Trading Metrics calculated at close of trading on 24-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-1997 |
24-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,796.51 |
7,604.26 |
-192.25 |
-2.5% |
7,782.04 |
High |
7,816.87 |
7,787.01 |
-29.86 |
-0.4% |
7,868.44 |
Low |
7,592.04 |
7,602.90 |
10.86 |
0.1% |
7,651.30 |
Close |
7,604.26 |
7,758.06 |
153.80 |
2.0% |
7,796.51 |
Range |
224.83 |
184.11 |
-40.72 |
-18.1% |
217.14 |
ATR |
155.20 |
157.26 |
2.07 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,268.32 |
8,197.30 |
7,859.32 |
|
R3 |
8,084.21 |
8,013.19 |
7,808.69 |
|
R2 |
7,900.10 |
7,900.10 |
7,791.81 |
|
R1 |
7,829.08 |
7,829.08 |
7,774.94 |
7,864.59 |
PP |
7,715.99 |
7,715.99 |
7,715.99 |
7,733.75 |
S1 |
7,644.97 |
7,644.97 |
7,741.18 |
7,680.48 |
S2 |
7,531.88 |
7,531.88 |
7,724.31 |
|
S3 |
7,347.77 |
7,460.86 |
7,707.43 |
|
S4 |
7,163.66 |
7,276.75 |
7,656.80 |
|
|
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% |
163.76 |
2.1% |
60% |
False |
False |
|
10 |
7,868.44 |
7,476.29 |
392.15 |
5.1% |
158.25 |
2.0% |
72% |
False |
False |
|
20 |
7,868.44 |
7,203.99 |
664.45 |
8.6% |
153.28 |
2.0% |
83% |
False |
False |
|
40 |
7,868.44 |
6,820.75 |
1,047.69 |
13.5% |
157.28 |
2.0% |
89% |
False |
False |
|
60 |
7,868.44 |
6,315.84 |
1,552.60 |
20.0% |
159.57 |
2.1% |
93% |
False |
False |
|
80 |
7,868.44 |
6,315.84 |
1,552.60 |
20.0% |
158.84 |
2.0% |
93% |
False |
False |
|
100 |
7,868.44 |
6,315.84 |
1,552.60 |
20.0% |
156.65 |
2.0% |
93% |
False |
False |
|
120 |
7,868.44 |
6,315.84 |
1,552.60 |
20.0% |
155.74 |
2.0% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,569.48 |
2.618 |
8,269.01 |
1.618 |
8,084.90 |
1.000 |
7,971.12 |
0.618 |
7,900.79 |
HIGH |
7,787.01 |
0.618 |
7,716.68 |
0.500 |
7,694.96 |
0.382 |
7,673.23 |
LOW |
7,602.90 |
0.618 |
7,489.12 |
1.000 |
7,418.79 |
1.618 |
7,305.01 |
2.618 |
7,120.90 |
4.250 |
6,820.43 |
|
|
Fisher Pivots for day following 24-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,737.03 |
7,748.79 |
PP |
7,715.99 |
7,739.51 |
S1 |
7,694.96 |
7,730.24 |
|