| Trading Metrics calculated at close of trading on 13-Jun-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-1997 |
13-Jun-1997 |
Change |
Change % |
Previous Week |
| Open |
949.00 |
949.97 |
0.97 |
0.1% |
944.98 |
| High |
955.70 |
971.18 |
15.48 |
1.6% |
971.18 |
| Low |
936.00 |
949.29 |
13.29 |
1.4% |
931.43 |
| Close |
949.97 |
964.40 |
14.43 |
1.5% |
964.40 |
| Range |
19.70 |
21.89 |
2.19 |
11.1% |
39.75 |
| ATR |
19.54 |
19.71 |
0.17 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,027.29 |
1,017.74 |
976.44 |
|
| R3 |
1,005.40 |
995.85 |
970.42 |
|
| R2 |
983.51 |
983.51 |
968.41 |
|
| R1 |
973.96 |
973.96 |
966.41 |
978.74 |
| PP |
961.62 |
961.62 |
961.62 |
964.01 |
| S1 |
952.07 |
952.07 |
962.39 |
956.85 |
| S2 |
939.73 |
939.73 |
960.39 |
|
| S3 |
917.84 |
930.18 |
958.38 |
|
| S4 |
895.95 |
908.29 |
952.36 |
|
|
| Weekly Pivots for week ending 13-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,074.92 |
1,059.41 |
986.26 |
|
| R3 |
1,035.17 |
1,019.66 |
975.33 |
|
| R2 |
995.42 |
995.42 |
971.69 |
|
| R1 |
979.91 |
979.91 |
968.04 |
987.67 |
| PP |
955.67 |
955.67 |
955.67 |
959.55 |
| S1 |
940.16 |
940.16 |
960.76 |
947.92 |
| S2 |
915.92 |
915.92 |
957.11 |
|
| S3 |
876.17 |
900.41 |
953.47 |
|
| S4 |
836.42 |
860.66 |
942.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
971.18 |
931.43 |
39.75 |
4.1% |
18.86 |
2.0% |
83% |
True |
False |
|
| 10 |
971.18 |
917.34 |
53.84 |
5.6% |
19.82 |
2.1% |
87% |
True |
False |
|
| 20 |
988.40 |
908.72 |
79.68 |
8.3% |
19.48 |
2.0% |
70% |
False |
False |
|
| 40 |
988.40 |
793.13 |
195.27 |
20.2% |
20.17 |
2.1% |
88% |
False |
False |
|
| 60 |
988.40 |
779.17 |
209.23 |
21.7% |
20.97 |
2.2% |
89% |
False |
False |
|
| 80 |
988.40 |
779.17 |
209.23 |
21.7% |
20.40 |
2.1% |
89% |
False |
False |
|
| 100 |
988.40 |
779.17 |
209.23 |
21.7% |
20.61 |
2.1% |
89% |
False |
False |
|
| 120 |
988.40 |
779.17 |
209.23 |
21.7% |
19.82 |
2.1% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,064.21 |
|
2.618 |
1,028.49 |
|
1.618 |
1,006.60 |
|
1.000 |
993.07 |
|
0.618 |
984.71 |
|
HIGH |
971.18 |
|
0.618 |
962.82 |
|
0.500 |
960.24 |
|
0.382 |
957.65 |
|
LOW |
949.29 |
|
0.618 |
935.76 |
|
1.000 |
927.40 |
|
1.618 |
913.87 |
|
2.618 |
891.98 |
|
4.250 |
856.26 |
|
|
| Fisher Pivots for day following 13-Jun-1997 |
| Pivot |
1 day |
3 day |
| R1 |
963.01 |
960.04 |
| PP |
961.62 |
955.67 |
| S1 |
960.24 |
951.31 |
|