| Trading Metrics calculated at close of trading on 23-Jun-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-1997 |
23-Jun-1997 |
Change |
Change % |
Previous Week |
| Open |
981.95 |
981.41 |
-0.54 |
-0.1% |
964.40 |
| High |
989.25 |
987.22 |
-2.03 |
-0.2% |
991.85 |
| Low |
979.14 |
968.52 |
-10.62 |
-1.1% |
962.54 |
| Close |
981.41 |
969.05 |
-12.36 |
-1.3% |
981.41 |
| Range |
10.11 |
18.70 |
8.59 |
85.0% |
29.31 |
| ATR |
18.56 |
18.57 |
0.01 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,031.03 |
1,018.74 |
979.34 |
|
| R3 |
1,012.33 |
1,000.04 |
974.19 |
|
| R2 |
993.63 |
993.63 |
972.48 |
|
| R1 |
981.34 |
981.34 |
970.76 |
978.14 |
| PP |
974.93 |
974.93 |
974.93 |
973.33 |
| S1 |
962.64 |
962.64 |
967.34 |
959.44 |
| S2 |
956.23 |
956.23 |
965.62 |
|
| S3 |
937.53 |
943.94 |
963.91 |
|
| S4 |
918.83 |
925.24 |
958.77 |
|
|
| 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 |
968.52 |
23.33 |
2.4% |
17.23 |
1.8% |
2% |
False |
True |
|
| 10 |
991.85 |
931.43 |
60.42 |
6.2% |
17.93 |
1.8% |
62% |
False |
False |
|
| 20 |
991.85 |
917.34 |
74.51 |
7.7% |
18.92 |
2.0% |
69% |
False |
False |
|
| 40 |
991.85 |
812.25 |
179.60 |
18.5% |
19.56 |
2.0% |
87% |
False |
False |
|
| 60 |
991.85 |
779.17 |
212.68 |
21.9% |
20.20 |
2.1% |
89% |
False |
False |
|
| 80 |
991.85 |
779.17 |
212.68 |
21.9% |
20.02 |
2.1% |
89% |
False |
False |
|
| 100 |
991.85 |
779.17 |
212.68 |
21.9% |
19.98 |
2.1% |
89% |
False |
False |
|
| 120 |
991.85 |
779.17 |
212.68 |
21.9% |
20.05 |
2.1% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,066.70 |
|
2.618 |
1,036.18 |
|
1.618 |
1,017.48 |
|
1.000 |
1,005.92 |
|
0.618 |
998.78 |
|
HIGH |
987.22 |
|
0.618 |
980.08 |
|
0.500 |
977.87 |
|
0.382 |
975.66 |
|
LOW |
968.52 |
|
0.618 |
956.96 |
|
1.000 |
949.82 |
|
1.618 |
938.26 |
|
2.618 |
919.56 |
|
4.250 |
889.05 |
|
|
| Fisher Pivots for day following 23-Jun-1997 |
| Pivot |
1 day |
3 day |
| R1 |
977.87 |
978.89 |
| PP |
974.93 |
975.61 |
| S1 |
971.99 |
972.33 |
|