Trading Metrics calculated at close of trading on 10-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-1997 |
10-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,435.78 |
7,478.50 |
42.72 |
0.6% |
7,331.04 |
High |
7,548.52 |
7,599.61 |
51.09 |
0.7% |
7,473.98 |
Low |
7,412.44 |
7,459.12 |
46.68 |
0.6% |
7,214.29 |
Close |
7,478.50 |
7,539.27 |
60.77 |
0.8% |
7,435.78 |
Range |
136.08 |
140.49 |
4.41 |
3.2% |
259.69 |
ATR |
154.76 |
153.74 |
-1.02 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,954.14 |
7,887.19 |
7,616.54 |
|
R3 |
7,813.65 |
7,746.70 |
7,577.90 |
|
R2 |
7,673.16 |
7,673.16 |
7,565.03 |
|
R1 |
7,606.21 |
7,606.21 |
7,552.15 |
7,639.69 |
PP |
7,532.67 |
7,532.67 |
7,532.67 |
7,549.40 |
S1 |
7,465.72 |
7,465.72 |
7,526.39 |
7,499.20 |
S2 |
7,392.18 |
7,392.18 |
7,513.51 |
|
S3 |
7,251.69 |
7,325.23 |
7,500.64 |
|
S4 |
7,111.20 |
7,184.74 |
7,462.00 |
|
|
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 |
7,599.61 |
7,214.29 |
385.32 |
5.1% |
146.40 |
1.9% |
84% |
True |
False |
|
10 |
7,599.61 |
7,203.99 |
395.62 |
5.2% |
148.32 |
2.0% |
85% |
True |
False |
|
20 |
7,599.61 |
7,123.38 |
476.23 |
6.3% |
149.20 |
2.0% |
87% |
True |
False |
|
40 |
7,599.61 |
6,457.92 |
1,141.69 |
15.1% |
160.20 |
2.1% |
95% |
True |
False |
|
60 |
7,599.61 |
6,315.84 |
1,283.77 |
17.0% |
162.05 |
2.1% |
95% |
True |
False |
|
80 |
7,599.61 |
6,315.84 |
1,283.77 |
17.0% |
157.98 |
2.1% |
95% |
True |
False |
|
100 |
7,599.61 |
6,315.84 |
1,283.77 |
17.0% |
156.74 |
2.1% |
95% |
True |
False |
|
120 |
7,599.61 |
6,272.96 |
1,326.65 |
17.6% |
153.14 |
2.0% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,196.69 |
2.618 |
7,967.41 |
1.618 |
7,826.92 |
1.000 |
7,740.10 |
0.618 |
7,686.43 |
HIGH |
7,599.61 |
0.618 |
7,545.94 |
0.500 |
7,529.37 |
0.382 |
7,512.79 |
LOW |
7,459.12 |
0.618 |
7,372.30 |
1.000 |
7,318.63 |
1.618 |
7,231.81 |
2.618 |
7,091.32 |
4.250 |
6,862.04 |
|
|
Fisher Pivots for day following 10-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,535.97 |
7,507.83 |
PP |
7,532.67 |
7,476.38 |
S1 |
7,529.37 |
7,444.94 |
|