Trading Metrics calculated at close of trading on 06-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-1997 |
06-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,269.66 |
7,305.29 |
35.63 |
0.5% |
7,331.04 |
High |
7,376.97 |
7,473.98 |
97.01 |
1.3% |
7,473.98 |
Low |
7,241.33 |
7,290.26 |
48.93 |
0.7% |
7,214.29 |
Close |
7,305.29 |
7,435.78 |
130.49 |
1.8% |
7,435.78 |
Range |
135.64 |
183.72 |
48.08 |
35.4% |
259.69 |
ATR |
154.08 |
156.20 |
2.12 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,951.17 |
7,877.19 |
7,536.83 |
|
R3 |
7,767.45 |
7,693.47 |
7,486.30 |
|
R2 |
7,583.73 |
7,583.73 |
7,469.46 |
|
R1 |
7,509.75 |
7,509.75 |
7,452.62 |
7,546.74 |
PP |
7,400.01 |
7,400.01 |
7,400.01 |
7,418.50 |
S1 |
7,326.03 |
7,326.03 |
7,418.94 |
7,363.02 |
S2 |
7,216.29 |
7,216.29 |
7,402.10 |
|
S3 |
7,032.57 |
7,142.31 |
7,385.26 |
|
S4 |
6,848.85 |
6,958.59 |
7,334.73 |
|
|
Weekly Pivots for week ending 06-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,153.75 |
8,054.46 |
7,578.61 |
|
R3 |
7,894.06 |
7,794.77 |
7,507.19 |
|
R2 |
7,634.37 |
7,634.37 |
7,483.39 |
|
R1 |
7,535.08 |
7,535.08 |
7,459.58 |
7,584.73 |
PP |
7,374.68 |
7,374.68 |
7,374.68 |
7,399.51 |
S1 |
7,275.39 |
7,275.39 |
7,411.98 |
7,325.04 |
S2 |
7,114.99 |
7,114.99 |
7,388.17 |
|
S3 |
6,855.30 |
7,015.70 |
7,364.37 |
|
S4 |
6,595.61 |
6,756.01 |
7,292.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,473.98 |
7,214.29 |
259.69 |
3.5% |
149.89 |
2.0% |
85% |
True |
False |
|
10 |
7,473.98 |
7,203.99 |
269.99 |
3.6% |
147.32 |
2.0% |
86% |
True |
False |
|
20 |
7,473.98 |
7,079.63 |
394.35 |
5.3% |
151.23 |
2.0% |
90% |
True |
False |
|
40 |
7,473.98 |
6,315.84 |
1,158.14 |
15.6% |
161.85 |
2.2% |
97% |
True |
False |
|
60 |
7,473.98 |
6,315.84 |
1,158.14 |
15.6% |
162.70 |
2.2% |
97% |
True |
False |
|
80 |
7,473.98 |
6,315.84 |
1,158.14 |
15.6% |
158.06 |
2.1% |
97% |
True |
False |
|
100 |
7,473.98 |
6,315.84 |
1,158.14 |
15.6% |
156.58 |
2.1% |
97% |
True |
False |
|
120 |
7,473.98 |
6,206.83 |
1,267.15 |
17.0% |
153.40 |
2.1% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,254.79 |
2.618 |
7,954.96 |
1.618 |
7,771.24 |
1.000 |
7,657.70 |
0.618 |
7,587.52 |
HIGH |
7,473.98 |
0.618 |
7,403.80 |
0.500 |
7,382.12 |
0.382 |
7,360.44 |
LOW |
7,290.26 |
0.618 |
7,176.72 |
1.000 |
7,106.54 |
1.618 |
6,993.00 |
2.618 |
6,809.28 |
4.250 |
6,509.45 |
|
|
Fisher Pivots for day following 06-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,417.89 |
7,405.23 |
PP |
7,400.01 |
7,374.68 |
S1 |
7,382.12 |
7,344.14 |
|