Trading Metrics calculated at close of trading on 10-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-1997 |
10-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
7,962.31 |
7,842.43 |
-119.88 |
-1.5% |
7,687.72 |
High |
8,027.67 |
7,953.94 |
-73.73 |
-0.9% |
7,952.35 |
Low |
7,775.48 |
7,777.06 |
1.58 |
0.0% |
7,579.60 |
Close |
7,842.43 |
7,886.76 |
44.33 |
0.6% |
7,895.81 |
Range |
252.19 |
176.88 |
-75.31 |
-29.9% |
372.75 |
ATR |
173.24 |
173.50 |
0.26 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,403.23 |
8,321.87 |
7,984.04 |
|
R3 |
8,226.35 |
8,144.99 |
7,935.40 |
|
R2 |
8,049.47 |
8,049.47 |
7,919.19 |
|
R1 |
7,968.11 |
7,968.11 |
7,902.97 |
8,008.79 |
PP |
7,872.59 |
7,872.59 |
7,872.59 |
7,892.93 |
S1 |
7,791.23 |
7,791.23 |
7,870.55 |
7,831.91 |
S2 |
7,695.71 |
7,695.71 |
7,854.33 |
|
S3 |
7,518.83 |
7,614.35 |
7,838.12 |
|
S4 |
7,341.95 |
7,437.47 |
7,789.48 |
|
|
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 |
7,775.48 |
252.19 |
3.2% |
185.97 |
2.4% |
44% |
False |
False |
|
10 |
8,027.67 |
7,579.60 |
448.07 |
5.7% |
181.35 |
2.3% |
69% |
False |
False |
|
20 |
8,027.67 |
7,569.66 |
458.01 |
5.8% |
172.76 |
2.2% |
69% |
False |
False |
|
40 |
8,027.67 |
7,123.38 |
904.29 |
11.5% |
161.43 |
2.0% |
84% |
False |
False |
|
60 |
8,027.67 |
6,506.08 |
1,521.59 |
19.3% |
164.22 |
2.1% |
91% |
False |
False |
|
80 |
8,027.67 |
6,315.84 |
1,711.83 |
21.7% |
164.40 |
2.1% |
92% |
False |
False |
|
100 |
8,027.67 |
6,315.84 |
1,711.83 |
21.7% |
161.13 |
2.0% |
92% |
False |
False |
|
120 |
8,027.67 |
6,315.84 |
1,711.83 |
21.7% |
159.63 |
2.0% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,705.68 |
2.618 |
8,417.01 |
1.618 |
8,240.13 |
1.000 |
8,130.82 |
0.618 |
8,063.25 |
HIGH |
7,953.94 |
0.618 |
7,886.37 |
0.500 |
7,865.50 |
0.382 |
7,844.63 |
LOW |
7,777.06 |
0.618 |
7,667.75 |
1.000 |
7,600.18 |
1.618 |
7,490.87 |
2.618 |
7,313.99 |
4.250 |
7,025.32 |
|
|
Fisher Pivots for day following 10-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
7,879.67 |
7,901.58 |
PP |
7,872.59 |
7,896.64 |
S1 |
7,865.50 |
7,891.70 |
|