Trading Metrics calculated at close of trading on 09-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-1997 |
09-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
1,005.88 |
1,005.88 |
0.00 |
0.0% |
963.01 |
High |
1,005.88 |
1,019.18 |
13.30 |
1.3% |
990.53 |
Low |
989.97 |
1,005.68 |
15.71 |
1.6% |
947.78 |
Close |
1,005.88 |
1,010.14 |
4.26 |
0.4% |
986.52 |
Range |
15.91 |
13.50 |
-2.41 |
-15.1% |
42.75 |
ATR |
17.27 |
17.00 |
-0.27 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,052.17 |
1,044.65 |
1,017.57 |
|
R3 |
1,038.67 |
1,031.15 |
1,013.85 |
|
R2 |
1,025.17 |
1,025.17 |
1,012.62 |
|
R1 |
1,017.65 |
1,017.65 |
1,011.38 |
1,021.41 |
PP |
1,011.67 |
1,011.67 |
1,011.67 |
1,013.55 |
S1 |
1,004.15 |
1,004.15 |
1,008.90 |
1,007.91 |
S2 |
998.17 |
998.17 |
1,007.67 |
|
S3 |
984.67 |
990.65 |
1,006.43 |
|
S4 |
971.17 |
977.15 |
1,002.72 |
|
|
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 |
1,019.18 |
953.44 |
65.74 |
6.5% |
15.88 |
1.6% |
86% |
True |
False |
|
10 |
1,019.18 |
947.78 |
71.40 |
7.1% |
15.88 |
1.6% |
87% |
True |
False |
|
20 |
1,019.18 |
931.43 |
87.75 |
8.7% |
16.79 |
1.7% |
90% |
True |
False |
|
40 |
1,019.18 |
900.24 |
118.94 |
11.8% |
18.01 |
1.8% |
92% |
True |
False |
|
60 |
1,019.18 |
787.63 |
231.55 |
22.9% |
19.05 |
1.9% |
96% |
True |
False |
|
80 |
1,019.18 |
779.17 |
240.01 |
23.8% |
20.02 |
2.0% |
96% |
True |
False |
|
100 |
1,019.18 |
779.17 |
240.01 |
23.8% |
19.44 |
1.9% |
96% |
True |
False |
|
120 |
1,019.18 |
779.17 |
240.01 |
23.8% |
19.93 |
2.0% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,076.56 |
2.618 |
1,054.52 |
1.618 |
1,041.02 |
1.000 |
1,032.68 |
0.618 |
1,027.52 |
HIGH |
1,019.18 |
0.618 |
1,014.02 |
0.500 |
1,012.43 |
0.382 |
1,010.84 |
LOW |
1,005.68 |
0.618 |
997.34 |
1.000 |
992.18 |
1.618 |
983.84 |
2.618 |
970.34 |
4.250 |
948.31 |
|
|
Fisher Pivots for day following 09-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
1,012.43 |
1,007.71 |
PP |
1,011.67 |
1,005.28 |
S1 |
1,010.90 |
1,002.85 |
|