Trading Metrics calculated at close of trading on 02-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-1997 |
02-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,330.18 |
7,331.04 |
0.86 |
0.0% |
7,345.91 |
High |
7,385.98 |
7,383.84 |
-2.14 |
0.0% |
7,430.20 |
Low |
7,203.99 |
7,244.76 |
40.77 |
0.6% |
7,203.99 |
Close |
7,331.04 |
7,289.40 |
-41.64 |
-0.6% |
7,331.04 |
Range |
181.99 |
139.08 |
-42.91 |
-23.6% |
226.21 |
ATR |
158.54 |
157.15 |
-1.39 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,723.24 |
7,645.40 |
7,365.89 |
|
R3 |
7,584.16 |
7,506.32 |
7,327.65 |
|
R2 |
7,445.08 |
7,445.08 |
7,314.90 |
|
R1 |
7,367.24 |
7,367.24 |
7,302.15 |
7,336.62 |
PP |
7,306.00 |
7,306.00 |
7,306.00 |
7,290.69 |
S1 |
7,228.16 |
7,228.16 |
7,276.65 |
7,197.54 |
S2 |
7,166.92 |
7,166.92 |
7,263.90 |
|
S3 |
7,027.84 |
7,089.08 |
7,251.15 |
|
S4 |
6,888.76 |
6,950.00 |
7,212.91 |
|
|
Weekly Pivots for week ending 30-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,000.37 |
7,891.92 |
7,455.46 |
|
R3 |
7,774.16 |
7,665.71 |
7,393.25 |
|
R2 |
7,547.95 |
7,547.95 |
7,372.51 |
|
R1 |
7,439.50 |
7,439.50 |
7,351.78 |
7,380.62 |
PP |
7,321.74 |
7,321.74 |
7,321.74 |
7,292.31 |
S1 |
7,213.29 |
7,213.29 |
7,310.30 |
7,154.41 |
S2 |
7,095.53 |
7,095.53 |
7,289.57 |
|
S3 |
6,869.32 |
6,987.08 |
7,268.83 |
|
S4 |
6,643.11 |
6,760.87 |
7,206.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,430.20 |
7,203.99 |
226.21 |
3.1% |
148.17 |
2.0% |
38% |
False |
False |
|
10 |
7,430.20 |
7,123.38 |
306.82 |
4.2% |
151.48 |
2.1% |
54% |
False |
False |
|
20 |
7,430.20 |
7,029.46 |
400.74 |
5.5% |
157.80 |
2.2% |
65% |
False |
False |
|
40 |
7,430.20 |
6,315.84 |
1,114.36 |
15.3% |
160.34 |
2.2% |
87% |
False |
False |
|
60 |
7,430.20 |
6,315.84 |
1,114.36 |
15.3% |
161.00 |
2.2% |
87% |
False |
False |
|
80 |
7,430.20 |
6,315.84 |
1,114.36 |
15.3% |
157.48 |
2.2% |
87% |
False |
False |
|
100 |
7,430.20 |
6,315.84 |
1,114.36 |
15.3% |
156.51 |
2.1% |
87% |
False |
False |
|
120 |
7,430.20 |
6,206.83 |
1,223.37 |
16.8% |
153.23 |
2.1% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,974.93 |
2.618 |
7,747.95 |
1.618 |
7,608.87 |
1.000 |
7,522.92 |
0.618 |
7,469.79 |
HIGH |
7,383.84 |
0.618 |
7,330.71 |
0.500 |
7,314.30 |
0.382 |
7,297.89 |
LOW |
7,244.76 |
0.618 |
7,158.81 |
1.000 |
7,105.68 |
1.618 |
7,019.73 |
2.618 |
6,880.65 |
4.250 |
6,653.67 |
|
|
Fisher Pivots for day following 02-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,314.30 |
7,304.22 |
PP |
7,306.00 |
7,299.28 |
S1 |
7,297.70 |
7,294.34 |
|