Trading Metrics calculated at close of trading on 06-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-1997 |
06-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
921.96 |
930.61 |
8.65 |
0.9% |
958.85 |
High |
935.75 |
946.27 |
10.52 |
1.1% |
967.90 |
Low |
921.96 |
926.98 |
5.02 |
0.5% |
917.34 |
Close |
930.61 |
944.98 |
14.37 |
1.5% |
944.98 |
Range |
13.79 |
19.29 |
5.50 |
39.9% |
50.56 |
ATR |
20.05 |
20.00 |
-0.05 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
997.28 |
990.42 |
955.59 |
|
R3 |
977.99 |
971.13 |
950.28 |
|
R2 |
958.70 |
958.70 |
948.52 |
|
R1 |
951.84 |
951.84 |
946.75 |
955.27 |
PP |
939.41 |
939.41 |
939.41 |
941.13 |
S1 |
932.55 |
932.55 |
943.21 |
935.98 |
S2 |
920.12 |
920.12 |
941.44 |
|
S3 |
900.83 |
913.26 |
939.68 |
|
S4 |
881.54 |
893.97 |
934.37 |
|
|
Weekly Pivots for week ending 06-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,095.09 |
1,070.59 |
972.79 |
|
R3 |
1,044.53 |
1,020.03 |
958.88 |
|
R2 |
993.97 |
993.97 |
954.25 |
|
R1 |
969.47 |
969.47 |
949.61 |
956.44 |
PP |
943.41 |
943.41 |
943.41 |
936.89 |
S1 |
918.91 |
918.91 |
940.35 |
905.88 |
S2 |
892.85 |
892.85 |
935.71 |
|
S3 |
842.29 |
868.35 |
931.08 |
|
S4 |
791.73 |
817.79 |
917.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
967.90 |
917.34 |
50.56 |
5.4% |
20.78 |
2.2% |
55% |
False |
False |
|
10 |
988.40 |
917.34 |
71.06 |
7.5% |
19.76 |
2.1% |
39% |
False |
False |
|
20 |
988.40 |
900.24 |
88.16 |
9.3% |
19.03 |
2.0% |
51% |
False |
False |
|
40 |
988.40 |
785.08 |
203.32 |
21.5% |
20.44 |
2.2% |
79% |
False |
False |
|
60 |
988.40 |
779.17 |
209.23 |
22.1% |
20.94 |
2.2% |
79% |
False |
False |
|
80 |
988.40 |
779.17 |
209.23 |
22.1% |
20.18 |
2.1% |
79% |
False |
False |
|
100 |
988.40 |
779.17 |
209.23 |
22.1% |
20.57 |
2.2% |
79% |
False |
False |
|
120 |
988.40 |
779.17 |
209.23 |
22.1% |
19.88 |
2.1% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,028.25 |
2.618 |
996.77 |
1.618 |
977.48 |
1.000 |
965.56 |
0.618 |
958.19 |
HIGH |
946.27 |
0.618 |
938.90 |
0.500 |
936.63 |
0.382 |
934.35 |
LOW |
926.98 |
0.618 |
915.06 |
1.000 |
907.69 |
1.618 |
895.77 |
2.618 |
876.48 |
4.250 |
845.00 |
|
|
Fisher Pivots for day following 06-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
942.20 |
940.59 |
PP |
939.41 |
936.20 |
S1 |
936.63 |
931.81 |
|