| Trading Metrics calculated at close of trading on 23-May-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-1997 |
23-May-1997 |
Change |
Change % |
Previous Week |
| Open |
950.53 |
946.11 |
-4.42 |
-0.5% |
915.29 |
| High |
954.42 |
959.10 |
4.68 |
0.5% |
961.48 |
| Low |
941.65 |
945.95 |
4.30 |
0.5% |
908.72 |
| Close |
946.11 |
959.08 |
12.97 |
1.4% |
959.08 |
| Range |
12.77 |
13.15 |
0.38 |
3.0% |
52.76 |
| ATR |
20.12 |
19.62 |
-0.50 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
994.16 |
989.77 |
966.31 |
|
| R3 |
981.01 |
976.62 |
962.70 |
|
| R2 |
967.86 |
967.86 |
961.49 |
|
| R1 |
963.47 |
963.47 |
960.29 |
965.67 |
| PP |
954.71 |
954.71 |
954.71 |
955.81 |
| S1 |
950.32 |
950.32 |
957.87 |
952.52 |
| S2 |
941.56 |
941.56 |
956.67 |
|
| S3 |
928.41 |
937.17 |
955.46 |
|
| S4 |
915.26 |
924.02 |
951.85 |
|
|
| Weekly Pivots for week ending 23-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,101.37 |
1,082.99 |
988.10 |
|
| R3 |
1,048.61 |
1,030.23 |
973.59 |
|
| R2 |
995.85 |
995.85 |
968.75 |
|
| R1 |
977.47 |
977.47 |
963.92 |
986.66 |
| PP |
943.09 |
943.09 |
943.09 |
947.69 |
| S1 |
924.71 |
924.71 |
954.24 |
933.90 |
| S2 |
890.33 |
890.33 |
949.41 |
|
| S3 |
837.57 |
871.95 |
944.57 |
|
| S4 |
784.81 |
819.19 |
930.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
961.48 |
908.72 |
52.76 |
5.5% |
18.82 |
2.0% |
95% |
False |
False |
|
| 10 |
961.48 |
900.24 |
61.24 |
6.4% |
17.55 |
1.8% |
96% |
False |
False |
|
| 20 |
961.48 |
812.25 |
149.23 |
15.6% |
20.19 |
2.1% |
98% |
False |
False |
|
| 40 |
961.48 |
779.17 |
182.31 |
19.0% |
20.83 |
2.2% |
99% |
False |
False |
|
| 60 |
961.48 |
779.17 |
182.31 |
19.0% |
20.39 |
2.1% |
99% |
False |
False |
|
| 80 |
961.48 |
779.17 |
182.31 |
19.0% |
20.25 |
2.1% |
99% |
False |
False |
|
| 100 |
961.48 |
779.17 |
182.31 |
19.0% |
20.28 |
2.1% |
99% |
False |
False |
|
| 120 |
961.48 |
779.17 |
182.31 |
19.0% |
19.95 |
2.1% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,014.99 |
|
2.618 |
993.53 |
|
1.618 |
980.38 |
|
1.000 |
972.25 |
|
0.618 |
967.23 |
|
HIGH |
959.10 |
|
0.618 |
954.08 |
|
0.500 |
952.53 |
|
0.382 |
950.97 |
|
LOW |
945.95 |
|
0.618 |
937.82 |
|
1.000 |
932.80 |
|
1.618 |
924.67 |
|
2.618 |
911.52 |
|
4.250 |
890.06 |
|
|
| Fisher Pivots for day following 23-May-1997 |
| Pivot |
1 day |
3 day |
| R1 |
956.90 |
956.58 |
| PP |
954.71 |
954.07 |
| S1 |
952.53 |
951.57 |
|