Trading Metrics calculated at close of trading on 10-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-1997 |
10-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
1,005.88 |
1,010.14 |
4.26 |
0.4% |
963.01 |
High |
1,019.18 |
1,013.37 |
-5.81 |
-0.6% |
990.53 |
Low |
1,005.68 |
995.87 |
-9.81 |
-1.0% |
947.78 |
Close |
1,010.14 |
1,010.04 |
-0.10 |
0.0% |
986.52 |
Range |
13.50 |
17.50 |
4.00 |
29.6% |
42.75 |
ATR |
17.00 |
17.04 |
0.04 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,058.93 |
1,051.98 |
1,019.67 |
|
R3 |
1,041.43 |
1,034.48 |
1,014.85 |
|
R2 |
1,023.93 |
1,023.93 |
1,013.25 |
|
R1 |
1,016.98 |
1,016.98 |
1,011.64 |
1,011.71 |
PP |
1,006.43 |
1,006.43 |
1,006.43 |
1,003.79 |
S1 |
999.48 |
999.48 |
1,008.44 |
994.21 |
S2 |
988.93 |
988.93 |
1,006.83 |
|
S3 |
971.43 |
981.98 |
1,005.23 |
|
S4 |
953.93 |
964.48 |
1,000.42 |
|
|
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 |
975.93 |
43.25 |
4.3% |
14.86 |
1.5% |
79% |
False |
False |
|
10 |
1,019.18 |
947.78 |
71.40 |
7.1% |
15.37 |
1.5% |
87% |
False |
False |
|
20 |
1,019.18 |
936.00 |
83.18 |
8.2% |
16.76 |
1.7% |
89% |
False |
False |
|
40 |
1,019.18 |
900.24 |
118.94 |
11.8% |
18.03 |
1.8% |
92% |
False |
False |
|
60 |
1,019.18 |
787.63 |
231.55 |
22.9% |
18.89 |
1.9% |
96% |
False |
False |
|
80 |
1,019.18 |
779.17 |
240.01 |
23.8% |
19.96 |
2.0% |
96% |
False |
False |
|
100 |
1,019.18 |
779.17 |
240.01 |
23.8% |
19.50 |
1.9% |
96% |
False |
False |
|
120 |
1,019.18 |
779.17 |
240.01 |
23.8% |
19.97 |
2.0% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,087.75 |
2.618 |
1,059.19 |
1.618 |
1,041.69 |
1.000 |
1,030.87 |
0.618 |
1,024.19 |
HIGH |
1,013.37 |
0.618 |
1,006.69 |
0.500 |
1,004.62 |
0.382 |
1,002.56 |
LOW |
995.87 |
0.618 |
985.06 |
1.000 |
978.37 |
1.618 |
967.56 |
2.618 |
950.06 |
4.250 |
921.50 |
|
|
Fisher Pivots for day following 10-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
1,008.23 |
1,008.22 |
PP |
1,006.43 |
1,006.40 |
S1 |
1,004.62 |
1,004.58 |
|