Trading Metrics calculated at close of trading on 09-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-1997 |
09-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,305.29 |
7,435.78 |
130.49 |
1.8% |
7,331.04 |
High |
7,473.98 |
7,548.52 |
74.54 |
1.0% |
7,473.98 |
Low |
7,290.26 |
7,412.44 |
122.18 |
1.7% |
7,214.29 |
Close |
7,435.78 |
7,478.50 |
42.72 |
0.6% |
7,435.78 |
Range |
183.72 |
136.08 |
-47.64 |
-25.9% |
259.69 |
ATR |
156.20 |
154.76 |
-1.44 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,888.06 |
7,819.36 |
7,553.34 |
|
R3 |
7,751.98 |
7,683.28 |
7,515.92 |
|
R2 |
7,615.90 |
7,615.90 |
7,503.45 |
|
R1 |
7,547.20 |
7,547.20 |
7,490.97 |
7,581.55 |
PP |
7,479.82 |
7,479.82 |
7,479.82 |
7,497.00 |
S1 |
7,411.12 |
7,411.12 |
7,466.03 |
7,445.47 |
S2 |
7,343.74 |
7,343.74 |
7,453.55 |
|
S3 |
7,207.66 |
7,275.04 |
7,441.08 |
|
S4 |
7,071.58 |
7,138.96 |
7,403.66 |
|
|
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 |
7,548.52 |
7,214.29 |
334.23 |
4.5% |
149.29 |
2.0% |
79% |
True |
False |
|
10 |
7,548.52 |
7,203.99 |
344.53 |
4.6% |
148.73 |
2.0% |
80% |
True |
False |
|
20 |
7,548.52 |
7,123.38 |
425.14 |
5.7% |
150.23 |
2.0% |
84% |
True |
False |
|
40 |
7,548.52 |
6,315.84 |
1,232.68 |
16.5% |
160.98 |
2.2% |
94% |
True |
False |
|
60 |
7,548.52 |
6,315.84 |
1,232.68 |
16.5% |
162.12 |
2.2% |
94% |
True |
False |
|
80 |
7,548.52 |
6,315.84 |
1,232.68 |
16.5% |
158.10 |
2.1% |
94% |
True |
False |
|
100 |
7,548.52 |
6,315.84 |
1,232.68 |
16.5% |
156.63 |
2.1% |
94% |
True |
False |
|
120 |
7,548.52 |
6,206.83 |
1,341.69 |
17.9% |
153.20 |
2.0% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,126.86 |
2.618 |
7,904.78 |
1.618 |
7,768.70 |
1.000 |
7,684.60 |
0.618 |
7,632.62 |
HIGH |
7,548.52 |
0.618 |
7,496.54 |
0.500 |
7,480.48 |
0.382 |
7,464.42 |
LOW |
7,412.44 |
0.618 |
7,328.34 |
1.000 |
7,276.36 |
1.618 |
7,192.26 |
2.618 |
7,056.18 |
4.250 |
6,834.10 |
|
|
Fisher Pivots for day following 09-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,480.48 |
7,450.64 |
PP |
7,479.82 |
7,422.78 |
S1 |
7,479.16 |
7,394.93 |
|