Trading Metrics calculated at close of trading on 18-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-1997 |
18-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
975.87 |
989.37 |
13.50 |
1.4% |
944.98 |
High |
991.85 |
989.37 |
-2.48 |
-0.3% |
971.18 |
Low |
970.25 |
970.83 |
0.58 |
0.1% |
931.43 |
Close |
989.37 |
971.55 |
-17.82 |
-1.8% |
964.40 |
Range |
21.60 |
18.54 |
-3.06 |
-14.2% |
39.75 |
ATR |
19.43 |
19.37 |
-0.06 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,032.87 |
1,020.75 |
981.75 |
|
R3 |
1,014.33 |
1,002.21 |
976.65 |
|
R2 |
995.79 |
995.79 |
974.95 |
|
R1 |
983.67 |
983.67 |
973.25 |
980.46 |
PP |
977.25 |
977.25 |
977.25 |
975.65 |
S1 |
965.13 |
965.13 |
969.85 |
961.92 |
S2 |
958.71 |
958.71 |
968.15 |
|
S3 |
940.17 |
946.59 |
966.45 |
|
S4 |
921.63 |
928.05 |
961.35 |
|
|
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 |
936.00 |
55.85 |
5.7% |
19.04 |
2.0% |
64% |
False |
False |
|
10 |
991.85 |
921.96 |
69.89 |
7.2% |
18.10 |
1.9% |
71% |
False |
False |
|
20 |
991.85 |
917.34 |
74.51 |
7.7% |
18.88 |
1.9% |
73% |
False |
False |
|
40 |
991.85 |
812.25 |
179.60 |
18.5% |
19.88 |
2.0% |
89% |
False |
False |
|
60 |
991.85 |
779.17 |
212.68 |
21.9% |
20.71 |
2.1% |
90% |
False |
False |
|
80 |
991.85 |
779.17 |
212.68 |
21.9% |
20.26 |
2.1% |
90% |
False |
False |
|
100 |
991.85 |
779.17 |
212.68 |
21.9% |
20.23 |
2.1% |
90% |
False |
False |
|
120 |
991.85 |
779.17 |
212.68 |
21.9% |
19.97 |
2.1% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,068.17 |
2.618 |
1,037.91 |
1.618 |
1,019.37 |
1.000 |
1,007.91 |
0.618 |
1,000.83 |
HIGH |
989.37 |
0.618 |
982.29 |
0.500 |
980.10 |
0.382 |
977.91 |
LOW |
970.83 |
0.618 |
959.37 |
1.000 |
952.29 |
1.618 |
940.83 |
2.618 |
922.29 |
4.250 |
892.04 |
|
|
Fisher Pivots for day following 18-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
980.10 |
977.20 |
PP |
977.25 |
975.31 |
S1 |
974.40 |
973.43 |
|