| Trading Metrics calculated at close of trading on 20-May-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-1997 |
20-May-1997 |
Change |
Change % |
Previous Week |
| Open |
7,194.67 |
7,228.88 |
34.21 |
0.5% |
7,169.53 |
| High |
7,274.21 |
7,336.43 |
62.22 |
0.9% |
7,381.76 |
| Low |
7,140.69 |
7,123.38 |
-17.31 |
-0.2% |
7,156.35 |
| Close |
7,228.88 |
7,303.46 |
74.58 |
1.0% |
7,194.67 |
| Range |
133.52 |
213.05 |
79.53 |
59.6% |
225.41 |
| ATR |
162.02 |
165.67 |
3.64 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,893.57 |
7,811.57 |
7,420.64 |
|
| R3 |
7,680.52 |
7,598.52 |
7,362.05 |
|
| R2 |
7,467.47 |
7,467.47 |
7,342.52 |
|
| R1 |
7,385.47 |
7,385.47 |
7,322.99 |
7,426.47 |
| PP |
7,254.42 |
7,254.42 |
7,254.42 |
7,274.93 |
| S1 |
7,172.42 |
7,172.42 |
7,283.93 |
7,213.42 |
| S2 |
7,041.37 |
7,041.37 |
7,264.40 |
|
| S3 |
6,828.32 |
6,959.37 |
7,244.87 |
|
| S4 |
6,615.27 |
6,746.32 |
7,186.28 |
|
|
| Weekly Pivots for week ending 16-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,920.49 |
7,782.99 |
7,318.65 |
|
| R3 |
7,695.08 |
7,557.58 |
7,256.66 |
|
| R2 |
7,469.67 |
7,469.67 |
7,236.00 |
|
| R1 |
7,332.17 |
7,332.17 |
7,215.33 |
7,400.92 |
| PP |
7,244.26 |
7,244.26 |
7,244.26 |
7,278.64 |
| S1 |
7,106.76 |
7,106.76 |
7,174.01 |
7,175.51 |
| S2 |
7,018.85 |
7,018.85 |
7,153.34 |
|
| S3 |
6,793.44 |
6,881.35 |
7,132.68 |
|
| S4 |
6,568.03 |
6,655.94 |
7,070.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,381.76 |
7,123.38 |
258.38 |
3.5% |
157.83 |
2.2% |
70% |
False |
True |
|
| 10 |
7,381.76 |
7,040.30 |
341.46 |
4.7% |
162.46 |
2.2% |
77% |
False |
False |
|
| 20 |
7,381.76 |
6,667.03 |
714.73 |
9.8% |
164.77 |
2.3% |
89% |
False |
False |
|
| 40 |
7,381.76 |
6,315.84 |
1,065.92 |
14.6% |
167.66 |
2.3% |
93% |
False |
False |
|
| 60 |
7,381.76 |
6,315.84 |
1,065.92 |
14.6% |
162.22 |
2.2% |
93% |
False |
False |
|
| 80 |
7,381.76 |
6,315.84 |
1,065.92 |
14.6% |
158.17 |
2.2% |
93% |
False |
False |
|
| 100 |
7,381.76 |
6,315.84 |
1,065.92 |
14.6% |
156.06 |
2.1% |
93% |
False |
False |
|
| 120 |
7,381.76 |
6,206.83 |
1,174.93 |
16.1% |
151.79 |
2.1% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,241.89 |
|
2.618 |
7,894.19 |
|
1.618 |
7,681.14 |
|
1.000 |
7,549.48 |
|
0.618 |
7,468.09 |
|
HIGH |
7,336.43 |
|
0.618 |
7,255.04 |
|
0.500 |
7,229.91 |
|
0.382 |
7,204.77 |
|
LOW |
7,123.38 |
|
0.618 |
6,991.72 |
|
1.000 |
6,910.33 |
|
1.618 |
6,778.67 |
|
2.618 |
6,565.62 |
|
4.250 |
6,217.92 |
|
|
| Fisher Pivots for day following 20-May-1997 |
| Pivot |
1 day |
3 day |
| R1 |
7,278.94 |
7,278.94 |
| PP |
7,254.42 |
7,254.42 |
| S1 |
7,229.91 |
7,229.91 |
|