| Trading Metrics calculated at close of trading on 04-Jun-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-1997 |
04-Jun-1997 |
Change |
Change % |
Previous Week |
| Open |
958.69 |
929.81 |
-28.88 |
-3.0% |
959.08 |
| High |
958.69 |
941.99 |
-16.70 |
-1.7% |
988.40 |
| Low |
929.48 |
917.34 |
-12.14 |
-1.3% |
948.46 |
| Close |
929.81 |
921.96 |
-7.85 |
-0.8% |
958.85 |
| Range |
29.21 |
24.65 |
-4.56 |
-15.6% |
39.94 |
| ATR |
20.22 |
20.53 |
0.32 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,001.05 |
986.15 |
935.52 |
|
| R3 |
976.40 |
961.50 |
928.74 |
|
| R2 |
951.75 |
951.75 |
926.48 |
|
| R1 |
936.85 |
936.85 |
924.22 |
931.98 |
| PP |
927.10 |
927.10 |
927.10 |
924.66 |
| S1 |
912.20 |
912.20 |
919.70 |
907.33 |
| S2 |
902.45 |
902.45 |
917.44 |
|
| S3 |
877.80 |
887.55 |
915.18 |
|
| S4 |
853.15 |
862.90 |
908.40 |
|
|
| 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 |
987.04 |
917.34 |
69.70 |
7.6% |
22.05 |
2.4% |
7% |
False |
True |
|
| 10 |
988.40 |
917.34 |
71.06 |
7.7% |
19.67 |
2.1% |
7% |
False |
True |
|
| 20 |
988.40 |
900.24 |
88.16 |
9.6% |
19.49 |
2.1% |
25% |
False |
False |
|
| 40 |
988.40 |
785.08 |
203.32 |
22.1% |
20.54 |
2.2% |
67% |
False |
False |
|
| 60 |
988.40 |
779.17 |
209.23 |
22.7% |
20.77 |
2.3% |
68% |
False |
False |
|
| 80 |
988.40 |
779.17 |
209.23 |
22.7% |
20.48 |
2.2% |
68% |
False |
False |
|
| 100 |
988.40 |
779.17 |
209.23 |
22.7% |
20.55 |
2.2% |
68% |
False |
False |
|
| 120 |
988.40 |
779.17 |
209.23 |
22.7% |
20.00 |
2.2% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,046.75 |
|
2.618 |
1,006.52 |
|
1.618 |
981.87 |
|
1.000 |
966.64 |
|
0.618 |
957.22 |
|
HIGH |
941.99 |
|
0.618 |
932.57 |
|
0.500 |
929.67 |
|
0.382 |
926.76 |
|
LOW |
917.34 |
|
0.618 |
902.11 |
|
1.000 |
892.69 |
|
1.618 |
877.46 |
|
2.618 |
852.81 |
|
4.250 |
812.58 |
|
|
| Fisher Pivots for day following 04-Jun-1997 |
| Pivot |
1 day |
3 day |
| R1 |
929.67 |
942.62 |
| PP |
927.10 |
935.73 |
| S1 |
924.53 |
928.85 |
|