| Trading Metrics calculated at close of trading on 20-Jun-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-1997 |
20-Jun-1997 |
Change |
Change % |
Previous Week |
| Open |
971.55 |
981.95 |
10.40 |
1.1% |
964.40 |
| High |
986.97 |
989.25 |
2.28 |
0.2% |
991.85 |
| Low |
969.78 |
979.14 |
9.36 |
1.0% |
962.54 |
| Close |
981.95 |
981.41 |
-0.54 |
-0.1% |
981.41 |
| Range |
17.19 |
10.11 |
-7.08 |
-41.2% |
29.31 |
| ATR |
19.21 |
18.56 |
-0.65 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,013.60 |
1,007.61 |
986.97 |
|
| R3 |
1,003.49 |
997.50 |
984.19 |
|
| R2 |
993.38 |
993.38 |
983.26 |
|
| R1 |
987.39 |
987.39 |
982.34 |
985.33 |
| PP |
983.27 |
983.27 |
983.27 |
982.24 |
| S1 |
977.28 |
977.28 |
980.48 |
975.22 |
| S2 |
973.16 |
973.16 |
979.56 |
|
| S3 |
963.05 |
967.17 |
978.63 |
|
| S4 |
952.94 |
957.06 |
975.85 |
|
|
| Weekly Pivots for week ending 20-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,066.53 |
1,053.28 |
997.53 |
|
| R3 |
1,037.22 |
1,023.97 |
989.47 |
|
| R2 |
1,007.91 |
1,007.91 |
986.78 |
|
| R1 |
994.66 |
994.66 |
984.10 |
1,001.29 |
| PP |
978.60 |
978.60 |
978.60 |
981.91 |
| S1 |
965.35 |
965.35 |
978.72 |
971.98 |
| S2 |
949.29 |
949.29 |
976.04 |
|
| S3 |
919.98 |
936.04 |
973.35 |
|
| S4 |
890.67 |
906.73 |
965.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
991.85 |
962.54 |
29.31 |
3.0% |
16.18 |
1.6% |
64% |
False |
False |
|
| 10 |
991.85 |
931.43 |
60.42 |
6.2% |
17.52 |
1.8% |
83% |
False |
False |
|
| 20 |
991.85 |
917.34 |
74.51 |
7.6% |
18.64 |
1.9% |
86% |
False |
False |
|
| 40 |
991.85 |
812.25 |
179.60 |
18.3% |
19.57 |
2.0% |
94% |
False |
False |
|
| 60 |
991.85 |
779.17 |
212.68 |
21.7% |
20.44 |
2.1% |
95% |
False |
False |
|
| 80 |
991.85 |
779.17 |
212.68 |
21.7% |
20.19 |
2.1% |
95% |
False |
False |
|
| 100 |
991.85 |
779.17 |
212.68 |
21.7% |
19.93 |
2.0% |
95% |
False |
False |
|
| 120 |
991.85 |
779.17 |
212.68 |
21.7% |
19.99 |
2.0% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,032.22 |
|
2.618 |
1,015.72 |
|
1.618 |
1,005.61 |
|
1.000 |
999.36 |
|
0.618 |
995.50 |
|
HIGH |
989.25 |
|
0.618 |
985.39 |
|
0.500 |
984.20 |
|
0.382 |
983.00 |
|
LOW |
979.14 |
|
0.618 |
972.89 |
|
1.000 |
969.03 |
|
1.618 |
962.78 |
|
2.618 |
952.67 |
|
4.250 |
936.17 |
|
|
| Fisher Pivots for day following 20-Jun-1997 |
| Pivot |
1 day |
3 day |
| R1 |
984.20 |
980.80 |
| PP |
983.27 |
980.19 |
| S1 |
982.34 |
979.58 |
|