Trading Metrics calculated at close of trading on 10-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-1997 |
10-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
944.98 |
954.56 |
9.58 |
1.0% |
958.85 |
High |
959.65 |
957.89 |
-1.76 |
-0.2% |
967.90 |
Low |
945.01 |
937.89 |
-7.12 |
-0.8% |
917.34 |
Close |
954.56 |
941.14 |
-13.42 |
-1.4% |
944.98 |
Range |
14.64 |
20.00 |
5.36 |
36.6% |
50.56 |
ATR |
19.62 |
19.64 |
0.03 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,005.64 |
993.39 |
952.14 |
|
R3 |
985.64 |
973.39 |
946.64 |
|
R2 |
965.64 |
965.64 |
944.81 |
|
R1 |
953.39 |
953.39 |
942.97 |
949.52 |
PP |
945.64 |
945.64 |
945.64 |
943.70 |
S1 |
933.39 |
933.39 |
939.31 |
929.52 |
S2 |
925.64 |
925.64 |
937.47 |
|
S3 |
905.64 |
913.39 |
935.64 |
|
S4 |
885.64 |
893.39 |
930.14 |
|
|
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 |
4.5% |
18.47 |
2.0% |
56% |
False |
False |
|
10 |
988.40 |
917.34 |
71.06 |
7.6% |
19.03 |
2.0% |
33% |
False |
False |
|
20 |
988.40 |
900.24 |
88.16 |
9.4% |
19.23 |
2.0% |
46% |
False |
False |
|
40 |
988.40 |
787.63 |
200.77 |
21.3% |
20.18 |
2.1% |
76% |
False |
False |
|
60 |
988.40 |
779.17 |
209.23 |
22.2% |
21.10 |
2.2% |
77% |
False |
False |
|
80 |
988.40 |
779.17 |
209.23 |
22.2% |
20.11 |
2.1% |
77% |
False |
False |
|
100 |
988.40 |
779.17 |
209.23 |
22.2% |
20.56 |
2.2% |
77% |
False |
False |
|
120 |
988.40 |
779.17 |
209.23 |
22.2% |
19.73 |
2.1% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,042.89 |
2.618 |
1,010.25 |
1.618 |
990.25 |
1.000 |
977.89 |
0.618 |
970.25 |
HIGH |
957.89 |
0.618 |
950.25 |
0.500 |
947.89 |
0.382 |
945.53 |
LOW |
937.89 |
0.618 |
925.53 |
1.000 |
917.89 |
1.618 |
905.53 |
2.618 |
885.53 |
4.250 |
852.89 |
|
|
Fisher Pivots for day following 10-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
947.89 |
943.32 |
PP |
945.64 |
942.59 |
S1 |
943.39 |
941.87 |
|