Trading Metrics calculated at close of trading on 03-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-1997 |
03-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
7,722.33 |
7,795.38 |
73.05 |
0.9% |
7,796.51 |
High |
7,814.38 |
7,952.35 |
137.97 |
1.8% |
7,832.48 |
Low |
7,648.14 |
7,805.79 |
157.65 |
2.1% |
7,581.64 |
Close |
7,795.38 |
7,895.81 |
100.43 |
1.3% |
7,687.72 |
Range |
166.24 |
146.56 |
-19.68 |
-11.8% |
250.84 |
ATR |
166.25 |
165.59 |
-0.66 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,324.33 |
8,256.63 |
7,976.42 |
|
R3 |
8,177.77 |
8,110.07 |
7,936.11 |
|
R2 |
8,031.21 |
8,031.21 |
7,922.68 |
|
R1 |
7,963.51 |
7,963.51 |
7,909.24 |
7,997.36 |
PP |
7,884.65 |
7,884.65 |
7,884.65 |
7,901.58 |
S1 |
7,816.95 |
7,816.95 |
7,882.38 |
7,850.80 |
S2 |
7,738.09 |
7,738.09 |
7,868.94 |
|
S3 |
7,591.53 |
7,670.39 |
7,855.51 |
|
S4 |
7,444.97 |
7,523.83 |
7,815.20 |
|
|
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 |
7,952.35 |
7,579.60 |
372.75 |
4.7% |
171.54 |
2.2% |
85% |
True |
False |
|
10 |
7,952.35 |
7,579.60 |
372.75 |
4.7% |
179.09 |
2.3% |
85% |
True |
False |
|
20 |
7,952.35 |
7,290.26 |
662.09 |
8.4% |
164.50 |
2.1% |
91% |
True |
False |
|
40 |
7,952.35 |
7,040.30 |
912.05 |
11.6% |
158.19 |
2.0% |
94% |
True |
False |
|
60 |
7,952.35 |
6,315.84 |
1,636.51 |
20.7% |
161.86 |
2.0% |
97% |
True |
False |
|
80 |
7,952.35 |
6,315.84 |
1,636.51 |
20.7% |
162.39 |
2.1% |
97% |
True |
False |
|
100 |
7,952.35 |
6,315.84 |
1,636.51 |
20.7% |
158.81 |
2.0% |
97% |
True |
False |
|
120 |
7,952.35 |
6,315.84 |
1,636.51 |
20.7% |
157.42 |
2.0% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,575.23 |
2.618 |
8,336.04 |
1.618 |
8,189.48 |
1.000 |
8,098.91 |
0.618 |
8,042.92 |
HIGH |
7,952.35 |
0.618 |
7,896.36 |
0.500 |
7,879.07 |
0.382 |
7,861.78 |
LOW |
7,805.79 |
0.618 |
7,715.22 |
1.000 |
7,659.23 |
1.618 |
7,568.66 |
2.618 |
7,422.10 |
4.250 |
7,182.91 |
|
|
Fisher Pivots for day following 03-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
7,890.23 |
7,858.19 |
PP |
7,884.65 |
7,820.56 |
S1 |
7,879.07 |
7,782.94 |
|