153.72 |
16.8% |
20.68 |
2.3% |
87% |
False |
False |
|
| 80 |
932.89 |
779.17 |
153.72 |
16.8% |
20.44 |
2.2% |
87% |
False |
False |
|
| 100 |
938.11 |
779.17 |
158.94 |
17.4% |
19.97 |
2.2% |
85% |
False |
False |
|
| 120 |
938.11 |
779.17 |
158.94 |
17.4% |
19.72 |
2.2% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,011.15 |
|
2.618 |
979.31 |
|
1.618 |
959.80 |
|
1.000 |
947.74 |
|
0.618 |
940.29 |
|
HIGH |
928.23 |
|
0.618 |
920.78 |
|
0.500 |
918.48 |
|
0.382 |
916.17 |
|
LOW |
908.72 |
|
0.618 |
896.66 |
|
1.000 |
889.21 |
|
1.618 |
877.15 |
|
2.618 |
857.64 |
|
4.250 |
825.80 |
|
|
| Fisher Pivots for day following 19-May-1997 |
| Pivot |
1 day |
3 day |
| R1 |
918.48 |
920.56 |
| PP |
916.84 |
918.23 |
| S1 |
915.21 |
915.90 |
|