Trading Metrics calculated at close of trading on 30-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-1997 |
30-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
967.34 |
963.01 |
-4.33 |
-0.4% |
981.41 |
High |
976.58 |
967.89 |
-8.69 |
-0.9% |
993.16 |
Low |
961.67 |
955.43 |
-6.24 |
-0.6% |
961.67 |
Close |
963.01 |
957.30 |
-5.71 |
-0.6% |
963.01 |
Range |
14.91 |
12.46 |
-2.45 |
-16.4% |
31.49 |
ATR |
18.31 |
17.89 |
-0.42 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
997.59 |
989.90 |
964.15 |
|
R3 |
985.13 |
977.44 |
960.73 |
|
R2 |
972.67 |
972.67 |
959.58 |
|
R1 |
964.98 |
964.98 |
958.44 |
962.60 |
PP |
960.21 |
960.21 |
960.21 |
959.01 |
S1 |
952.52 |
952.52 |
956.16 |
950.14 |
S2 |
947.75 |
947.75 |
955.02 |
|
S3 |
935.29 |
940.06 |
953.87 |
|
S4 |
922.83 |
927.60 |
950.45 |
|
|
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 |
955.43 |
37.73 |
3.9% |
16.64 |
1.7% |
5% |
False |
True |
|
10 |
993.16 |
955.43 |
37.73 |
3.9% |
16.93 |
1.8% |
5% |
False |
True |
|
20 |
993.16 |
917.34 |
75.82 |
7.9% |
18.20 |
1.9% |
53% |
False |
False |
|
40 |
993.16 |
900.24 |
92.92 |
9.7% |
18.72 |
2.0% |
61% |
False |
False |
|
60 |
993.16 |
785.08 |
208.08 |
21.7% |
19.39 |
2.0% |
83% |
False |
False |
|
80 |
993.16 |
779.17 |
213.99 |
22.4% |
20.03 |
2.1% |
83% |
False |
False |
|
100 |
993.16 |
779.17 |
213.99 |
22.4% |
19.78 |
2.1% |
83% |
False |
False |
|
120 |
993.16 |
779.17 |
213.99 |
22.4% |
19.93 |
2.1% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,020.85 |
2.618 |
1,000.51 |
1.618 |
988.05 |
1.000 |
980.35 |
0.618 |
975.59 |
HIGH |
967.89 |
0.618 |
963.13 |
0.500 |
961.66 |
0.382 |
960.19 |
LOW |
955.43 |
0.618 |
947.73 |
1.000 |
942.97 |
1.618 |
935.27 |
2.618 |
922.81 |
4.250 |
902.48 |
|
|
Fisher Pivots for day following 30-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
961.66 |
968.41 |
PP |
960.21 |
964.71 |
S1 |
958.75 |
961.00 |
|