| Trading Metrics calculated at close of trading on 02-Jul-1981 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-1981 |
02-Jul-1981 |
Change |
Change % |
Previous Week |
| Open |
976.88 |
967.66 |
-9.22 |
-0.9% |
996.19 |
| High |
978.98 |
972.70 |
-6.28 |
-0.6% |
1,008.94 |
| Low |
963.28 |
954.72 |
-8.56 |
-0.9% |
988.48 |
| Close |
967.66 |
959.19 |
-8.47 |
-0.9% |
992.88 |
| Range |
15.70 |
17.98 |
2.28 |
14.5% |
20.46 |
| ATR |
16.79 |
16.87 |
0.09 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-1981 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,016.14 |
1,005.65 |
969.08 |
|
| R3 |
998.16 |
987.67 |
964.13 |
|
| R2 |
980.18 |
980.18 |
962.49 |
|
| R1 |
969.69 |
969.69 |
960.84 |
965.95 |
| PP |
962.20 |
962.20 |
962.20 |
960.33 |
| S1 |
951.71 |
951.71 |
957.54 |
947.97 |
| S2 |
944.22 |
944.22 |
955.89 |
|
| S3 |
926.24 |
933.73 |
954.25 |
|
| S4 |
908.26 |
915.75 |
949.30 |
|
|
| Weekly Pivots for week ending 26-Jun-1981 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,058.15 |
1,045.97 |
1,004.13 |
|
| R3 |
1,037.69 |
1,025.51 |
998.51 |
|
| R2 |
1,017.23 |
1,017.23 |
996.63 |
|
| R1 |
1,005.05 |
1,005.05 |
994.76 |
1,000.91 |
| PP |
996.77 |
996.77 |
996.77 |
994.70 |
| S1 |
984.59 |
984.59 |
991.00 |
980.45 |
| S2 |
976.31 |
976.31 |
989.13 |
|
| S3 |
955.85 |
964.13 |
987.25 |
|
| S4 |
935.39 |
943.67 |
981.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,001.81 |
954.72 |
47.09 |
4.9% |
15.51 |
1.6% |
9% |
False |
True |
|
| 10 |
1,008.94 |
954.72 |
54.22 |
5.7% |
15.61 |
1.6% |
8% |
False |
True |
|
| 20 |
1,023.02 |
954.72 |
68.30 |
7.1% |
16.92 |
1.8% |
7% |
False |
True |
|
| 40 |
1,023.02 |
954.72 |
68.30 |
7.1% |
16.95 |
1.8% |
7% |
False |
True |
|
| 60 |
1,030.98 |
954.72 |
76.26 |
8.0% |
17.30 |
1.8% |
6% |
False |
True |
|
| 80 |
1,030.98 |
954.72 |
76.26 |
8.0% |
18.04 |
1.9% |
6% |
False |
True |
|
| 100 |
1,030.98 |
926.11 |
104.87 |
10.9% |
18.04 |
1.9% |
32% |
False |
False |
|
| 120 |
1,030.98 |
923.89 |
107.09 |
11.2% |
17.92 |
1.9% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,049.12 |
|
2.618 |
1,019.77 |
|
1.618 |
1,001.79 |
|
1.000 |
990.68 |
|
0.618 |
983.81 |
|
HIGH |
972.70 |
|
0.618 |
965.83 |
|
0.500 |
963.71 |
|
0.382 |
961.59 |
|
LOW |
954.72 |
|
0.618 |
943.61 |
|
1.000 |
936.74 |
|
1.618 |
925.63 |
|
2.618 |
907.65 |
|
4.250 |
878.31 |
|
|
| Fisher Pivots for day following 02-Jul-1981 |
| Pivot |
1 day |
3 day |
| R1 |
963.71 |
971.37 |
| PP |
962.20 |
967.31 |
| S1 |
960.70 |
963.25 |
|