Trading Metrics calculated at close of trading on 12-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-1997 |
12-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
941.14 |
949.00 |
7.86 |
0.8% |
958.85 |
High |
949.50 |
955.70 |
6.20 |
0.7% |
967.90 |
Low |
931.43 |
936.00 |
4.57 |
0.5% |
917.34 |
Close |
949.00 |
949.97 |
0.97 |
0.1% |
944.98 |
Range |
18.07 |
19.70 |
1.63 |
9.0% |
50.56 |
ATR |
19.53 |
19.54 |
0.01 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,006.32 |
997.85 |
960.81 |
|
R3 |
986.62 |
978.15 |
955.39 |
|
R2 |
966.92 |
966.92 |
953.58 |
|
R1 |
958.45 |
958.45 |
951.78 |
962.69 |
PP |
947.22 |
947.22 |
947.22 |
949.34 |
S1 |
938.75 |
938.75 |
948.16 |
942.99 |
S2 |
927.52 |
927.52 |
946.36 |
|
S3 |
907.82 |
919.05 |
944.55 |
|
S4 |
888.12 |
899.35 |
939.14 |
|
|
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 |
926.98 |
32.67 |
3.4% |
18.34 |
1.9% |
70% |
False |
False |
|
10 |
970.54 |
917.34 |
53.20 |
5.6% |
19.84 |
2.1% |
61% |
False |
False |
|
20 |
988.40 |
908.72 |
79.68 |
8.4% |
19.52 |
2.1% |
52% |
False |
False |
|
40 |
988.40 |
793.13 |
195.27 |
20.6% |
20.06 |
2.1% |
80% |
False |
False |
|
60 |
988.40 |
779.17 |
209.23 |
22.0% |
21.09 |
2.2% |
82% |
False |
False |
|
80 |
988.40 |
779.17 |
209.23 |
22.0% |
20.26 |
2.1% |
82% |
False |
False |
|
100 |
988.40 |
779.17 |
209.23 |
22.0% |
20.59 |
2.2% |
82% |
False |
False |
|
120 |
988.40 |
779.17 |
209.23 |
22.0% |
19.81 |
2.1% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,039.43 |
2.618 |
1,007.27 |
1.618 |
987.57 |
1.000 |
975.40 |
0.618 |
967.87 |
HIGH |
955.70 |
0.618 |
948.17 |
0.500 |
945.85 |
0.382 |
943.53 |
LOW |
936.00 |
0.618 |
923.83 |
1.000 |
916.30 |
1.618 |
904.13 |
2.618 |
884.43 |
4.250 |
852.28 |
|
|
Fisher Pivots for day following 12-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
948.60 |
948.20 |
PP |
947.22 |
946.43 |
S1 |
945.85 |
944.66 |
|