Trading Metrics calculated at close of trading on 26-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-1997 |
26-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,758.06 |
7,689.98 |
-68.08 |
-0.9% |
7,782.04 |
High |
7,832.48 |
7,754.22 |
-78.26 |
-1.0% |
7,868.44 |
Low |
7,615.57 |
7,581.64 |
-33.93 |
-0.4% |
7,651.30 |
Close |
7,689.98 |
7,654.25 |
-35.73 |
-0.5% |
7,796.51 |
Range |
216.91 |
172.58 |
-44.33 |
-20.4% |
217.14 |
ATR |
161.52 |
162.31 |
0.79 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,181.11 |
8,090.26 |
7,749.17 |
|
R3 |
8,008.53 |
7,917.68 |
7,701.71 |
|
R2 |
7,835.95 |
7,835.95 |
7,685.89 |
|
R1 |
7,745.10 |
7,745.10 |
7,670.07 |
7,704.24 |
PP |
7,663.37 |
7,663.37 |
7,663.37 |
7,642.94 |
S1 |
7,572.52 |
7,572.52 |
7,638.43 |
7,531.66 |
S2 |
7,490.79 |
7,490.79 |
7,622.61 |
|
S3 |
7,318.21 |
7,399.94 |
7,606.79 |
|
S4 |
7,145.63 |
7,227.36 |
7,559.33 |
|
|
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 |
7,581.64 |
286.80 |
3.7% |
186.65 |
2.4% |
25% |
False |
True |
|
10 |
7,868.44 |
7,581.64 |
286.80 |
3.7% |
164.26 |
2.1% |
25% |
False |
True |
|
20 |
7,868.44 |
7,203.99 |
664.45 |
8.7% |
159.00 |
2.1% |
68% |
False |
False |
|
40 |
7,868.44 |
6,891.39 |
977.05 |
12.8% |
158.36 |
2.1% |
78% |
False |
False |
|
60 |
7,868.44 |
6,315.84 |
1,552.60 |
20.3% |
160.31 |
2.1% |
86% |
False |
False |
|
80 |
7,868.44 |
6,315.84 |
1,552.60 |
20.3% |
159.61 |
2.1% |
86% |
False |
False |
|
100 |
7,868.44 |
6,315.84 |
1,552.60 |
20.3% |
157.88 |
2.1% |
86% |
False |
False |
|
120 |
7,868.44 |
6,315.84 |
1,552.60 |
20.3% |
156.59 |
2.0% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,487.69 |
2.618 |
8,206.03 |
1.618 |
8,033.45 |
1.000 |
7,926.80 |
0.618 |
7,860.87 |
HIGH |
7,754.22 |
0.618 |
7,688.29 |
0.500 |
7,667.93 |
0.382 |
7,647.57 |
LOW |
7,581.64 |
0.618 |
7,474.99 |
1.000 |
7,409.06 |
1.618 |
7,302.41 |
2.618 |
7,129.83 |
4.250 |
6,848.18 |
|
|
Fisher Pivots for day following 26-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,667.93 |
7,707.06 |
PP |
7,663.37 |
7,689.46 |
S1 |
7,658.81 |
7,671.85 |
|