| Trading Metrics calculated at close of trading on 25-Jun-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-1997 |
25-Jun-1997 |
Change |
Change % |
Previous Week |
| Open |
969.05 |
986.42 |
17.37 |
1.8% |
964.40 |
| High |
986.86 |
993.16 |
6.30 |
0.6% |
991.85 |
| Low |
969.05 |
970.58 |
1.53 |
0.2% |
962.54 |
| Close |
986.42 |
979.22 |
-7.20 |
-0.7% |
981.41 |
| Range |
17.81 |
22.58 |
4.77 |
26.8% |
29.31 |
| ATR |
18.52 |
18.81 |
0.29 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,048.73 |
1,036.55 |
991.64 |
|
| R3 |
1,026.15 |
1,013.97 |
985.43 |
|
| R2 |
1,003.57 |
1,003.57 |
983.36 |
|
| R1 |
991.39 |
991.39 |
981.29 |
986.19 |
| PP |
980.99 |
980.99 |
980.99 |
978.39 |
| S1 |
968.81 |
968.81 |
977.15 |
963.61 |
| S2 |
958.41 |
958.41 |
975.08 |
|
| S3 |
935.83 |
946.23 |
973.01 |
|
| S4 |
913.25 |
923.65 |
966.80 |
|
|
| 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 |
993.16 |
968.52 |
24.64 |
2.5% |
17.28 |
1.8% |
43% |
True |
False |
|
| 10 |
993.16 |
936.00 |
57.16 |
5.8% |
18.16 |
1.9% |
76% |
True |
False |
|
| 20 |
993.16 |
917.34 |
75.82 |
7.7% |
18.88 |
1.9% |
82% |
True |
False |
|
| 40 |
993.16 |
850.95 |
142.21 |
14.5% |
19.36 |
2.0% |
90% |
True |
False |
|
| 60 |
993.16 |
779.17 |
213.99 |
21.9% |
19.85 |
2.0% |
93% |
True |
False |
|
| 80 |
993.16 |
779.17 |
213.99 |
21.9% |
20.08 |
2.1% |
93% |
True |
False |
|
| 100 |
993.16 |
779.17 |
213.99 |
21.9% |
20.05 |
2.0% |
93% |
True |
False |
|
| 120 |
993.16 |
779.17 |
213.99 |
21.9% |
19.95 |
2.0% |
93% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,089.13 |
|
2.618 |
1,052.27 |
|
1.618 |
1,029.69 |
|
1.000 |
1,015.74 |
|
0.618 |
1,007.11 |
|
HIGH |
993.16 |
|
0.618 |
984.53 |
|
0.500 |
981.87 |
|
0.382 |
979.21 |
|
LOW |
970.58 |
|
0.618 |
956.63 |
|
1.000 |
948.00 |
|
1.618 |
934.05 |
|
2.618 |
911.47 |
|
4.250 |
874.62 |
|
|
| Fisher Pivots for day following 25-Jun-1997 |
| Pivot |
1 day |
3 day |
| R1 |
981.87 |
980.84 |
| PP |
980.99 |
980.30 |
| S1 |
980.10 |
979.76 |
|