Trading Metrics calculated at close of trading on 17-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-1997 |
17-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
964.40 |
975.87 |
11.47 |
1.2% |
944.98 |
High |
975.99 |
991.85 |
15.86 |
1.6% |
971.18 |
Low |
962.54 |
970.25 |
7.71 |
0.8% |
931.43 |
Close |
975.87 |
989.37 |
13.50 |
1.4% |
964.40 |
Range |
13.45 |
21.60 |
8.15 |
60.6% |
39.75 |
ATR |
19.26 |
19.43 |
0.17 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,048.62 |
1,040.60 |
1,001.25 |
|
R3 |
1,027.02 |
1,019.00 |
995.31 |
|
R2 |
1,005.42 |
1,005.42 |
993.33 |
|
R1 |
997.40 |
997.40 |
991.35 |
1,001.41 |
PP |
983.82 |
983.82 |
983.82 |
985.83 |
S1 |
975.80 |
975.80 |
987.39 |
979.81 |
S2 |
962.22 |
962.22 |
985.41 |
|
S3 |
940.62 |
954.20 |
983.43 |
|
S4 |
919.02 |
932.60 |
977.49 |
|
|
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 |
991.85 |
931.43 |
60.42 |
6.1% |
18.94 |
1.9% |
96% |
True |
False |
|
10 |
991.85 |
917.34 |
74.51 |
7.5% |
18.71 |
1.9% |
97% |
True |
False |
|
20 |
991.85 |
912.82 |
79.03 |
8.0% |
19.42 |
2.0% |
97% |
True |
False |
|
40 |
991.85 |
793.13 |
198.72 |
20.1% |
20.04 |
2.0% |
99% |
True |
False |
|
60 |
991.85 |
779.17 |
212.68 |
21.5% |
20.87 |
2.1% |
99% |
True |
False |
|
80 |
991.85 |
779.17 |
212.68 |
21.5% |
20.37 |
2.1% |
99% |
True |
False |
|
100 |
991.85 |
779.17 |
212.68 |
21.5% |
20.24 |
2.0% |
99% |
True |
False |
|
120 |
991.85 |
779.17 |
212.68 |
21.5% |
19.88 |
2.0% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,083.65 |
2.618 |
1,048.40 |
1.618 |
1,026.80 |
1.000 |
1,013.45 |
0.618 |
1,005.20 |
HIGH |
991.85 |
0.618 |
983.60 |
0.500 |
981.05 |
0.382 |
978.50 |
LOW |
970.25 |
0.618 |
956.90 |
1.000 |
948.65 |
1.618 |
935.30 |
2.618 |
913.70 |
4.250 |
878.45 |
|
|
Fisher Pivots for day following 17-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
986.60 |
983.10 |
PP |
983.82 |
976.84 |
S1 |
981.05 |
970.57 |
|