Trading Metrics calculated at close of trading on 11-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-1997 |
11-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,478.50 |
7,539.27 |
60.77 |
0.8% |
7,331.04 |
High |
7,599.61 |
7,633.96 |
34.35 |
0.5% |
7,473.98 |
Low |
7,459.12 |
7,476.29 |
17.17 |
0.2% |
7,214.29 |
Close |
7,539.27 |
7,575.83 |
36.56 |
0.5% |
7,435.78 |
Range |
140.49 |
157.67 |
17.18 |
12.2% |
259.69 |
ATR |
153.74 |
154.02 |
0.28 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,035.04 |
7,963.10 |
7,662.55 |
|
R3 |
7,877.37 |
7,805.43 |
7,619.19 |
|
R2 |
7,719.70 |
7,719.70 |
7,604.74 |
|
R1 |
7,647.76 |
7,647.76 |
7,590.28 |
7,683.73 |
PP |
7,562.03 |
7,562.03 |
7,562.03 |
7,580.01 |
S1 |
7,490.09 |
7,490.09 |
7,561.38 |
7,526.06 |
S2 |
7,404.36 |
7,404.36 |
7,546.92 |
|
S3 |
7,246.69 |
7,332.42 |
7,532.47 |
|
S4 |
7,089.02 |
7,174.75 |
7,489.11 |
|
|
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 |
7,633.96 |
7,241.33 |
392.63 |
5.2% |
150.72 |
2.0% |
85% |
True |
False |
|
10 |
7,633.96 |
7,203.99 |
429.97 |
5.7% |
149.79 |
2.0% |
86% |
True |
False |
|
20 |
7,633.96 |
7,123.38 |
510.58 |
6.7% |
150.10 |
2.0% |
89% |
True |
False |
|
40 |
7,633.96 |
6,506.08 |
1,127.88 |
14.9% |
159.94 |
2.1% |
95% |
True |
False |
|
60 |
7,633.96 |
6,315.84 |
1,318.12 |
17.4% |
161.61 |
2.1% |
96% |
True |
False |
|
80 |
7,633.96 |
6,315.84 |
1,318.12 |
17.4% |
158.22 |
2.1% |
96% |
True |
False |
|
100 |
7,633.96 |
6,315.84 |
1,318.12 |
17.4% |
157.00 |
2.1% |
96% |
True |
False |
|
120 |
7,633.96 |
6,315.84 |
1,318.12 |
17.4% |
153.40 |
2.0% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,304.06 |
2.618 |
8,046.74 |
1.618 |
7,889.07 |
1.000 |
7,791.63 |
0.618 |
7,731.40 |
HIGH |
7,633.96 |
0.618 |
7,573.73 |
0.500 |
7,555.13 |
0.382 |
7,536.52 |
LOW |
7,476.29 |
0.618 |
7,378.85 |
1.000 |
7,318.62 |
1.618 |
7,221.18 |
2.618 |
7,063.51 |
4.250 |
6,806.19 |
|
|
Fisher Pivots for day following 11-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,568.93 |
7,558.29 |
PP |
7,562.03 |
7,540.74 |
S1 |
7,555.13 |
7,523.20 |
|