Trading Metrics calculated at close of trading on 27-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-1997 |
27-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
979.22 |
967.34 |
-11.88 |
-1.2% |
981.41 |
High |
981.39 |
976.58 |
-4.81 |
-0.5% |
993.16 |
Low |
965.95 |
961.67 |
-4.28 |
-0.4% |
961.67 |
Close |
967.34 |
963.01 |
-4.33 |
-0.4% |
963.01 |
Range |
15.44 |
14.91 |
-0.53 |
-3.4% |
31.49 |
ATR |
18.57 |
18.31 |
-0.26 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,011.82 |
1,002.32 |
971.21 |
|
R3 |
996.91 |
987.41 |
967.11 |
|
R2 |
982.00 |
982.00 |
965.74 |
|
R1 |
972.50 |
972.50 |
964.38 |
969.80 |
PP |
967.09 |
967.09 |
967.09 |
965.73 |
S1 |
957.59 |
957.59 |
961.64 |
954.89 |
S2 |
952.18 |
952.18 |
960.28 |
|
S3 |
937.27 |
942.68 |
958.91 |
|
S4 |
922.36 |
927.77 |
954.81 |
|
|
Weekly Pivots for week ending 27-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,067.08 |
1,046.54 |
980.33 |
|
R3 |
1,035.59 |
1,015.05 |
971.67 |
|
R2 |
1,004.10 |
1,004.10 |
968.78 |
|
R1 |
983.56 |
983.56 |
965.90 |
978.09 |
PP |
972.61 |
972.61 |
972.61 |
969.88 |
S1 |
952.07 |
952.07 |
960.12 |
946.60 |
S2 |
941.12 |
941.12 |
957.24 |
|
S3 |
909.63 |
920.58 |
954.35 |
|
S4 |
878.14 |
889.09 |
945.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
993.16 |
961.67 |
31.49 |
3.3% |
17.89 |
1.9% |
4% |
False |
True |
|
10 |
993.16 |
961.67 |
31.49 |
3.3% |
17.03 |
1.8% |
4% |
False |
True |
|
20 |
993.16 |
917.34 |
75.82 |
7.9% |
18.43 |
1.9% |
60% |
False |
False |
|
40 |
993.16 |
882.12 |
111.04 |
11.5% |
19.10 |
2.0% |
73% |
False |
False |
|
60 |
993.16 |
785.08 |
208.08 |
21.6% |
19.63 |
2.0% |
86% |
False |
False |
|
80 |
993.16 |
779.17 |
213.99 |
22.2% |
20.17 |
2.1% |
86% |
False |
False |
|
100 |
993.16 |
779.17 |
213.99 |
22.2% |
20.06 |
2.1% |
86% |
False |
False |
|
120 |
993.16 |
779.17 |
213.99 |
22.2% |
19.95 |
2.1% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,039.95 |
2.618 |
1,015.61 |
1.618 |
1,000.70 |
1.000 |
991.49 |
0.618 |
985.79 |
HIGH |
976.58 |
0.618 |
970.88 |
0.500 |
969.13 |
0.382 |
967.37 |
LOW |
961.67 |
0.618 |
952.46 |
1.000 |
946.76 |
1.618 |
937.55 |
2.618 |
922.64 |
4.250 |
898.30 |
|
|
Fisher Pivots for day following 27-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
969.13 |
977.42 |
PP |
967.09 |
972.61 |
S1 |
965.05 |
967.81 |
|