Trading Metrics calculated at close of trading on 30-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-1997 |
30-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,654.25 |
7,687.72 |
33.47 |
0.4% |
7,796.51 |
High |
7,793.12 |
7,767.56 |
-25.56 |
-0.3% |
7,832.48 |
Low |
7,623.71 |
7,579.60 |
-44.11 |
-0.6% |
7,581.64 |
Close |
7,687.72 |
7,672.79 |
-14.93 |
-0.2% |
7,687.72 |
Range |
169.41 |
187.96 |
18.55 |
10.9% |
250.84 |
ATR |
162.82 |
164.62 |
1.80 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,237.20 |
8,142.95 |
7,776.17 |
|
R3 |
8,049.24 |
7,954.99 |
7,724.48 |
|
R2 |
7,861.28 |
7,861.28 |
7,707.25 |
|
R1 |
7,767.03 |
7,767.03 |
7,690.02 |
7,720.18 |
PP |
7,673.32 |
7,673.32 |
7,673.32 |
7,649.89 |
S1 |
7,579.07 |
7,579.07 |
7,655.56 |
7,532.22 |
S2 |
7,485.36 |
7,485.36 |
7,638.33 |
|
S3 |
7,297.40 |
7,391.11 |
7,621.10 |
|
S4 |
7,109.44 |
7,203.15 |
7,569.41 |
|
|
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 |
7,579.60 |
252.88 |
3.3% |
186.19 |
2.4% |
37% |
False |
True |
|
10 |
7,868.44 |
7,579.60 |
288.84 |
3.8% |
171.99 |
2.2% |
32% |
False |
True |
|
20 |
7,868.44 |
7,214.29 |
654.15 |
8.5% |
160.82 |
2.1% |
70% |
False |
False |
|
40 |
7,868.44 |
7,029.46 |
838.98 |
10.9% |
159.31 |
2.1% |
77% |
False |
False |
|
60 |
7,868.44 |
6,315.84 |
1,552.60 |
20.2% |
160.50 |
2.1% |
87% |
False |
False |
|
80 |
7,868.44 |
6,315.84 |
1,552.60 |
20.2% |
160.95 |
2.1% |
87% |
False |
False |
|
100 |
7,868.44 |
6,315.84 |
1,552.60 |
20.2% |
158.15 |
2.1% |
87% |
False |
False |
|
120 |
7,868.44 |
6,315.84 |
1,552.60 |
20.2% |
157.23 |
2.0% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,566.39 |
2.618 |
8,259.64 |
1.618 |
8,071.68 |
1.000 |
7,955.52 |
0.618 |
7,883.72 |
HIGH |
7,767.56 |
0.618 |
7,695.76 |
0.500 |
7,673.58 |
0.382 |
7,651.40 |
LOW |
7,579.60 |
0.618 |
7,463.44 |
1.000 |
7,391.64 |
1.618 |
7,275.48 |
2.618 |
7,087.52 |
4.250 |
6,780.77 |
|
|
Fisher Pivots for day following 30-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,673.58 |
7,686.36 |
PP |
7,673.32 |
7,681.84 |
S1 |
7,673.05 |
7,677.31 |
|