Trading Metrics calculated at close of trading on 03-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-1997 |
03-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,331.04 |
7,289.40 |
-41.64 |
-0.6% |
7,345.91 |
High |
7,383.84 |
7,379.98 |
-3.86 |
-0.1% |
7,430.20 |
Low |
7,244.76 |
7,225.02 |
-19.74 |
-0.3% |
7,203.99 |
Close |
7,289.40 |
7,312.15 |
22.75 |
0.3% |
7,331.04 |
Range |
139.08 |
154.96 |
15.88 |
11.4% |
226.21 |
ATR |
157.15 |
156.99 |
-0.16 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,770.60 |
7,696.33 |
7,397.38 |
|
R3 |
7,615.64 |
7,541.37 |
7,354.76 |
|
R2 |
7,460.68 |
7,460.68 |
7,340.56 |
|
R1 |
7,386.41 |
7,386.41 |
7,326.35 |
7,423.55 |
PP |
7,305.72 |
7,305.72 |
7,305.72 |
7,324.28 |
S1 |
7,231.45 |
7,231.45 |
7,297.95 |
7,268.59 |
S2 |
7,150.76 |
7,150.76 |
7,283.74 |
|
S3 |
6,995.80 |
7,076.49 |
7,269.54 |
|
S4 |
6,840.84 |
6,921.53 |
7,226.92 |
|
|
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% |
150.23 |
2.1% |
48% |
False |
False |
|
10 |
7,430.20 |
7,123.38 |
306.82 |
4.2% |
153.62 |
2.1% |
62% |
False |
False |
|
20 |
7,430.20 |
7,040.30 |
389.90 |
5.3% |
155.41 |
2.1% |
70% |
False |
False |
|
40 |
7,430.20 |
6,315.84 |
1,114.36 |
15.2% |
160.96 |
2.2% |
89% |
False |
False |
|
60 |
7,430.20 |
6,315.84 |
1,114.36 |
15.2% |
161.58 |
2.2% |
89% |
False |
False |
|
80 |
7,430.20 |
6,315.84 |
1,114.36 |
15.2% |
157.69 |
2.2% |
89% |
False |
False |
|
100 |
7,430.20 |
6,315.84 |
1,114.36 |
15.2% |
156.49 |
2.1% |
89% |
False |
False |
|
120 |
7,430.20 |
6,206.83 |
1,223.37 |
16.7% |
153.53 |
2.1% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,038.56 |
2.618 |
7,785.67 |
1.618 |
7,630.71 |
1.000 |
7,534.94 |
0.618 |
7,475.75 |
HIGH |
7,379.98 |
0.618 |
7,320.79 |
0.500 |
7,302.50 |
0.382 |
7,284.21 |
LOW |
7,225.02 |
0.618 |
7,129.25 |
1.000 |
7,070.06 |
1.618 |
6,974.29 |
2.618 |
6,819.33 |
4.250 |
6,566.44 |
|
|
Fisher Pivots for day following 03-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,308.93 |
7,306.43 |
PP |
7,305.72 |
7,300.71 |
S1 |
7,302.50 |
7,294.99 |
|