| Trading Metrics calculated at close of trading on 05-Jun-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-1997 |
05-Jun-1997 |
Change |
Change % |
Previous Week |
| Open |
929.81 |
921.96 |
-7.85 |
-0.8% |
959.08 |
| High |
941.99 |
935.75 |
-6.24 |
-0.7% |
988.40 |
| Low |
917.34 |
921.96 |
4.62 |
0.5% |
948.46 |
| Close |
921.96 |
930.61 |
8.65 |
0.9% |
958.85 |
| Range |
24.65 |
13.79 |
-10.86 |
-44.1% |
39.94 |
| ATR |
20.53 |
20.05 |
-0.48 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
970.81 |
964.50 |
938.19 |
|
| R3 |
957.02 |
950.71 |
934.40 |
|
| R2 |
943.23 |
943.23 |
933.14 |
|
| R1 |
936.92 |
936.92 |
931.87 |
940.08 |
| PP |
929.44 |
929.44 |
929.44 |
931.02 |
| S1 |
923.13 |
923.13 |
929.35 |
926.29 |
| S2 |
915.65 |
915.65 |
928.08 |
|
| S3 |
901.86 |
909.34 |
926.82 |
|
| S4 |
888.07 |
895.55 |
923.03 |
|
|
| 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 |
970.54 |
917.34 |
53.20 |
5.7% |
21.34 |
2.3% |
25% |
False |
False |
|
| 10 |
988.40 |
917.34 |
71.06 |
7.6% |
19.11 |
2.1% |
19% |
False |
False |
|
| 20 |
988.40 |
900.24 |
88.16 |
9.5% |
19.20 |
2.1% |
34% |
False |
False |
|
| 40 |
988.40 |
785.08 |
203.32 |
21.8% |
20.35 |
2.2% |
72% |
False |
False |
|
| 60 |
988.40 |
779.17 |
209.23 |
22.5% |
20.84 |
2.2% |
72% |
False |
False |
|
| 80 |
988.40 |
779.17 |
209.23 |
22.5% |
20.26 |
2.2% |
72% |
False |
False |
|
| 100 |
988.40 |
779.17 |
209.23 |
22.5% |
20.59 |
2.2% |
72% |
False |
False |
|
| 120 |
988.40 |
779.17 |
209.23 |
22.5% |
19.86 |
2.1% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
994.36 |
|
2.618 |
971.85 |
|
1.618 |
958.06 |
|
1.000 |
949.54 |
|
0.618 |
944.27 |
|
HIGH |
935.75 |
|
0.618 |
930.48 |
|
0.500 |
928.86 |
|
0.382 |
927.23 |
|
LOW |
921.96 |
|
0.618 |
913.44 |
|
1.000 |
908.17 |
|
1.618 |
899.65 |
|
2.618 |
885.86 |
|
4.250 |
863.35 |
|
|
| Fisher Pivots for day following 05-Jun-1997 |
| Pivot |
1 day |
3 day |
| R1 |
930.03 |
938.02 |
| PP |
929.44 |
935.55 |
| S1 |
928.86 |
933.08 |
|