Trading Metrics calculated at close of trading on 20-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-1997 |
20-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,718.71 |
7,777.06 |
58.35 |
0.8% |
7,782.04 |
High |
7,834.51 |
7,868.44 |
33.93 |
0.4% |
7,868.44 |
Low |
7,697.45 |
7,733.64 |
36.19 |
0.5% |
7,651.30 |
Close |
7,777.06 |
7,796.51 |
19.45 |
0.3% |
7,796.51 |
Range |
137.06 |
134.80 |
-2.26 |
-1.6% |
217.14 |
ATR |
151.00 |
149.84 |
-1.16 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,203.93 |
8,135.02 |
7,870.65 |
|
R3 |
8,069.13 |
8,000.22 |
7,833.58 |
|
R2 |
7,934.33 |
7,934.33 |
7,821.22 |
|
R1 |
7,865.42 |
7,865.42 |
7,808.87 |
7,899.88 |
PP |
7,799.53 |
7,799.53 |
7,799.53 |
7,816.76 |
S1 |
7,730.62 |
7,730.62 |
7,784.15 |
7,765.08 |
S2 |
7,664.73 |
7,664.73 |
7,771.80 |
|
S3 |
7,529.93 |
7,595.82 |
7,759.44 |
|
S4 |
7,395.13 |
7,461.02 |
7,722.37 |
|
|
Weekly Pivots for week ending 20-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,423.50 |
8,327.15 |
7,915.94 |
|
R3 |
8,206.36 |
8,110.01 |
7,856.22 |
|
R2 |
7,989.22 |
7,989.22 |
7,836.32 |
|
R1 |
7,892.87 |
7,892.87 |
7,816.41 |
7,941.05 |
PP |
7,772.08 |
7,772.08 |
7,772.08 |
7,796.17 |
S1 |
7,675.73 |
7,675.73 |
7,776.61 |
7,723.91 |
S2 |
7,554.94 |
7,554.94 |
7,756.70 |
|
S3 |
7,337.80 |
7,458.59 |
7,736.80 |
|
S4 |
7,120.66 |
7,241.45 |
7,677.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,868.44 |
7,651.30 |
217.14 |
2.8% |
136.34 |
1.7% |
67% |
True |
False |
|
10 |
7,868.44 |
7,412.44 |
456.00 |
5.8% |
145.01 |
1.9% |
84% |
True |
False |
|
20 |
7,868.44 |
7,203.99 |
664.45 |
8.5% |
146.17 |
1.9% |
89% |
True |
False |
|
40 |
7,868.44 |
6,667.03 |
1,201.41 |
15.4% |
154.68 |
2.0% |
94% |
True |
False |
|
60 |
7,868.44 |
6,315.84 |
1,552.60 |
19.9% |
160.66 |
2.1% |
95% |
True |
False |
|
80 |
7,868.44 |
6,315.84 |
1,552.60 |
19.9% |
157.49 |
2.0% |
95% |
True |
False |
|
100 |
7,868.44 |
6,315.84 |
1,552.60 |
19.9% |
155.21 |
2.0% |
95% |
True |
False |
|
120 |
7,868.44 |
6,315.84 |
1,552.60 |
19.9% |
155.26 |
2.0% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,441.34 |
2.618 |
8,221.35 |
1.618 |
8,086.55 |
1.000 |
8,003.24 |
0.618 |
7,951.75 |
HIGH |
7,868.44 |
0.618 |
7,816.95 |
0.500 |
7,801.04 |
0.382 |
7,785.13 |
LOW |
7,733.64 |
0.618 |
7,650.33 |
1.000 |
7,598.84 |
1.618 |
7,515.53 |
2.618 |
7,380.73 |
4.250 |
7,160.74 |
|
|
Fisher Pivots for day following 20-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,801.04 |
7,784.30 |
PP |
7,799.53 |
7,772.08 |
S1 |
7,798.02 |
7,759.87 |
|