Trading Metrics calculated at close of trading on 09-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-1997 |
09-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
930.61 |
944.98 |
14.37 |
1.5% |
958.85 |
High |
946.27 |
959.65 |
13.38 |
1.4% |
967.90 |
Low |
926.98 |
945.01 |
18.03 |
1.9% |
917.34 |
Close |
944.98 |
954.56 |
9.58 |
1.0% |
944.98 |
Range |
19.29 |
14.64 |
-4.65 |
-24.1% |
50.56 |
ATR |
20.00 |
19.62 |
-0.38 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
996.99 |
990.42 |
962.61 |
|
R3 |
982.35 |
975.78 |
958.59 |
|
R2 |
967.71 |
967.71 |
957.24 |
|
R1 |
961.14 |
961.14 |
955.90 |
964.43 |
PP |
953.07 |
953.07 |
953.07 |
954.72 |
S1 |
946.50 |
946.50 |
953.22 |
949.79 |
S2 |
938.43 |
938.43 |
951.88 |
|
S3 |
923.79 |
931.86 |
950.53 |
|
S4 |
909.15 |
917.22 |
946.51 |
|
|
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 |
959.65 |
917.34 |
42.31 |
4.4% |
20.32 |
2.1% |
88% |
True |
False |
|
10 |
988.40 |
917.34 |
71.06 |
7.4% |
19.91 |
2.1% |
52% |
False |
False |
|
20 |
988.40 |
900.24 |
88.16 |
9.2% |
18.73 |
2.0% |
62% |
False |
False |
|
40 |
988.40 |
785.08 |
203.32 |
21.3% |
20.22 |
2.1% |
83% |
False |
False |
|
60 |
988.40 |
779.17 |
209.23 |
21.9% |
20.97 |
2.2% |
84% |
False |
False |
|
80 |
988.40 |
779.17 |
209.23 |
21.9% |
20.00 |
2.1% |
84% |
False |
False |
|
100 |
988.40 |
779.17 |
209.23 |
21.9% |
20.52 |
2.1% |
84% |
False |
False |
|
120 |
988.40 |
779.17 |
209.23 |
21.9% |
19.72 |
2.1% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,021.87 |
2.618 |
997.98 |
1.618 |
983.34 |
1.000 |
974.29 |
0.618 |
968.70 |
HIGH |
959.65 |
0.618 |
954.06 |
0.500 |
952.33 |
0.382 |
950.60 |
LOW |
945.01 |
0.618 |
935.96 |
1.000 |
930.37 |
1.618 |
921.32 |
2.618 |
906.68 |
4.250 |
882.79 |
|
|
Fisher Pivots for day following 09-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
953.82 |
949.98 |
PP |
953.07 |
945.39 |
S1 |
952.33 |
940.81 |
|