| Trading Metrics calculated at close of trading on 02-Jun-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-1997 |
02-Jun-1997 |
Change |
Change % |
Previous Week |
| Open |
970.54 |
958.85 |
-11.69 |
-1.2% |
959.08 |
| High |
970.54 |
967.90 |
-2.64 |
-0.3% |
988.40 |
| Low |
948.46 |
950.95 |
2.49 |
0.3% |
948.46 |
| Close |
958.85 |
958.69 |
-0.16 |
0.0% |
958.85 |
| Range |
22.08 |
16.95 |
-5.13 |
-23.2% |
39.94 |
| ATR |
19.72 |
19.53 |
-0.20 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,010.03 |
1,001.31 |
968.01 |
|
| R3 |
993.08 |
984.36 |
963.35 |
|
| R2 |
976.13 |
976.13 |
961.80 |
|
| R1 |
967.41 |
967.41 |
960.24 |
963.30 |
| PP |
959.18 |
959.18 |
959.18 |
957.12 |
| S1 |
950.46 |
950.46 |
957.14 |
946.35 |
| S2 |
942.23 |
942.23 |
955.58 |
|
| S3 |
925.28 |
933.51 |
954.03 |
|
| S4 |
908.33 |
916.56 |
949.37 |
|
|
| Weekly Pivots for week ending 30-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,085.06 |
1,061.89 |
980.82 |
|
| R3 |
1,045.12 |
1,021.95 |
969.83 |
|
| R2 |
1,005.18 |
1,005.18 |
966.17 |
|
| R1 |
982.01 |
982.01 |
962.51 |
973.63 |
| PP |
965.24 |
965.24 |
965.24 |
961.04 |
| S1 |
942.07 |
942.07 |
955.19 |
933.69 |
| S2 |
925.30 |
925.30 |
951.53 |
|
| S3 |
885.36 |
902.13 |
947.87 |
|
| S4 |
845.42 |
862.19 |
936.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
988.40 |
948.46 |
39.94 |
4.2% |
19.51 |
2.0% |
26% |
False |
False |
|
| 10 |
988.40 |
908.72 |
79.68 |
8.3% |
19.17 |
2.0% |
63% |
False |
False |
|
| 20 |
988.40 |
900.24 |
88.16 |
9.2% |
19.25 |
2.0% |
66% |
False |
False |
|
| 40 |
988.40 |
785.08 |
203.32 |
21.2% |
19.98 |
2.1% |
85% |
False |
False |
|
| 60 |
988.40 |
779.17 |
209.23 |
21.8% |
20.64 |
2.2% |
86% |
False |
False |
|
| 80 |
988.40 |
779.17 |
209.23 |
21.8% |
20.17 |
2.1% |
86% |
False |
False |
|
| 100 |
988.40 |
779.17 |
209.23 |
21.8% |
20.28 |
2.1% |
86% |
False |
False |
|
| 120 |
988.40 |
779.17 |
209.23 |
21.8% |
19.91 |
2.1% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,039.94 |
|
2.618 |
1,012.28 |
|
1.618 |
995.33 |
|
1.000 |
984.85 |
|
0.618 |
978.38 |
|
HIGH |
967.90 |
|
0.618 |
961.43 |
|
0.500 |
959.43 |
|
0.382 |
957.42 |
|
LOW |
950.95 |
|
0.618 |
940.47 |
|
1.000 |
934.00 |
|
1.618 |
923.52 |
|
2.618 |
906.57 |
|
4.250 |
878.91 |
|
|
| Fisher Pivots for day following 02-Jun-1997 |
| Pivot |
1 day |
3 day |
| R1 |
959.43 |
967.75 |
| PP |
959.18 |
964.73 |
| S1 |
958.94 |
961.71 |
|