Trading Metrics calculated at close of trading on 27-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-1997 |
27-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,689.98 |
7,654.25 |
-35.73 |
-0.5% |
7,796.51 |
High |
7,754.22 |
7,793.12 |
38.90 |
0.5% |
7,832.48 |
Low |
7,581.64 |
7,623.71 |
42.07 |
0.6% |
7,581.64 |
Close |
7,654.25 |
7,687.72 |
33.47 |
0.4% |
7,687.72 |
Range |
172.58 |
169.41 |
-3.17 |
-1.8% |
250.84 |
ATR |
162.31 |
162.82 |
0.51 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,209.75 |
8,118.14 |
7,780.90 |
|
R3 |
8,040.34 |
7,948.73 |
7,734.31 |
|
R2 |
7,870.93 |
7,870.93 |
7,718.78 |
|
R1 |
7,779.32 |
7,779.32 |
7,703.25 |
7,825.13 |
PP |
7,701.52 |
7,701.52 |
7,701.52 |
7,724.42 |
S1 |
7,609.91 |
7,609.91 |
7,672.19 |
7,655.72 |
S2 |
7,532.11 |
7,532.11 |
7,656.66 |
|
S3 |
7,362.70 |
7,440.50 |
7,641.13 |
|
S4 |
7,193.29 |
7,271.09 |
7,594.54 |
|
|
Weekly Pivots for week ending 27-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,453.13 |
8,321.27 |
7,825.68 |
|
R3 |
8,202.29 |
8,070.43 |
7,756.70 |
|
R2 |
7,951.45 |
7,951.45 |
7,733.71 |
|
R1 |
7,819.59 |
7,819.59 |
7,710.71 |
7,760.10 |
PP |
7,700.61 |
7,700.61 |
7,700.61 |
7,670.87 |
S1 |
7,568.75 |
7,568.75 |
7,664.73 |
7,509.26 |
S2 |
7,449.77 |
7,449.77 |
7,641.73 |
|
S3 |
7,198.93 |
7,317.91 |
7,618.74 |
|
S4 |
6,948.09 |
7,067.07 |
7,549.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,832.48 |
7,581.64 |
250.84 |
3.3% |
193.57 |
2.5% |
42% |
False |
False |
|
10 |
7,868.44 |
7,581.64 |
286.80 |
3.7% |
164.96 |
2.1% |
37% |
False |
False |
|
20 |
7,868.44 |
7,214.29 |
654.15 |
8.5% |
158.37 |
2.1% |
72% |
False |
False |
|
40 |
7,868.44 |
6,935.54 |
932.90 |
12.1% |
158.83 |
2.1% |
81% |
False |
False |
|
60 |
7,868.44 |
6,315.84 |
1,552.60 |
20.2% |
160.44 |
2.1% |
88% |
False |
False |
|
80 |
7,868.44 |
6,315.84 |
1,552.60 |
20.2% |
160.11 |
2.1% |
88% |
False |
False |
|
100 |
7,868.44 |
6,315.84 |
1,552.60 |
20.2% |
158.36 |
2.1% |
88% |
False |
False |
|
120 |
7,868.44 |
6,315.84 |
1,552.60 |
20.2% |
156.83 |
2.0% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,513.11 |
2.618 |
8,236.64 |
1.618 |
8,067.23 |
1.000 |
7,962.53 |
0.618 |
7,897.82 |
HIGH |
7,793.12 |
0.618 |
7,728.41 |
0.500 |
7,708.42 |
0.382 |
7,688.42 |
LOW |
7,623.71 |
0.618 |
7,519.01 |
1.000 |
7,454.30 |
1.618 |
7,349.60 |
2.618 |
7,180.19 |
4.250 |
6,903.72 |
|
|
Fisher Pivots for day following 27-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,708.42 |
7,707.06 |
PP |
7,701.52 |
7,700.61 |
S1 |
7,694.62 |
7,694.17 |
|