Trading Metrics calculated at close of trading on 25-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-1997 |
25-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,604.26 |
7,758.06 |
153.80 |
2.0% |
7,782.04 |
High |
7,787.01 |
7,832.48 |
45.47 |
0.6% |
7,868.44 |
Low |
7,602.90 |
7,615.57 |
12.67 |
0.2% |
7,651.30 |
Close |
7,758.06 |
7,689.98 |
-68.08 |
-0.9% |
7,796.51 |
Range |
184.11 |
216.91 |
32.80 |
17.8% |
217.14 |
ATR |
157.26 |
161.52 |
4.26 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,363.41 |
8,243.60 |
7,809.28 |
|
R3 |
8,146.50 |
8,026.69 |
7,749.63 |
|
R2 |
7,929.59 |
7,929.59 |
7,729.75 |
|
R1 |
7,809.78 |
7,809.78 |
7,709.86 |
7,761.23 |
PP |
7,712.68 |
7,712.68 |
7,712.68 |
7,688.40 |
S1 |
7,592.87 |
7,592.87 |
7,670.10 |
7,544.32 |
S2 |
7,495.77 |
7,495.77 |
7,650.21 |
|
S3 |
7,278.86 |
7,375.96 |
7,630.33 |
|
S4 |
7,061.95 |
7,159.05 |
7,570.68 |
|
|
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% |
179.54 |
2.3% |
35% |
False |
False |
|
10 |
7,868.44 |
7,569.66 |
298.78 |
3.9% |
164.17 |
2.1% |
40% |
False |
False |
|
20 |
7,868.44 |
7,203.99 |
664.45 |
8.6% |
156.98 |
2.0% |
73% |
False |
False |
|
40 |
7,868.44 |
6,891.39 |
977.05 |
12.7% |
158.27 |
2.1% |
82% |
False |
False |
|
60 |
7,868.44 |
6,315.84 |
1,552.60 |
20.2% |
160.10 |
2.1% |
89% |
False |
False |
|
80 |
7,868.44 |
6,315.84 |
1,552.60 |
20.2% |
159.57 |
2.1% |
89% |
False |
False |
|
100 |
7,868.44 |
6,315.84 |
1,552.60 |
20.2% |
157.40 |
2.0% |
89% |
False |
False |
|
120 |
7,868.44 |
6,315.84 |
1,552.60 |
20.2% |
156.31 |
2.0% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,754.35 |
2.618 |
8,400.35 |
1.618 |
8,183.44 |
1.000 |
8,049.39 |
0.618 |
7,966.53 |
HIGH |
7,832.48 |
0.618 |
7,749.62 |
0.500 |
7,724.03 |
0.382 |
7,698.43 |
LOW |
7,615.57 |
0.618 |
7,481.52 |
1.000 |
7,398.66 |
1.618 |
7,264.61 |
2.618 |
7,047.70 |
4.250 |
6,693.70 |
|
|
Fisher Pivots for day following 25-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,724.03 |
7,712.26 |
PP |
7,712.68 |
7,704.83 |
S1 |
7,701.33 |
7,697.41 |
|