| Trading Metrics calculated at close of trading on 01-Jul-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-1997 |
01-Jul-1997 |
Change |
Change % |
Previous Week |
| Open |
963.01 |
957.30 |
-5.71 |
-0.6% |
981.41 |
| High |
967.89 |
961.77 |
-6.12 |
-0.6% |
993.16 |
| Low |
955.43 |
947.78 |
-7.65 |
-0.8% |
961.67 |
| Close |
957.30 |
953.44 |
-3.86 |
-0.4% |
963.01 |
| Range |
12.46 |
13.99 |
1.53 |
12.3% |
31.49 |
| ATR |
17.89 |
17.61 |
-0.28 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
996.30 |
988.86 |
961.13 |
|
| R3 |
982.31 |
974.87 |
957.29 |
|
| R2 |
968.32 |
968.32 |
956.00 |
|
| R1 |
960.88 |
960.88 |
954.72 |
957.61 |
| PP |
954.33 |
954.33 |
954.33 |
952.69 |
| S1 |
946.89 |
946.89 |
952.16 |
943.62 |
| S2 |
940.34 |
940.34 |
950.88 |
|
| S3 |
926.35 |
932.90 |
949.59 |
|
| S4 |
912.36 |
918.91 |
945.75 |
|
|
| Weekly Pivots for week ending 27-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,067.08 |
1,046.54 |
980.33 |
|
| R3 |
1,035.59 |
1,015.05 |
971.67 |
|
| R2 |
1,004.10 |
1,004.10 |
968.78 |
|
| R1 |
983.56 |
983.56 |
965.90 |
978.09 |
| PP |
972.61 |
972.61 |
972.61 |
969.88 |
| S1 |
952.07 |
952.07 |
960.12 |
946.60 |
| S2 |
941.12 |
941.12 |
957.24 |
|
| S3 |
909.63 |
920.58 |
954.35 |
|
| S4 |
878.14 |
889.09 |
945.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
993.16 |
947.78 |
45.38 |
4.8% |
15.88 |
1.7% |
12% |
False |
True |
|
| 10 |
993.16 |
947.78 |
45.38 |
4.8% |
16.17 |
1.7% |
12% |
False |
True |
|
| 20 |
993.16 |
917.34 |
75.82 |
8.0% |
17.44 |
1.8% |
48% |
False |
False |
|
| 40 |
993.16 |
900.24 |
92.92 |
9.7% |
18.41 |
1.9% |
57% |
False |
False |
|
| 60 |
993.16 |
785.08 |
208.08 |
21.8% |
19.33 |
2.0% |
81% |
False |
False |
|
| 80 |
993.16 |
779.17 |
213.99 |
22.4% |
19.95 |
2.1% |
81% |
False |
False |
|
| 100 |
993.16 |
779.17 |
213.99 |
22.4% |
19.79 |
2.1% |
81% |
False |
False |
|
| 120 |
993.16 |
779.17 |
213.99 |
22.4% |
19.98 |
2.1% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,021.23 |
|
2.618 |
998.40 |
|
1.618 |
984.41 |
|
1.000 |
975.76 |
|
0.618 |
970.42 |
|
HIGH |
961.77 |
|
0.618 |
956.43 |
|
0.500 |
954.78 |
|
0.382 |
953.12 |
|
LOW |
947.78 |
|
0.618 |
939.13 |
|
1.000 |
933.79 |
|
1.618 |
925.14 |
|
2.618 |
911.15 |
|
4.250 |
888.32 |
|
|
| Fisher Pivots for day following 01-Jul-1997 |
| Pivot |
1 day |
3 day |
| R1 |
954.78 |
962.18 |
| PP |
954.33 |
959.27 |
| S1 |
953.89 |
956.35 |
|