Trading Metrics calculated at close of trading on 26-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-1997 |
26-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
986.42 |
979.22 |
-7.20 |
-0.7% |
964.40 |
High |
993.16 |
981.39 |
-11.77 |
-1.2% |
991.85 |
Low |
970.58 |
965.95 |
-4.63 |
-0.5% |
962.54 |
Close |
979.22 |
967.34 |
-11.88 |
-1.2% |
981.41 |
Range |
22.58 |
15.44 |
-7.14 |
-31.6% |
29.31 |
ATR |
18.81 |
18.57 |
-0.24 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,017.88 |
1,008.05 |
975.83 |
|
R3 |
1,002.44 |
992.61 |
971.59 |
|
R2 |
987.00 |
987.00 |
970.17 |
|
R1 |
977.17 |
977.17 |
968.76 |
974.37 |
PP |
971.56 |
971.56 |
971.56 |
970.16 |
S1 |
961.73 |
961.73 |
965.92 |
958.93 |
S2 |
956.12 |
956.12 |
964.51 |
|
S3 |
940.68 |
946.29 |
963.09 |
|
S4 |
925.24 |
930.85 |
958.85 |
|
|
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 |
993.16 |
965.95 |
27.21 |
2.8% |
16.93 |
1.7% |
5% |
False |
True |
|
10 |
993.16 |
949.29 |
43.87 |
4.5% |
17.73 |
1.8% |
41% |
False |
False |
|
20 |
993.16 |
917.34 |
75.82 |
7.8% |
18.78 |
1.9% |
66% |
False |
False |
|
40 |
993.16 |
872.59 |
120.57 |
12.5% |
19.07 |
2.0% |
79% |
False |
False |
|
60 |
993.16 |
779.17 |
213.99 |
22.1% |
19.81 |
2.0% |
88% |
False |
False |
|
80 |
993.16 |
779.17 |
213.99 |
22.1% |
20.11 |
2.1% |
88% |
False |
False |
|
100 |
993.16 |
779.17 |
213.99 |
22.1% |
20.07 |
2.1% |
88% |
False |
False |
|
120 |
993.16 |
779.17 |
213.99 |
22.1% |
19.97 |
2.1% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,047.01 |
2.618 |
1,021.81 |
1.618 |
1,006.37 |
1.000 |
996.83 |
0.618 |
990.93 |
HIGH |
981.39 |
0.618 |
975.49 |
0.500 |
973.67 |
0.382 |
971.85 |
LOW |
965.95 |
0.618 |
956.41 |
1.000 |
950.51 |
1.618 |
940.97 |
2.618 |
925.53 |
4.250 |
900.33 |
|
|
Fisher Pivots for day following 26-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
973.67 |
979.56 |
PP |
971.56 |
975.48 |
S1 |
969.45 |
971.41 |
|