Trading Metrics calculated at close of trading on 24-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-1997 |
24-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
981.41 |
969.05 |
-12.36 |
-1.3% |
964.40 |
High |
987.22 |
986.86 |
-0.36 |
0.0% |
991.85 |
Low |
968.52 |
969.05 |
0.53 |
0.1% |
962.54 |
Close |
969.05 |
986.42 |
17.37 |
1.8% |
981.41 |
Range |
18.70 |
17.81 |
-0.89 |
-4.8% |
29.31 |
ATR |
18.57 |
18.52 |
-0.05 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,034.21 |
1,028.12 |
996.22 |
|
R3 |
1,016.40 |
1,010.31 |
991.32 |
|
R2 |
998.59 |
998.59 |
989.69 |
|
R1 |
992.50 |
992.50 |
988.05 |
995.55 |
PP |
980.78 |
980.78 |
980.78 |
982.30 |
S1 |
974.69 |
974.69 |
984.79 |
977.74 |
S2 |
962.97 |
962.97 |
983.15 |
|
S3 |
945.16 |
956.88 |
981.52 |
|
S4 |
927.35 |
939.07 |
976.62 |
|
|
Weekly Pivots for week ending 20-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,066.53 |
1,053.28 |
997.53 |
|
R3 |
1,037.22 |
1,023.97 |
989.47 |
|
R2 |
1,007.91 |
1,007.91 |
986.78 |
|
R1 |
994.66 |
994.66 |
984.10 |
1,001.29 |
PP |
978.60 |
978.60 |
978.60 |
981.91 |
S1 |
965.35 |
965.35 |
978.72 |
971.98 |
S2 |
949.29 |
949.29 |
976.04 |
|
S3 |
919.98 |
936.04 |
973.35 |
|
S4 |
890.67 |
906.73 |
965.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
989.37 |
968.52 |
20.85 |
2.1% |
16.47 |
1.7% |
86% |
False |
False |
|
10 |
991.85 |
931.43 |
60.42 |
6.1% |
17.71 |
1.8% |
91% |
False |
False |
|
20 |
991.85 |
917.34 |
74.51 |
7.6% |
18.37 |
1.9% |
93% |
False |
False |
|
40 |
991.85 |
829.39 |
162.46 |
16.5% |
19.47 |
2.0% |
97% |
False |
False |
|
60 |
991.85 |
779.17 |
212.68 |
21.6% |
20.12 |
2.0% |
97% |
False |
False |
|
80 |
991.85 |
779.17 |
212.68 |
21.6% |
19.96 |
2.0% |
97% |
False |
False |
|
100 |
991.85 |
779.17 |
212.68 |
21.6% |
19.97 |
2.0% |
97% |
False |
False |
|
120 |
991.85 |
779.17 |
212.68 |
21.6% |
20.04 |
2.0% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,062.55 |
2.618 |
1,033.49 |
1.618 |
1,015.68 |
1.000 |
1,004.67 |
0.618 |
997.87 |
HIGH |
986.86 |
0.618 |
980.06 |
0.500 |
977.96 |
0.382 |
975.85 |
LOW |
969.05 |
0.618 |
958.04 |
1.000 |
951.24 |
1.618 |
940.23 |
2.618 |
922.42 |
4.250 |
893.36 |
|
|
Fisher Pivots for day following 24-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
983.60 |
983.91 |
PP |
980.78 |
981.40 |
S1 |
977.96 |
978.89 |
|