Trading Metrics calculated at close of trading on 16-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-1997 |
16-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
949.97 |
964.40 |
14.43 |
1.5% |
944.98 |
High |
971.18 |
975.99 |
4.81 |
0.5% |
971.18 |
Low |
949.29 |
962.54 |
13.25 |
1.4% |
931.43 |
Close |
964.40 |
975.87 |
11.47 |
1.2% |
964.40 |
Range |
21.89 |
13.45 |
-8.44 |
-38.6% |
39.75 |
ATR |
19.71 |
19.26 |
-0.45 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,011.82 |
1,007.29 |
983.27 |
|
R3 |
998.37 |
993.84 |
979.57 |
|
R2 |
984.92 |
984.92 |
978.34 |
|
R1 |
980.39 |
980.39 |
977.10 |
982.66 |
PP |
971.47 |
971.47 |
971.47 |
972.60 |
S1 |
966.94 |
966.94 |
974.64 |
969.21 |
S2 |
958.02 |
958.02 |
973.40 |
|
S3 |
944.57 |
953.49 |
972.17 |
|
S4 |
931.12 |
940.04 |
968.47 |
|
|
Weekly Pivots for week ending 13-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,074.92 |
1,059.41 |
986.26 |
|
R3 |
1,035.17 |
1,019.66 |
975.33 |
|
R2 |
995.42 |
995.42 |
971.69 |
|
R1 |
979.91 |
979.91 |
968.04 |
987.67 |
PP |
955.67 |
955.67 |
955.67 |
959.55 |
S1 |
940.16 |
940.16 |
960.76 |
947.92 |
S2 |
915.92 |
915.92 |
957.11 |
|
S3 |
876.17 |
900.41 |
953.47 |
|
S4 |
836.42 |
860.66 |
942.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
975.99 |
931.43 |
44.56 |
4.6% |
18.62 |
1.9% |
100% |
True |
False |
|
10 |
975.99 |
917.34 |
58.65 |
6.0% |
19.47 |
2.0% |
100% |
True |
False |
|
20 |
988.40 |
908.72 |
79.68 |
8.2% |
19.32 |
2.0% |
84% |
False |
False |
|
40 |
988.40 |
793.13 |
195.27 |
20.0% |
20.00 |
2.0% |
94% |
False |
False |
|
60 |
988.40 |
779.17 |
209.23 |
21.4% |
20.81 |
2.1% |
94% |
False |
False |
|
80 |
988.40 |
779.17 |
209.23 |
21.4% |
20.33 |
2.1% |
94% |
False |
False |
|
100 |
988.40 |
779.17 |
209.23 |
21.4% |
20.27 |
2.1% |
94% |
False |
False |
|
120 |
988.40 |
779.17 |
209.23 |
21.4% |
19.81 |
2.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,033.15 |
2.618 |
1,011.20 |
1.618 |
997.75 |
1.000 |
989.44 |
0.618 |
984.30 |
HIGH |
975.99 |
0.618 |
970.85 |
0.500 |
969.27 |
0.382 |
967.68 |
LOW |
962.54 |
0.618 |
954.23 |
1.000 |
949.09 |
1.618 |
940.78 |
2.618 |
927.33 |
4.250 |
905.38 |
|
|
Fisher Pivots for day following 16-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
973.67 |
969.25 |
PP |
971.47 |
962.62 |
S1 |
969.27 |
956.00 |
|