| Trading Metrics calculated at close of trading on 30-May-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-1997 |
30-May-1997 |
Change |
Change % |
Previous Week |
| Open |
982.60 |
970.54 |
-12.06 |
-1.2% |
959.08 |
| High |
987.04 |
970.54 |
-16.50 |
-1.7% |
988.40 |
| Low |
969.66 |
948.46 |
-21.20 |
-2.2% |
948.46 |
| Close |
970.54 |
958.85 |
-11.69 |
-1.2% |
958.85 |
| Range |
17.38 |
22.08 |
4.70 |
27.0% |
39.94 |
| ATR |
19.54 |
19.72 |
0.18 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,025.52 |
1,014.27 |
970.99 |
|
| R3 |
1,003.44 |
992.19 |
964.92 |
|
| R2 |
981.36 |
981.36 |
962.90 |
|
| R1 |
970.11 |
970.11 |
960.87 |
964.70 |
| PP |
959.28 |
959.28 |
959.28 |
956.58 |
| S1 |
948.03 |
948.03 |
956.83 |
942.62 |
| S2 |
937.20 |
937.20 |
954.80 |
|
| S3 |
915.12 |
925.95 |
952.78 |
|
| S4 |
893.04 |
903.87 |
946.71 |
|
|
| Weekly Pivots for week ending 30-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,085.06 |
1,061.89 |
980.82 |
|
| R3 |
1,045.12 |
1,021.95 |
969.83 |
|
| R2 |
1,005.18 |
1,005.18 |
966.17 |
|
| R1 |
982.01 |
982.01 |
962.51 |
973.63 |
| PP |
965.24 |
965.24 |
965.24 |
961.04 |
| S1 |
942.07 |
942.07 |
955.19 |
933.69 |
| S2 |
925.30 |
925.30 |
951.53 |
|
| S3 |
885.36 |
902.13 |
947.87 |
|
| S4 |
845.42 |
862.19 |
936.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
988.40 |
945.95 |
42.45 |
4.4% |
18.75 |
2.0% |
30% |
False |
False |
|
| 10 |
988.40 |
908.72 |
79.68 |
8.3% |
19.14 |
2.0% |
63% |
False |
False |
|
| 20 |
988.40 |
882.12 |
106.28 |
11.1% |
19.77 |
2.1% |
72% |
False |
False |
|
| 40 |
988.40 |
785.08 |
203.32 |
21.2% |
20.24 |
2.1% |
85% |
False |
False |
|
| 60 |
988.40 |
779.17 |
209.23 |
21.8% |
20.75 |
2.2% |
86% |
False |
False |
|
| 80 |
988.40 |
779.17 |
209.23 |
21.8% |
20.47 |
2.1% |
86% |
False |
False |
|
| 100 |
988.40 |
779.17 |
209.23 |
21.8% |
20.26 |
2.1% |
86% |
False |
False |
|
| 120 |
988.40 |
779.17 |
209.23 |
21.8% |
20.01 |
2.1% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,064.38 |
|
2.618 |
1,028.35 |
|
1.618 |
1,006.27 |
|
1.000 |
992.62 |
|
0.618 |
984.19 |
|
HIGH |
970.54 |
|
0.618 |
962.11 |
|
0.500 |
959.50 |
|
0.382 |
956.89 |
|
LOW |
948.46 |
|
0.618 |
934.81 |
|
1.000 |
926.38 |
|
1.618 |
912.73 |
|
2.618 |
890.65 |
|
4.250 |
854.62 |
|
|
| Fisher Pivots for day following 30-May-1997 |
| Pivot |
1 day |
3 day |
| R1 |
959.50 |
968.43 |
| PP |
959.28 |
965.24 |
| S1 |
959.07 |
962.04 |
|