| Trading Metrics calculated at close of trading on 22-May-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-1997 |
22-May-1997 |
Change |
Change % |
Previous Week |
| Open |
7,303.46 |
7,290.69 |
-12.77 |
-0.2% |
7,169.53 |
| High |
7,385.47 |
7,349.21 |
-36.26 |
-0.5% |
7,381.76 |
| Low |
7,218.99 |
7,210.33 |
-8.66 |
-0.1% |
7,156.35 |
| Close |
7,290.69 |
7,258.13 |
-32.56 |
-0.4% |
7,194.67 |
| Range |
166.48 |
138.88 |
-27.60 |
-16.6% |
225.41 |
| ATR |
165.73 |
163.81 |
-1.92 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,689.20 |
7,612.54 |
7,334.51 |
|
| R3 |
7,550.32 |
7,473.66 |
7,296.32 |
|
| R2 |
7,411.44 |
7,411.44 |
7,283.59 |
|
| R1 |
7,334.78 |
7,334.78 |
7,270.86 |
7,303.67 |
| PP |
7,272.56 |
7,272.56 |
7,272.56 |
7,257.00 |
| S1 |
7,195.90 |
7,195.90 |
7,245.40 |
7,164.79 |
| S2 |
7,133.68 |
7,133.68 |
7,232.67 |
|
| S3 |
6,994.80 |
7,057.02 |
7,219.94 |
|
| S4 |
6,855.92 |
6,918.14 |
7,181.75 |
|
|
| 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 |
7,385.47 |
7,123.38 |
262.09 |
3.6% |
162.69 |
2.2% |
51% |
False |
False |
|
| 10 |
7,385.47 |
7,079.63 |
305.84 |
4.2% |
155.15 |
2.1% |
58% |
False |
False |
|
| 20 |
7,385.47 |
6,667.03 |
718.44 |
9.9% |
163.20 |
2.2% |
82% |
False |
False |
|
| 40 |
7,385.47 |
6,315.84 |
1,069.63 |
14.7% |
167.91 |
2.3% |
88% |
False |
False |
|
| 60 |
7,385.47 |
6,315.84 |
1,069.63 |
14.7% |
161.26 |
2.2% |
88% |
False |
False |
|
| 80 |
7,385.47 |
6,315.84 |
1,069.63 |
14.7% |
157.47 |
2.2% |
88% |
False |
False |
|
| 100 |
7,385.47 |
6,315.84 |
1,069.63 |
14.7% |
157.08 |
2.2% |
88% |
False |
False |
|
| 120 |
7,385.47 |
6,206.83 |
1,178.64 |
16.2% |
152.92 |
2.1% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,939.45 |
|
2.618 |
7,712.80 |
|
1.618 |
7,573.92 |
|
1.000 |
7,488.09 |
|
0.618 |
7,435.04 |
|
HIGH |
7,349.21 |
|
0.618 |
7,296.16 |
|
0.500 |
7,279.77 |
|
0.382 |
7,263.38 |
|
LOW |
7,210.33 |
|
0.618 |
7,124.50 |
|
1.000 |
7,071.45 |
|
1.618 |
6,985.62 |
|
2.618 |
6,846.74 |
|
4.250 |
6,620.09 |
|
|
| Fisher Pivots for day following 22-May-1997 |
| Pivot |
1 day |
3 day |
| R1 |
7,279.77 |
7,256.90 |
| PP |
7,272.56 |
7,255.66 |
| S1 |
7,265.34 |
7,254.43 |
|