Trading Metrics calculated at close of trading on 01-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-1997 |
01-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
887.30 |
884.98 |
-2.32 |
-0.3% |
898.54 |
High |
892.62 |
893.88 |
1.26 |
0.1% |
902.09 |
Low |
879.82 |
884.54 |
4.72 |
0.5% |
878.43 |
Close |
885.14 |
891.03 |
5.89 |
0.7% |
887.30 |
Range |
12.80 |
9.34 |
-3.46 |
-27.0% |
23.66 |
ATR |
11.75 |
11.57 |
-0.17 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
917.84 |
913.77 |
896.17 |
|
R3 |
908.50 |
904.43 |
893.60 |
|
R2 |
899.16 |
899.16 |
892.74 |
|
R1 |
895.09 |
895.09 |
891.89 |
897.13 |
PP |
889.82 |
889.82 |
889.82 |
890.83 |
S1 |
885.75 |
885.75 |
890.17 |
887.79 |
S2 |
880.48 |
880.48 |
889.32 |
|
S3 |
871.14 |
876.41 |
888.46 |
|
S4 |
861.80 |
867.07 |
885.89 |
|
|
Weekly Pivots for week ending 27-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
960.25 |
947.44 |
900.31 |
|
R3 |
936.59 |
923.78 |
893.81 |
|
R2 |
912.93 |
912.93 |
891.64 |
|
R1 |
900.12 |
900.12 |
889.47 |
894.70 |
PP |
889.27 |
889.27 |
889.27 |
886.56 |
S1 |
876.46 |
876.46 |
885.13 |
871.04 |
S2 |
865.61 |
865.61 |
882.96 |
|
S3 |
841.95 |
852.80 |
880.79 |
|
S4 |
818.29 |
829.14 |
874.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
902.09 |
879.32 |
22.77 |
2.6% |
13.38 |
1.5% |
51% |
False |
False |
|
10 |
902.09 |
878.43 |
23.66 |
2.7% |
12.78 |
1.4% |
53% |
False |
False |
|
20 |
902.09 |
838.82 |
63.27 |
7.1% |
11.08 |
1.2% |
83% |
False |
False |
|
40 |
902.09 |
811.84 |
90.25 |
10.1% |
11.00 |
1.2% |
88% |
False |
False |
|
60 |
902.09 |
733.54 |
168.55 |
18.9% |
11.14 |
1.3% |
93% |
False |
False |
|
80 |
902.09 |
733.54 |
168.55 |
18.9% |
11.07 |
1.2% |
93% |
False |
False |
|
100 |
902.09 |
733.54 |
168.55 |
18.9% |
10.72 |
1.2% |
93% |
False |
False |
|
120 |
902.09 |
733.54 |
168.55 |
18.9% |
10.50 |
1.2% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
933.58 |
2.618 |
918.33 |
1.618 |
908.99 |
1.000 |
903.22 |
0.618 |
899.65 |
HIGH |
893.88 |
0.618 |
890.31 |
0.500 |
889.21 |
0.382 |
888.11 |
LOW |
884.54 |
0.618 |
878.77 |
1.000 |
875.20 |
1.618 |
869.43 |
2.618 |
860.09 |
4.250 |
844.85 |
|
|
Fisher Pivots for day following 01-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
890.42 |
889.77 |
PP |
889.82 |
888.52 |
S1 |
889.21 |
887.26 |
|