| Trading Metrics calculated at close of trading on 11-Jun-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-1997 |
11-Jun-1997 |
Change |
Change % |
Previous Week |
| Open |
954.56 |
941.14 |
-13.42 |
-1.4% |
958.85 |
| High |
957.89 |
949.50 |
-8.39 |
-0.9% |
967.90 |
| Low |
937.89 |
931.43 |
-6.46 |
-0.7% |
917.34 |
| Close |
941.14 |
949.00 |
7.86 |
0.8% |
944.98 |
| Range |
20.00 |
18.07 |
-1.93 |
-9.7% |
50.56 |
| ATR |
19.64 |
19.53 |
-0.11 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
997.52 |
991.33 |
958.94 |
|
| R3 |
979.45 |
973.26 |
953.97 |
|
| R2 |
961.38 |
961.38 |
952.31 |
|
| R1 |
955.19 |
955.19 |
950.66 |
958.29 |
| PP |
943.31 |
943.31 |
943.31 |
944.86 |
| S1 |
937.12 |
937.12 |
947.34 |
940.22 |
| S2 |
925.24 |
925.24 |
945.69 |
|
| S3 |
907.17 |
919.05 |
944.03 |
|
| S4 |
889.10 |
900.98 |
939.06 |
|
|
| Weekly Pivots for week ending 06-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,095.09 |
1,070.59 |
972.79 |
|
| R3 |
1,044.53 |
1,020.03 |
958.88 |
|
| R2 |
993.97 |
993.97 |
954.25 |
|
| R1 |
969.47 |
969.47 |
949.61 |
956.44 |
| PP |
943.41 |
943.41 |
943.41 |
936.89 |
| S1 |
918.91 |
918.91 |
940.35 |
905.88 |
| S2 |
892.85 |
892.85 |
935.71 |
|
| S3 |
842.29 |
868.35 |
931.08 |
|
| S4 |
791.73 |
817.79 |
917.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
959.65 |
921.96 |
37.69 |
4.0% |
17.16 |
1.8% |
72% |
False |
False |
|
| 10 |
987.04 |
917.34 |
69.70 |
7.3% |
19.61 |
2.1% |
45% |
False |
False |
|
| 20 |
988.40 |
900.24 |
88.16 |
9.3% |
19.29 |
2.0% |
55% |
False |
False |
|
| 40 |
988.40 |
787.63 |
200.77 |
21.2% |
19.95 |
2.1% |
80% |
False |
False |
|
| 60 |
988.40 |
779.17 |
209.23 |
22.0% |
21.03 |
2.2% |
81% |
False |
False |
|
| 80 |
988.40 |
779.17 |
209.23 |
22.0% |
20.18 |
2.1% |
81% |
False |
False |
|
| 100 |
988.40 |
779.17 |
209.23 |
22.0% |
20.61 |
2.2% |
81% |
False |
False |
|
| 120 |
988.40 |
779.17 |
209.23 |
22.0% |
19.72 |
2.1% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,026.30 |
|
2.618 |
996.81 |
|
1.618 |
978.74 |
|
1.000 |
967.57 |
|
0.618 |
960.67 |
|
HIGH |
949.50 |
|
0.618 |
942.60 |
|
0.500 |
940.47 |
|
0.382 |
938.33 |
|
LOW |
931.43 |
|
0.618 |
920.26 |
|
1.000 |
913.36 |
|
1.618 |
902.19 |
|
2.618 |
884.12 |
|
4.250 |
854.63 |
|
|
| Fisher Pivots for day following 11-Jun-1997 |
| Pivot |
1 day |
3 day |
| R1 |
946.16 |
947.85 |
| PP |
943.31 |
946.69 |
| S1 |
940.47 |
945.54 |
|