Trading Metrics calculated at close of trading on 02-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-1997 |
02-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
7,672.79 |
7,722.33 |
49.54 |
0.6% |
7,796.51 |
High |
7,801.04 |
7,814.38 |
13.34 |
0.2% |
7,832.48 |
Low |
7,613.53 |
7,648.14 |
34.61 |
0.5% |
7,581.64 |
Close |
7,722.33 |
7,795.38 |
73.05 |
0.9% |
7,687.72 |
Range |
187.51 |
166.24 |
-21.27 |
-11.3% |
250.84 |
ATR |
166.25 |
166.25 |
0.00 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,251.35 |
8,189.61 |
7,886.81 |
|
R3 |
8,085.11 |
8,023.37 |
7,841.10 |
|
R2 |
7,918.87 |
7,918.87 |
7,825.86 |
|
R1 |
7,857.13 |
7,857.13 |
7,810.62 |
7,888.00 |
PP |
7,752.63 |
7,752.63 |
7,752.63 |
7,768.07 |
S1 |
7,690.89 |
7,690.89 |
7,780.14 |
7,721.76 |
S2 |
7,586.39 |
7,586.39 |
7,764.90 |
|
S3 |
7,420.15 |
7,524.65 |
7,749.66 |
|
S4 |
7,253.91 |
7,358.41 |
7,703.95 |
|
|
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 |
7,814.38 |
7,579.60 |
234.78 |
3.0% |
176.74 |
2.3% |
92% |
True |
False |
|
10 |
7,868.44 |
7,579.60 |
288.84 |
3.7% |
178.14 |
2.3% |
75% |
False |
False |
|
20 |
7,868.44 |
7,241.33 |
627.11 |
8.0% |
163.95 |
2.1% |
88% |
False |
False |
|
40 |
7,868.44 |
7,040.30 |
828.14 |
10.6% |
159.07 |
2.0% |
91% |
False |
False |
|
60 |
7,868.44 |
6,315.84 |
1,552.60 |
19.9% |
161.77 |
2.1% |
95% |
False |
False |
|
80 |
7,868.44 |
6,315.84 |
1,552.60 |
19.9% |
162.21 |
2.1% |
95% |
False |
False |
|
100 |
7,868.44 |
6,315.84 |
1,552.60 |
19.9% |
158.72 |
2.0% |
95% |
False |
False |
|
120 |
7,868.44 |
6,315.84 |
1,552.60 |
19.9% |
157.24 |
2.0% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,520.90 |
2.618 |
8,249.60 |
1.618 |
8,083.36 |
1.000 |
7,980.62 |
0.618 |
7,917.12 |
HIGH |
7,814.38 |
0.618 |
7,750.88 |
0.500 |
7,731.26 |
0.382 |
7,711.64 |
LOW |
7,648.14 |
0.618 |
7,545.40 |
1.000 |
7,481.90 |
1.618 |
7,379.16 |
2.618 |
7,212.92 |
4.250 |
6,941.62 |
|
|
Fisher Pivots for day following 02-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
7,774.01 |
7,762.58 |
PP |
7,752.63 |
7,729.79 |
S1 |
7,731.26 |
7,696.99 |
|