Trading Metrics calculated at close of trading on 04-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-1997 |
04-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,289.40 |
7,312.15 |
22.75 |
0.3% |
7,345.91 |
High |
7,379.98 |
7,350.36 |
-29.62 |
-0.4% |
7,430.20 |
Low |
7,225.02 |
7,214.29 |
-10.73 |
-0.1% |
7,203.99 |
Close |
7,312.15 |
7,269.66 |
-42.49 |
-0.6% |
7,331.04 |
Range |
154.96 |
136.07 |
-18.89 |
-12.2% |
226.21 |
ATR |
156.99 |
155.50 |
-1.49 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,686.31 |
7,614.06 |
7,344.50 |
|
R3 |
7,550.24 |
7,477.99 |
7,307.08 |
|
R2 |
7,414.17 |
7,414.17 |
7,294.61 |
|
R1 |
7,341.92 |
7,341.92 |
7,282.13 |
7,310.01 |
PP |
7,278.10 |
7,278.10 |
7,278.10 |
7,262.15 |
S1 |
7,205.85 |
7,205.85 |
7,257.19 |
7,173.94 |
S2 |
7,142.03 |
7,142.03 |
7,244.71 |
|
S3 |
7,005.96 |
7,069.78 |
7,232.24 |
|
S4 |
6,869.89 |
6,933.71 |
7,194.82 |
|
|
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 |
7,404.44 |
7,203.99 |
200.45 |
2.8% |
148.86 |
2.0% |
33% |
False |
False |
|
10 |
7,430.20 |
7,203.99 |
226.21 |
3.1% |
145.92 |
2.0% |
29% |
False |
False |
|
20 |
7,430.20 |
7,040.30 |
389.90 |
5.4% |
154.19 |
2.1% |
59% |
False |
False |
|
40 |
7,430.20 |
6,315.84 |
1,114.36 |
15.3% |
160.68 |
2.2% |
86% |
False |
False |
|
60 |
7,430.20 |
6,315.84 |
1,114.36 |
15.3% |
161.63 |
2.2% |
86% |
False |
False |
|
80 |
7,430.20 |
6,315.84 |
1,114.36 |
15.3% |
157.41 |
2.2% |
86% |
False |
False |
|
100 |
7,430.20 |
6,315.84 |
1,114.36 |
15.3% |
155.90 |
2.1% |
86% |
False |
False |
|
120 |
7,430.20 |
6,206.83 |
1,223.37 |
16.8% |
153.50 |
2.1% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,928.66 |
2.618 |
7,706.59 |
1.618 |
7,570.52 |
1.000 |
7,486.43 |
0.618 |
7,434.45 |
HIGH |
7,350.36 |
0.618 |
7,298.38 |
0.500 |
7,282.33 |
0.382 |
7,266.27 |
LOW |
7,214.29 |
0.618 |
7,130.20 |
1.000 |
7,078.22 |
1.618 |
6,994.13 |
2.618 |
6,858.06 |
4.250 |
6,635.99 |
|
|
Fisher Pivots for day following 04-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,282.33 |
7,299.07 |
PP |
7,278.10 |
7,289.26 |
S1 |
7,273.88 |
7,279.46 |
|