Trading Metrics calculated at close of trading on 19-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-1997 |
19-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,760.78 |
7,718.71 |
-42.07 |
-0.5% |
7,435.78 |
High |
7,789.28 |
7,834.51 |
45.23 |
0.6% |
7,845.82 |
Low |
7,651.30 |
7,697.45 |
46.15 |
0.6% |
7,412.44 |
Close |
7,718.71 |
7,777.06 |
58.35 |
0.8% |
7,782.04 |
Range |
137.98 |
137.06 |
-0.92 |
-0.7% |
433.38 |
ATR |
152.07 |
151.00 |
-1.07 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,180.85 |
8,116.02 |
7,852.44 |
|
R3 |
8,043.79 |
7,978.96 |
7,814.75 |
|
R2 |
7,906.73 |
7,906.73 |
7,802.19 |
|
R1 |
7,841.90 |
7,841.90 |
7,789.62 |
7,874.32 |
PP |
7,769.67 |
7,769.67 |
7,769.67 |
7,785.88 |
S1 |
7,704.84 |
7,704.84 |
7,764.50 |
7,737.26 |
S2 |
7,632.61 |
7,632.61 |
7,751.93 |
|
S3 |
7,495.55 |
7,567.78 |
7,739.37 |
|
S4 |
7,358.49 |
7,430.72 |
7,701.68 |
|
|
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 |
7,651.30 |
194.52 |
2.5% |
141.86 |
1.8% |
65% |
False |
False |
|
10 |
7,845.82 |
7,290.26 |
555.56 |
7.1% |
149.90 |
1.9% |
88% |
False |
False |
|
20 |
7,845.82 |
7,203.99 |
641.83 |
8.3% |
146.37 |
1.9% |
89% |
False |
False |
|
40 |
7,845.82 |
6,667.03 |
1,178.79 |
15.2% |
155.84 |
2.0% |
94% |
False |
False |
|
60 |
7,845.82 |
6,315.84 |
1,529.98 |
19.7% |
160.80 |
2.1% |
96% |
False |
False |
|
80 |
7,845.82 |
6,315.84 |
1,529.98 |
19.7% |
158.28 |
2.0% |
96% |
False |
False |
|
100 |
7,845.82 |
6,315.84 |
1,529.98 |
19.7% |
155.97 |
2.0% |
96% |
False |
False |
|
120 |
7,845.82 |
6,315.84 |
1,529.98 |
19.7% |
155.02 |
2.0% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,417.02 |
2.618 |
8,193.33 |
1.618 |
8,056.27 |
1.000 |
7,971.57 |
0.618 |
7,919.21 |
HIGH |
7,834.51 |
0.618 |
7,782.15 |
0.500 |
7,765.98 |
0.382 |
7,749.81 |
LOW |
7,697.45 |
0.618 |
7,612.75 |
1.000 |
7,560.39 |
1.618 |
7,475.69 |
2.618 |
7,338.63 |
4.250 |
7,114.95 |
|
|
Fisher Pivots for day following 19-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,773.37 |
7,765.75 |
PP |
7,769.67 |
7,754.44 |
S1 |
7,765.98 |
7,743.14 |
|