Trading Metrics calculated at close of trading on 03-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-1997 |
03-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
953.44 |
975.93 |
22.49 |
2.4% |
981.41 |
High |
976.05 |
990.53 |
14.48 |
1.5% |
993.16 |
Low |
953.44 |
975.93 |
22.49 |
2.4% |
961.67 |
Close |
975.93 |
986.52 |
10.59 |
1.1% |
963.01 |
Range |
22.61 |
14.60 |
-8.01 |
-35.4% |
31.49 |
ATR |
17.97 |
17.73 |
-0.24 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,028.13 |
1,021.92 |
994.55 |
|
R3 |
1,013.53 |
1,007.32 |
990.54 |
|
R2 |
998.93 |
998.93 |
989.20 |
|
R1 |
992.72 |
992.72 |
987.86 |
995.83 |
PP |
984.33 |
984.33 |
984.33 |
985.88 |
S1 |
978.12 |
978.12 |
985.18 |
981.23 |
S2 |
969.73 |
969.73 |
983.84 |
|
S3 |
955.13 |
963.52 |
982.51 |
|
S4 |
940.53 |
948.92 |
978.49 |
|
|
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 |
990.53 |
947.78 |
42.75 |
4.3% |
15.71 |
1.6% |
91% |
True |
False |
|
10 |
993.16 |
947.78 |
45.38 |
4.6% |
16.32 |
1.7% |
85% |
False |
False |
|
20 |
993.16 |
926.98 |
66.18 |
6.7% |
17.38 |
1.8% |
90% |
False |
False |
|
40 |
993.16 |
900.24 |
92.92 |
9.4% |
18.29 |
1.9% |
93% |
False |
False |
|
60 |
993.16 |
785.08 |
208.08 |
21.1% |
19.36 |
2.0% |
97% |
False |
False |
|
80 |
993.16 |
779.17 |
213.99 |
21.7% |
19.97 |
2.0% |
97% |
False |
False |
|
100 |
993.16 |
779.17 |
213.99 |
21.7% |
19.68 |
2.0% |
97% |
False |
False |
|
120 |
993.16 |
779.17 |
213.99 |
21.7% |
20.06 |
2.0% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,052.58 |
2.618 |
1,028.75 |
1.618 |
1,014.15 |
1.000 |
1,005.13 |
0.618 |
999.55 |
HIGH |
990.53 |
0.618 |
984.95 |
0.500 |
983.23 |
0.382 |
981.51 |
LOW |
975.93 |
0.618 |
966.91 |
1.000 |
961.33 |
1.618 |
952.31 |
2.618 |
937.71 |
4.250 |
913.88 |
|
|
Fisher Pivots for day following 03-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
985.42 |
980.73 |
PP |
984.33 |
974.94 |
S1 |
983.23 |
969.16 |
|