| Trading Metrics calculated at close of trading on 02-Jul-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-1997 |
02-Jul-1997 |
Change |
Change % |
Previous Week |
| Open |
957.30 |
953.44 |
-3.86 |
-0.4% |
981.41 |
| High |
961.77 |
976.05 |
14.28 |
1.5% |
993.16 |
| Low |
947.78 |
953.44 |
5.66 |
0.6% |
961.67 |
| Close |
953.44 |
975.93 |
22.49 |
2.4% |
963.01 |
| Range |
13.99 |
22.61 |
8.62 |
61.6% |
31.49 |
| ATR |
17.61 |
17.97 |
0.36 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,036.30 |
1,028.73 |
988.37 |
|
| R3 |
1,013.69 |
1,006.12 |
982.15 |
|
| R2 |
991.08 |
991.08 |
980.08 |
|
| R1 |
983.51 |
983.51 |
978.00 |
987.30 |
| PP |
968.47 |
968.47 |
968.47 |
970.37 |
| S1 |
960.90 |
960.90 |
973.86 |
964.69 |
| S2 |
945.86 |
945.86 |
971.78 |
|
| S3 |
923.25 |
938.29 |
969.71 |
|
| S4 |
900.64 |
915.68 |
963.49 |
|
|
| 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 |
981.39 |
947.78 |
33.61 |
3.4% |
15.88 |
1.6% |
84% |
False |
False |
|
| 10 |
993.16 |
947.78 |
45.38 |
4.6% |
16.58 |
1.7% |
62% |
False |
False |
|
| 20 |
993.16 |
921.96 |
71.20 |
7.3% |
17.34 |
1.8% |
76% |
False |
False |
|
| 40 |
993.16 |
900.24 |
92.92 |
9.5% |
18.42 |
1.9% |
81% |
False |
False |
|
| 60 |
993.16 |
785.08 |
208.08 |
21.3% |
19.47 |
2.0% |
92% |
False |
False |
|
| 80 |
993.16 |
779.17 |
213.99 |
21.9% |
19.91 |
2.0% |
92% |
False |
False |
|
| 100 |
993.16 |
779.17 |
213.99 |
21.9% |
19.85 |
2.0% |
92% |
False |
False |
|
| 120 |
993.16 |
779.17 |
213.99 |
21.9% |
20.01 |
2.1% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,072.14 |
|
2.618 |
1,035.24 |
|
1.618 |
1,012.63 |
|
1.000 |
998.66 |
|
0.618 |
990.02 |
|
HIGH |
976.05 |
|
0.618 |
967.41 |
|
0.500 |
964.75 |
|
0.382 |
962.08 |
|
LOW |
953.44 |
|
0.618 |
939.47 |
|
1.000 |
930.83 |
|
1.618 |
916.86 |
|
2.618 |
894.25 |
|
4.250 |
857.35 |
|
|
| Fisher Pivots for day following 02-Jul-1997 |
| Pivot |
1 day |
3 day |
| R1 |
972.20 |
971.26 |
| PP |
968.47 |
966.59 |
| S1 |
964.75 |
961.92 |
|