Trading Metrics calculated at close of trading on 23-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-1997 |
23-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,777.06 |
7,796.51 |
19.45 |
0.3% |
7,782.04 |
High |
7,868.44 |
7,816.87 |
-51.57 |
-0.7% |
7,868.44 |
Low |
7,733.64 |
7,592.04 |
-141.60 |
-1.8% |
7,651.30 |
Close |
7,796.51 |
7,604.26 |
-192.25 |
-2.5% |
7,796.51 |
Range |
134.80 |
224.83 |
90.03 |
66.8% |
217.14 |
ATR |
149.84 |
155.20 |
5.36 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,345.55 |
8,199.73 |
7,727.92 |
|
R3 |
8,120.72 |
7,974.90 |
7,666.09 |
|
R2 |
7,895.89 |
7,895.89 |
7,645.48 |
|
R1 |
7,750.07 |
7,750.07 |
7,624.87 |
7,710.57 |
PP |
7,671.06 |
7,671.06 |
7,671.06 |
7,651.30 |
S1 |
7,525.24 |
7,525.24 |
7,583.65 |
7,485.74 |
S2 |
7,446.23 |
7,446.23 |
7,563.04 |
|
S3 |
7,221.40 |
7,300.41 |
7,542.43 |
|
S4 |
6,996.57 |
7,075.58 |
7,480.60 |
|
|
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 |
7,592.04 |
276.40 |
3.6% |
157.79 |
2.1% |
4% |
False |
True |
|
10 |
7,868.44 |
7,459.12 |
409.32 |
5.4% |
153.89 |
2.0% |
35% |
False |
False |
|
20 |
7,868.44 |
7,203.99 |
664.45 |
8.7% |
151.31 |
2.0% |
60% |
False |
False |
|
40 |
7,868.44 |
6,667.03 |
1,201.41 |
15.8% |
156.66 |
2.1% |
78% |
False |
False |
|
60 |
7,868.44 |
6,315.84 |
1,552.60 |
20.4% |
160.01 |
2.1% |
83% |
False |
False |
|
80 |
7,868.44 |
6,315.84 |
1,552.60 |
20.4% |
158.51 |
2.1% |
83% |
False |
False |
|
100 |
7,868.44 |
6,315.84 |
1,552.60 |
20.4% |
156.06 |
2.1% |
83% |
False |
False |
|
120 |
7,868.44 |
6,315.84 |
1,552.60 |
20.4% |
155.81 |
2.0% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,772.40 |
2.618 |
8,405.47 |
1.618 |
8,180.64 |
1.000 |
8,041.70 |
0.618 |
7,955.81 |
HIGH |
7,816.87 |
0.618 |
7,730.98 |
0.500 |
7,704.46 |
0.382 |
7,677.93 |
LOW |
7,592.04 |
0.618 |
7,453.10 |
1.000 |
7,367.21 |
1.618 |
7,228.27 |
2.618 |
7,003.44 |
4.250 |
6,636.51 |
|
|
Fisher Pivots for day following 23-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,704.46 |
7,730.24 |
PP |
7,671.06 |
7,688.25 |
S1 |
7,637.66 |
7,646.25 |
|