Trading Metrics calculated at close of trading on 08-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-1997 |
08-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
986.52 |
1,005.88 |
19.36 |
2.0% |
963.01 |
High |
999.32 |
1,005.88 |
6.56 |
0.7% |
990.53 |
Low |
986.52 |
989.97 |
3.45 |
0.3% |
947.78 |
Close |
991.04 |
1,005.88 |
14.84 |
1.5% |
986.52 |
Range |
12.80 |
15.91 |
3.11 |
24.3% |
42.75 |
ATR |
17.37 |
17.27 |
-0.10 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,048.31 |
1,043.00 |
1,014.63 |
|
R3 |
1,032.40 |
1,027.09 |
1,010.26 |
|
R2 |
1,016.49 |
1,016.49 |
1,008.80 |
|
R1 |
1,011.18 |
1,011.18 |
1,007.34 |
1,013.84 |
PP |
1,000.58 |
1,000.58 |
1,000.58 |
1,001.90 |
S1 |
995.27 |
995.27 |
1,004.42 |
997.93 |
S2 |
984.67 |
984.67 |
1,002.96 |
|
S3 |
968.76 |
979.36 |
1,001.50 |
|
S4 |
952.85 |
963.45 |
997.13 |
|
|
Weekly Pivots for week ending 04-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,103.19 |
1,087.61 |
1,010.03 |
|
R3 |
1,060.44 |
1,044.86 |
998.28 |
|
R2 |
1,017.69 |
1,017.69 |
994.36 |
|
R1 |
1,002.11 |
1,002.11 |
990.44 |
1,009.90 |
PP |
974.94 |
974.94 |
974.94 |
978.84 |
S1 |
959.36 |
959.36 |
982.60 |
967.15 |
S2 |
932.19 |
932.19 |
978.68 |
|
S3 |
889.44 |
916.61 |
974.76 |
|
S4 |
846.69 |
873.86 |
963.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,005.88 |
947.78 |
58.10 |
5.8% |
15.98 |
1.6% |
100% |
True |
False |
|
10 |
1,005.88 |
947.78 |
58.10 |
5.8% |
16.31 |
1.6% |
100% |
True |
False |
|
20 |
1,005.88 |
931.43 |
74.45 |
7.4% |
17.12 |
1.7% |
100% |
True |
False |
|
40 |
1,005.88 |
900.24 |
105.64 |
10.5% |
17.92 |
1.8% |
100% |
True |
False |
|
60 |
1,005.88 |
785.08 |
220.80 |
22.0% |
19.19 |
1.9% |
100% |
True |
False |
|
80 |
1,005.88 |
779.17 |
226.71 |
22.5% |
20.00 |
2.0% |
100% |
True |
False |
|
100 |
1,005.88 |
779.17 |
226.71 |
22.5% |
19.43 |
1.9% |
100% |
True |
False |
|
120 |
1,005.88 |
779.17 |
226.71 |
22.5% |
19.95 |
2.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,073.50 |
2.618 |
1,047.53 |
1.618 |
1,031.62 |
1.000 |
1,021.79 |
0.618 |
1,015.71 |
HIGH |
1,005.88 |
0.618 |
999.80 |
0.500 |
997.93 |
0.382 |
996.05 |
LOW |
989.97 |
0.618 |
980.14 |
1.000 |
974.06 |
1.618 |
964.23 |
2.618 |
948.32 |
4.250 |
922.35 |
|
|
Fisher Pivots for day following 08-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
1,003.23 |
1,000.89 |
PP |
1,000.58 |
995.90 |
S1 |
997.93 |
990.91 |
|