Trading Metrics calculated at close of trading on 01-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-1997 |
01-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
7,687.72 |
7,672.79 |
-14.93 |
-0.2% |
7,796.51 |
High |
7,767.56 |
7,801.04 |
33.48 |
0.4% |
7,832.48 |
Low |
7,579.60 |
7,613.53 |
33.93 |
0.4% |
7,581.64 |
Close |
7,672.79 |
7,722.33 |
49.54 |
0.6% |
7,687.72 |
Range |
187.96 |
187.51 |
-0.45 |
-0.2% |
250.84 |
ATR |
164.62 |
166.25 |
1.64 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,274.83 |
8,186.09 |
7,825.46 |
|
R3 |
8,087.32 |
7,998.58 |
7,773.90 |
|
R2 |
7,899.81 |
7,899.81 |
7,756.71 |
|
R1 |
7,811.07 |
7,811.07 |
7,739.52 |
7,855.44 |
PP |
7,712.30 |
7,712.30 |
7,712.30 |
7,734.49 |
S1 |
7,623.56 |
7,623.56 |
7,705.14 |
7,667.93 |
S2 |
7,524.79 |
7,524.79 |
7,687.95 |
|
S3 |
7,337.28 |
7,436.05 |
7,670.76 |
|
S4 |
7,149.77 |
7,248.54 |
7,619.20 |
|
|
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% |
186.87 |
2.4% |
56% |
False |
False |
|
10 |
7,868.44 |
7,579.60 |
288.84 |
3.7% |
175.32 |
2.3% |
49% |
False |
False |
|
20 |
7,868.44 |
7,214.29 |
654.15 |
8.5% |
162.44 |
2.1% |
78% |
False |
False |
|
40 |
7,868.44 |
7,040.30 |
828.14 |
10.7% |
158.93 |
2.1% |
82% |
False |
False |
|
60 |
7,868.44 |
6,315.84 |
1,552.60 |
20.1% |
161.45 |
2.1% |
91% |
False |
False |
|
80 |
7,868.44 |
6,315.84 |
1,552.60 |
20.1% |
161.79 |
2.1% |
91% |
False |
False |
|
100 |
7,868.44 |
6,315.84 |
1,552.60 |
20.1% |
158.64 |
2.1% |
91% |
False |
False |
|
120 |
7,868.44 |
6,315.84 |
1,552.60 |
20.1% |
157.48 |
2.0% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,597.96 |
2.618 |
8,291.94 |
1.618 |
8,104.43 |
1.000 |
7,988.55 |
0.618 |
7,916.92 |
HIGH |
7,801.04 |
0.618 |
7,729.41 |
0.500 |
7,707.29 |
0.382 |
7,685.16 |
LOW |
7,613.53 |
0.618 |
7,497.65 |
1.000 |
7,426.02 |
1.618 |
7,310.14 |
2.618 |
7,122.63 |
4.250 |
6,816.61 |
|
|
Fisher Pivots for day following 01-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
7,717.32 |
7,711.66 |
PP |
7,712.30 |
7,700.99 |
S1 |
7,707.29 |
7,690.32 |
|