Trading Metrics calculated at close of trading on 08-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-1997 |
08-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
917.50 |
912.02 |
-5.48 |
-0.6% |
887.30 |
High |
923.26 |
918.76 |
-4.50 |
-0.5% |
917.82 |
Low |
909.69 |
911.56 |
1.87 |
0.2% |
879.82 |
Close |
912.20 |
918.75 |
6.55 |
0.7% |
916.92 |
Range |
13.57 |
7.20 |
-6.37 |
-46.9% |
38.00 |
ATR |
11.95 |
11.61 |
-0.34 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
937.96 |
935.55 |
922.71 |
|
R3 |
930.76 |
928.35 |
920.73 |
|
R2 |
923.56 |
923.56 |
920.07 |
|
R1 |
921.15 |
921.15 |
919.41 |
922.36 |
PP |
916.36 |
916.36 |
916.36 |
916.96 |
S1 |
913.95 |
913.95 |
918.09 |
915.16 |
S2 |
909.16 |
909.16 |
917.43 |
|
S3 |
901.96 |
906.75 |
916.77 |
|
S4 |
894.76 |
899.55 |
914.79 |
|
|
Weekly Pivots for week ending 04-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,018.85 |
1,005.89 |
937.82 |
|
R3 |
980.85 |
967.89 |
927.37 |
|
R2 |
942.85 |
942.85 |
923.89 |
|
R1 |
929.89 |
929.89 |
920.40 |
936.37 |
PP |
904.85 |
904.85 |
904.85 |
908.10 |
S1 |
891.89 |
891.89 |
913.44 |
898.37 |
S2 |
866.85 |
866.85 |
909.95 |
|
S3 |
828.85 |
853.89 |
906.47 |
|
S4 |
790.85 |
815.89 |
896.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
923.26 |
884.54 |
38.72 |
4.2% |
11.38 |
1.2% |
88% |
False |
False |
|
10 |
923.26 |
878.62 |
44.64 |
4.9% |
13.26 |
1.4% |
90% |
False |
False |
|
20 |
923.26 |
862.18 |
61.08 |
6.6% |
11.53 |
1.3% |
93% |
False |
False |
|
40 |
923.26 |
824.78 |
98.48 |
10.7% |
10.95 |
1.2% |
95% |
False |
False |
|
60 |
923.26 |
733.54 |
189.72 |
20.6% |
11.18 |
1.2% |
98% |
False |
False |
|
80 |
923.26 |
733.54 |
189.72 |
20.6% |
11.17 |
1.2% |
98% |
False |
False |
|
100 |
923.26 |
733.54 |
189.72 |
20.6% |
10.77 |
1.2% |
98% |
False |
False |
|
120 |
923.26 |
733.54 |
189.72 |
20.6% |
10.57 |
1.2% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
949.36 |
2.618 |
937.61 |
1.618 |
930.41 |
1.000 |
925.96 |
0.618 |
923.21 |
HIGH |
918.76 |
0.618 |
916.01 |
0.500 |
915.16 |
0.382 |
914.31 |
LOW |
911.56 |
0.618 |
907.11 |
1.000 |
904.36 |
1.618 |
899.91 |
2.618 |
892.71 |
4.250 |
880.96 |
|
|
Fisher Pivots for day following 08-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
917.55 |
917.05 |
PP |
916.36 |
915.35 |
S1 |
915.16 |
913.65 |
|