Trading Metrics calculated at close of trading on 08-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-1997 |
08-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
7,895.81 |
7,858.49 |
-37.32 |
-0.5% |
7,687.72 |
High |
7,983.79 |
8,000.08 |
16.29 |
0.2% |
7,952.35 |
Low |
7,805.34 |
7,824.33 |
18.99 |
0.2% |
7,579.60 |
Close |
7,858.49 |
7,962.31 |
103.82 |
1.3% |
7,895.81 |
Range |
178.45 |
175.75 |
-2.70 |
-1.5% |
372.75 |
ATR |
166.51 |
167.17 |
0.66 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,456.16 |
8,384.98 |
8,058.97 |
|
R3 |
8,280.41 |
8,209.23 |
8,010.64 |
|
R2 |
8,104.66 |
8,104.66 |
7,994.53 |
|
R1 |
8,033.48 |
8,033.48 |
7,978.42 |
8,069.07 |
PP |
7,928.91 |
7,928.91 |
7,928.91 |
7,946.70 |
S1 |
7,857.73 |
7,857.73 |
7,946.20 |
7,893.32 |
S2 |
7,753.16 |
7,753.16 |
7,930.09 |
|
S3 |
7,577.41 |
7,681.98 |
7,913.98 |
|
S4 |
7,401.66 |
7,506.23 |
7,865.65 |
|
|
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 |
8,000.08 |
7,613.53 |
386.55 |
4.9% |
170.90 |
2.1% |
90% |
True |
False |
|
10 |
8,000.08 |
7,579.60 |
420.48 |
5.3% |
178.55 |
2.2% |
91% |
True |
False |
|
20 |
8,000.08 |
7,459.12 |
540.96 |
6.8% |
166.22 |
2.1% |
93% |
True |
False |
|
40 |
8,000.08 |
7,123.38 |
876.70 |
11.0% |
158.22 |
2.0% |
96% |
True |
False |
|
60 |
8,000.08 |
6,315.84 |
1,684.24 |
21.2% |
162.72 |
2.0% |
98% |
True |
False |
|
80 |
8,000.08 |
6,315.84 |
1,684.24 |
21.2% |
163.15 |
2.0% |
98% |
True |
False |
|
100 |
8,000.08 |
6,315.84 |
1,684.24 |
21.2% |
159.73 |
2.0% |
98% |
True |
False |
|
120 |
8,000.08 |
6,315.84 |
1,684.24 |
21.2% |
158.23 |
2.0% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,747.02 |
2.618 |
8,460.19 |
1.618 |
8,284.44 |
1.000 |
8,175.83 |
0.618 |
8,108.69 |
HIGH |
8,000.08 |
0.618 |
7,932.94 |
0.500 |
7,912.21 |
0.382 |
7,891.47 |
LOW |
7,824.33 |
0.618 |
7,715.72 |
1.000 |
7,648.58 |
1.618 |
7,539.97 |
2.618 |
7,364.22 |
4.250 |
7,077.39 |
|
|
Fisher Pivots for day following 08-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
7,945.61 |
7,942.44 |
PP |
7,928.91 |
7,922.58 |
S1 |
7,912.21 |
7,902.71 |
|