Trading Metrics calculated at close of trading on 05-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-1997 |
05-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,312.15 |
7,269.66 |
-42.49 |
-0.6% |
7,345.91 |
High |
7,350.36 |
7,376.97 |
26.61 |
0.4% |
7,430.20 |
Low |
7,214.29 |
7,241.33 |
27.04 |
0.4% |
7,203.99 |
Close |
7,269.66 |
7,305.29 |
35.63 |
0.5% |
7,331.04 |
Range |
136.07 |
135.64 |
-0.43 |
-0.3% |
226.21 |
ATR |
155.50 |
154.08 |
-1.42 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,714.78 |
7,645.68 |
7,379.89 |
|
R3 |
7,579.14 |
7,510.04 |
7,342.59 |
|
R2 |
7,443.50 |
7,443.50 |
7,330.16 |
|
R1 |
7,374.40 |
7,374.40 |
7,317.72 |
7,408.95 |
PP |
7,307.86 |
7,307.86 |
7,307.86 |
7,325.14 |
S1 |
7,238.76 |
7,238.76 |
7,292.86 |
7,273.31 |
S2 |
7,172.22 |
7,172.22 |
7,280.42 |
|
S3 |
7,036.58 |
7,103.12 |
7,267.99 |
|
S4 |
6,900.94 |
6,967.48 |
7,230.69 |
|
|
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 |
7,385.98 |
7,203.99 |
181.99 |
2.5% |
149.55 |
2.0% |
56% |
False |
False |
|
10 |
7,430.20 |
7,203.99 |
226.21 |
3.1% |
142.84 |
2.0% |
45% |
False |
False |
|
20 |
7,430.20 |
7,040.30 |
389.90 |
5.3% |
151.88 |
2.1% |
68% |
False |
False |
|
40 |
7,430.20 |
6,315.84 |
1,114.36 |
15.3% |
160.54 |
2.2% |
89% |
False |
False |
|
60 |
7,430.20 |
6,315.84 |
1,114.36 |
15.3% |
161.69 |
2.2% |
89% |
False |
False |
|
80 |
7,430.20 |
6,315.84 |
1,114.36 |
15.3% |
157.39 |
2.2% |
89% |
False |
False |
|
100 |
7,430.20 |
6,315.84 |
1,114.36 |
15.3% |
156.00 |
2.1% |
89% |
False |
False |
|
120 |
7,430.20 |
6,206.83 |
1,223.37 |
16.7% |
153.12 |
2.1% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,953.44 |
2.618 |
7,732.08 |
1.618 |
7,596.44 |
1.000 |
7,512.61 |
0.618 |
7,460.80 |
HIGH |
7,376.97 |
0.618 |
7,325.16 |
0.500 |
7,309.15 |
0.382 |
7,293.14 |
LOW |
7,241.33 |
0.618 |
7,157.50 |
1.000 |
7,105.69 |
1.618 |
7,021.86 |
2.618 |
6,886.22 |
4.250 |
6,664.86 |
|
|
Fisher Pivots for day following 05-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,309.15 |
7,302.57 |
PP |
7,307.86 |
7,299.85 |
S1 |
7,306.58 |
7,297.14 |
|