Trading Metrics calculated at close of trading on 09-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-1997 |
09-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
7,858.49 |
7,962.31 |
103.82 |
1.3% |
7,687.72 |
High |
8,000.08 |
8,027.67 |
27.59 |
0.3% |
7,952.35 |
Low |
7,824.33 |
7,775.48 |
-48.85 |
-0.6% |
7,579.60 |
Close |
7,962.31 |
7,842.43 |
-119.88 |
-1.5% |
7,895.81 |
Range |
175.75 |
252.19 |
76.44 |
43.5% |
372.75 |
ATR |
167.17 |
173.24 |
6.07 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,638.43 |
8,492.62 |
7,981.13 |
|
R3 |
8,386.24 |
8,240.43 |
7,911.78 |
|
R2 |
8,134.05 |
8,134.05 |
7,888.66 |
|
R1 |
7,988.24 |
7,988.24 |
7,865.55 |
7,935.05 |
PP |
7,881.86 |
7,881.86 |
7,881.86 |
7,855.27 |
S1 |
7,736.05 |
7,736.05 |
7,819.31 |
7,682.86 |
S2 |
7,629.67 |
7,629.67 |
7,796.20 |
|
S3 |
7,377.48 |
7,483.86 |
7,773.08 |
|
S4 |
7,125.29 |
7,231.67 |
7,703.73 |
|
|
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 |
8,027.67 |
7,648.14 |
379.53 |
4.8% |
183.84 |
2.3% |
51% |
True |
False |
|
10 |
8,027.67 |
7,579.60 |
448.07 |
5.7% |
185.36 |
2.4% |
59% |
True |
False |
|
20 |
8,027.67 |
7,476.29 |
551.38 |
7.0% |
171.80 |
2.2% |
66% |
True |
False |
|
40 |
8,027.67 |
7,123.38 |
904.29 |
11.5% |
160.50 |
2.0% |
80% |
True |
False |
|
60 |
8,027.67 |
6,457.92 |
1,569.75 |
20.0% |
164.07 |
2.1% |
88% |
True |
False |
|
80 |
8,027.67 |
6,315.84 |
1,711.83 |
21.8% |
164.49 |
2.1% |
89% |
True |
False |
|
100 |
8,027.67 |
6,315.84 |
1,711.83 |
21.8% |
160.75 |
2.0% |
89% |
True |
False |
|
120 |
8,027.67 |
6,315.84 |
1,711.83 |
21.8% |
159.25 |
2.0% |
89% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,099.48 |
2.618 |
8,687.90 |
1.618 |
8,435.71 |
1.000 |
8,279.86 |
0.618 |
8,183.52 |
HIGH |
8,027.67 |
0.618 |
7,931.33 |
0.500 |
7,901.58 |
0.382 |
7,871.82 |
LOW |
7,775.48 |
0.618 |
7,619.63 |
1.000 |
7,523.29 |
1.618 |
7,367.44 |
2.618 |
7,115.25 |
4.250 |
6,703.67 |
|
|
Fisher Pivots for day following 09-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
7,901.58 |
7,901.58 |
PP |
7,881.86 |
7,881.86 |
S1 |
7,862.15 |
7,862.15 |
|