Trading Metrics calculated at close of trading on 07-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-1997 |
07-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
7,795.38 |
7,895.81 |
100.43 |
1.3% |
7,687.72 |
High |
7,952.35 |
7,983.79 |
31.44 |
0.4% |
7,952.35 |
Low |
7,805.79 |
7,805.34 |
-0.45 |
0.0% |
7,579.60 |
Close |
7,895.81 |
7,858.49 |
-37.32 |
-0.5% |
7,895.81 |
Range |
146.56 |
178.45 |
31.89 |
21.8% |
372.75 |
ATR |
165.59 |
166.51 |
0.92 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,417.89 |
8,316.64 |
7,956.64 |
|
R3 |
8,239.44 |
8,138.19 |
7,907.56 |
|
R2 |
8,060.99 |
8,060.99 |
7,891.21 |
|
R1 |
7,959.74 |
7,959.74 |
7,874.85 |
7,921.14 |
PP |
7,882.54 |
7,882.54 |
7,882.54 |
7,863.24 |
S1 |
7,781.29 |
7,781.29 |
7,842.13 |
7,742.69 |
S2 |
7,704.09 |
7,704.09 |
7,825.77 |
|
S3 |
7,525.64 |
7,602.84 |
7,809.42 |
|
S4 |
7,347.19 |
7,424.39 |
7,760.34 |
|
|
Weekly Pivots for week ending 04-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,927.50 |
8,784.41 |
8,100.82 |
|
R3 |
8,554.75 |
8,411.66 |
7,998.32 |
|
R2 |
8,182.00 |
8,182.00 |
7,964.15 |
|
R1 |
8,038.91 |
8,038.91 |
7,929.98 |
8,110.46 |
PP |
7,809.25 |
7,809.25 |
7,809.25 |
7,845.03 |
S1 |
7,666.16 |
7,666.16 |
7,861.64 |
7,737.71 |
S2 |
7,436.50 |
7,436.50 |
7,827.47 |
|
S3 |
7,063.75 |
7,293.41 |
7,793.30 |
|
S4 |
6,691.00 |
6,920.66 |
7,690.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,983.79 |
7,579.60 |
404.19 |
5.1% |
173.34 |
2.2% |
69% |
True |
False |
|
10 |
7,983.79 |
7,579.60 |
404.19 |
5.1% |
183.46 |
2.3% |
69% |
True |
False |
|
20 |
7,983.79 |
7,412.44 |
571.35 |
7.3% |
164.23 |
2.1% |
78% |
True |
False |
|
40 |
7,983.79 |
7,079.63 |
904.16 |
11.5% |
157.73 |
2.0% |
86% |
True |
False |
|
60 |
7,983.79 |
6,315.84 |
1,667.95 |
21.2% |
162.65 |
2.1% |
92% |
True |
False |
|
80 |
7,983.79 |
6,315.84 |
1,667.95 |
21.2% |
163.09 |
2.1% |
92% |
True |
False |
|
100 |
7,983.79 |
6,315.84 |
1,667.95 |
21.2% |
159.29 |
2.0% |
92% |
True |
False |
|
120 |
7,983.79 |
6,315.84 |
1,667.95 |
21.2% |
157.85 |
2.0% |
92% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,742.20 |
2.618 |
8,450.97 |
1.618 |
8,272.52 |
1.000 |
8,162.24 |
0.618 |
8,094.07 |
HIGH |
7,983.79 |
0.618 |
7,915.62 |
0.500 |
7,894.57 |
0.382 |
7,873.51 |
LOW |
7,805.34 |
0.618 |
7,695.06 |
1.000 |
7,626.89 |
1.618 |
7,516.61 |
2.618 |
7,338.16 |
4.250 |
7,046.93 |
|
|
Fisher Pivots for day following 07-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
7,894.57 |
7,844.32 |
PP |
7,882.54 |
7,830.14 |
S1 |
7,870.52 |
7,815.97 |
|