Trading Metrics calculated at close of trading on 18-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-1997 |
18-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,772.09 |
7,760.78 |
-11.31 |
-0.1% |
7,435.78 |
High |
7,834.97 |
7,789.28 |
-45.69 |
-0.6% |
7,845.82 |
Low |
7,680.71 |
7,651.30 |
-29.41 |
-0.4% |
7,412.44 |
Close |
7,760.78 |
7,718.71 |
-42.07 |
-0.5% |
7,782.04 |
Range |
154.26 |
137.98 |
-16.28 |
-10.6% |
433.38 |
ATR |
153.15 |
152.07 |
-1.08 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,133.70 |
8,064.19 |
7,794.60 |
|
R3 |
7,995.72 |
7,926.21 |
7,756.65 |
|
R2 |
7,857.74 |
7,857.74 |
7,744.01 |
|
R1 |
7,788.23 |
7,788.23 |
7,731.36 |
7,754.00 |
PP |
7,719.76 |
7,719.76 |
7,719.76 |
7,702.65 |
S1 |
7,650.25 |
7,650.25 |
7,706.06 |
7,616.02 |
S2 |
7,581.78 |
7,581.78 |
7,693.41 |
|
S3 |
7,443.80 |
7,512.27 |
7,680.77 |
|
S4 |
7,305.82 |
7,374.29 |
7,642.82 |
|
|
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 |
7,569.66 |
276.16 |
3.6% |
148.80 |
1.9% |
54% |
False |
False |
|
10 |
7,845.82 |
7,241.33 |
604.49 |
7.8% |
149.76 |
1.9% |
79% |
False |
False |
|
20 |
7,845.82 |
7,203.99 |
641.83 |
8.3% |
147.84 |
1.9% |
80% |
False |
False |
|
40 |
7,845.82 |
6,667.03 |
1,178.79 |
15.3% |
156.31 |
2.0% |
89% |
False |
False |
|
60 |
7,845.82 |
6,315.84 |
1,529.98 |
19.8% |
161.06 |
2.1% |
92% |
False |
False |
|
80 |
7,845.82 |
6,315.84 |
1,529.98 |
19.8% |
158.62 |
2.1% |
92% |
False |
False |
|
100 |
7,845.82 |
6,315.84 |
1,529.98 |
19.8% |
156.10 |
2.0% |
92% |
False |
False |
|
120 |
7,845.82 |
6,315.84 |
1,529.98 |
19.8% |
154.69 |
2.0% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,375.70 |
2.618 |
8,150.51 |
1.618 |
8,012.53 |
1.000 |
7,927.26 |
0.618 |
7,874.55 |
HIGH |
7,789.28 |
0.618 |
7,736.57 |
0.500 |
7,720.29 |
0.382 |
7,704.01 |
LOW |
7,651.30 |
0.618 |
7,566.03 |
1.000 |
7,513.32 |
1.618 |
7,428.05 |
2.618 |
7,290.07 |
4.250 |
7,064.89 |
|
|
Fisher Pivots for day following 18-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,720.29 |
7,743.14 |
PP |
7,719.76 |
7,734.99 |
S1 |
7,719.24 |
7,726.85 |
|