Trading Metrics calculated at close of trading on 03-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-1997 |
03-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
958.85 |
958.69 |
-0.16 |
0.0% |
959.08 |
High |
967.90 |
958.69 |
-9.21 |
-1.0% |
988.40 |
Low |
950.95 |
929.48 |
-21.47 |
-2.3% |
948.46 |
Close |
958.69 |
929.81 |
-28.88 |
-3.0% |
958.85 |
Range |
16.95 |
29.21 |
12.26 |
72.3% |
39.94 |
ATR |
19.53 |
20.22 |
0.69 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,026.96 |
1,007.59 |
945.88 |
|
R3 |
997.75 |
978.38 |
937.84 |
|
R2 |
968.54 |
968.54 |
935.17 |
|
R1 |
949.17 |
949.17 |
932.49 |
944.25 |
PP |
939.33 |
939.33 |
939.33 |
936.87 |
S1 |
919.96 |
919.96 |
927.13 |
915.04 |
S2 |
910.12 |
910.12 |
924.45 |
|
S3 |
880.91 |
890.75 |
921.78 |
|
S4 |
851.70 |
861.54 |
913.74 |
|
|
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 |
929.48 |
58.92 |
6.3% |
19.58 |
2.1% |
1% |
False |
True |
|
10 |
988.40 |
912.82 |
75.58 |
8.1% |
20.14 |
2.2% |
22% |
False |
False |
|
20 |
988.40 |
900.24 |
88.16 |
9.5% |
19.38 |
2.1% |
34% |
False |
False |
|
40 |
988.40 |
785.08 |
203.32 |
21.9% |
20.28 |
2.2% |
71% |
False |
False |
|
60 |
988.40 |
779.17 |
209.23 |
22.5% |
20.79 |
2.2% |
72% |
False |
False |
|
80 |
988.40 |
779.17 |
209.23 |
22.5% |
20.38 |
2.2% |
72% |
False |
False |
|
100 |
988.40 |
779.17 |
209.23 |
22.5% |
20.49 |
2.2% |
72% |
False |
False |
|
120 |
988.40 |
779.17 |
209.23 |
22.5% |
19.98 |
2.1% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,082.83 |
2.618 |
1,035.16 |
1.618 |
1,005.95 |
1.000 |
987.90 |
0.618 |
976.74 |
HIGH |
958.69 |
0.618 |
947.53 |
0.500 |
944.09 |
0.382 |
940.64 |
LOW |
929.48 |
0.618 |
911.43 |
1.000 |
900.27 |
1.618 |
882.22 |
2.618 |
853.01 |
4.250 |
805.34 |
|
|
Fisher Pivots for day following 03-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
944.09 |
950.01 |
PP |
939.33 |
943.28 |
S1 |
934.57 |
936.54 |
|