Trading Metrics calculated at close of trading on 12-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-1997 |
12-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,539.27 |
7,575.83 |
36.56 |
0.5% |
7,331.04 |
High |
7,633.96 |
7,741.42 |
107.46 |
1.4% |
7,473.98 |
Low |
7,476.29 |
7,569.66 |
93.37 |
1.2% |
7,214.29 |
Close |
7,575.83 |
7,711.47 |
135.64 |
1.8% |
7,435.78 |
Range |
157.67 |
171.76 |
14.09 |
8.9% |
259.69 |
ATR |
154.02 |
155.29 |
1.27 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,189.46 |
8,122.23 |
7,805.94 |
|
R3 |
8,017.70 |
7,950.47 |
7,758.70 |
|
R2 |
7,845.94 |
7,845.94 |
7,742.96 |
|
R1 |
7,778.71 |
7,778.71 |
7,727.21 |
7,812.33 |
PP |
7,674.18 |
7,674.18 |
7,674.18 |
7,690.99 |
S1 |
7,606.95 |
7,606.95 |
7,695.73 |
7,640.57 |
S2 |
7,502.42 |
7,502.42 |
7,679.98 |
|
S3 |
7,330.66 |
7,435.19 |
7,664.24 |
|
S4 |
7,158.90 |
7,263.43 |
7,617.00 |
|
|
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 |
7,741.42 |
7,290.26 |
451.16 |
5.9% |
157.94 |
2.0% |
93% |
True |
False |
|
10 |
7,741.42 |
7,203.99 |
537.43 |
7.0% |
153.75 |
2.0% |
94% |
True |
False |
|
20 |
7,741.42 |
7,123.38 |
618.04 |
8.0% |
151.52 |
2.0% |
95% |
True |
False |
|
40 |
7,741.42 |
6,594.38 |
1,147.04 |
14.9% |
159.17 |
2.1% |
97% |
True |
False |
|
60 |
7,741.42 |
6,315.84 |
1,425.58 |
18.5% |
161.87 |
2.1% |
98% |
True |
False |
|
80 |
7,741.42 |
6,315.84 |
1,425.58 |
18.5% |
158.64 |
2.1% |
98% |
True |
False |
|
100 |
7,741.42 |
6,315.84 |
1,425.58 |
18.5% |
157.55 |
2.0% |
98% |
True |
False |
|
120 |
7,741.42 |
6,315.84 |
1,425.58 |
18.5% |
153.60 |
2.0% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,471.40 |
2.618 |
8,191.09 |
1.618 |
8,019.33 |
1.000 |
7,913.18 |
0.618 |
7,847.57 |
HIGH |
7,741.42 |
0.618 |
7,675.81 |
0.500 |
7,655.54 |
0.382 |
7,635.27 |
LOW |
7,569.66 |
0.618 |
7,463.51 |
1.000 |
7,397.90 |
1.618 |
7,291.75 |
2.618 |
7,119.99 |
4.250 |
6,839.68 |
|
|
Fisher Pivots for day following 12-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,692.83 |
7,674.40 |
PP |
7,674.18 |
7,637.34 |
S1 |
7,655.54 |
7,600.27 |
|