Trading Metrics calculated at close of trading on 17-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-1997 |
17-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,782.04 |
7,772.09 |
-9.95 |
-0.1% |
7,435.78 |
High |
7,829.99 |
7,834.97 |
4.98 |
0.1% |
7,845.82 |
Low |
7,712.37 |
7,680.71 |
-31.66 |
-0.4% |
7,412.44 |
Close |
7,772.09 |
7,760.78 |
-11.31 |
-0.1% |
7,782.04 |
Range |
117.62 |
154.26 |
36.64 |
31.2% |
433.38 |
ATR |
153.07 |
153.15 |
0.09 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,221.60 |
8,145.45 |
7,845.62 |
|
R3 |
8,067.34 |
7,991.19 |
7,803.20 |
|
R2 |
7,913.08 |
7,913.08 |
7,789.06 |
|
R1 |
7,836.93 |
7,836.93 |
7,774.92 |
7,797.88 |
PP |
7,758.82 |
7,758.82 |
7,758.82 |
7,739.29 |
S1 |
7,682.67 |
7,682.67 |
7,746.64 |
7,643.62 |
S2 |
7,604.56 |
7,604.56 |
7,732.50 |
|
S3 |
7,450.30 |
7,528.41 |
7,718.36 |
|
S4 |
7,296.04 |
7,374.15 |
7,675.94 |
|
|
Weekly Pivots for week ending 13-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,980.24 |
8,814.52 |
8,020.40 |
|
R3 |
8,546.86 |
8,381.14 |
7,901.22 |
|
R2 |
8,113.48 |
8,113.48 |
7,861.49 |
|
R1 |
7,947.76 |
7,947.76 |
7,821.77 |
8,030.62 |
PP |
7,680.10 |
7,680.10 |
7,680.10 |
7,721.53 |
S1 |
7,514.38 |
7,514.38 |
7,742.31 |
7,597.24 |
S2 |
7,246.72 |
7,246.72 |
7,702.59 |
|
S3 |
6,813.34 |
7,081.00 |
7,662.86 |
|
S4 |
6,379.96 |
6,647.62 |
7,543.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,845.82 |
7,476.29 |
369.53 |
4.8% |
152.74 |
2.0% |
77% |
False |
False |
|
10 |
7,845.82 |
7,214.29 |
631.53 |
8.1% |
149.57 |
1.9% |
87% |
False |
False |
|
20 |
7,845.82 |
7,123.38 |
722.44 |
9.3% |
151.60 |
2.0% |
88% |
False |
False |
|
40 |
7,845.82 |
6,628.50 |
1,217.32 |
15.7% |
158.60 |
2.0% |
93% |
False |
False |
|
60 |
7,845.82 |
6,315.84 |
1,529.98 |
19.7% |
161.87 |
2.1% |
94% |
False |
False |
|
80 |
7,845.82 |
6,315.84 |
1,529.98 |
19.7% |
159.17 |
2.1% |
94% |
False |
False |
|
100 |
7,845.82 |
6,315.84 |
1,529.98 |
19.7% |
156.40 |
2.0% |
94% |
False |
False |
|
120 |
7,845.82 |
6,315.84 |
1,529.98 |
19.7% |
154.36 |
2.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,490.58 |
2.618 |
8,238.82 |
1.618 |
8,084.56 |
1.000 |
7,989.23 |
0.618 |
7,930.30 |
HIGH |
7,834.97 |
0.618 |
7,776.04 |
0.500 |
7,757.84 |
0.382 |
7,739.64 |
LOW |
7,680.71 |
0.618 |
7,585.38 |
1.000 |
7,526.45 |
1.618 |
7,431.12 |
2.618 |
7,276.86 |
4.250 |
7,025.11 |
|
|
Fisher Pivots for day following 17-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,759.80 |
7,763.27 |
PP |
7,758.82 |
7,762.44 |
S1 |
7,757.84 |
7,761.61 |
|