Trading Metrics calculated at close of trading on 13-Jun-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-1997 |
13-Jun-1997 |
Change |
Change % |
Previous Week |
Open |
7,575.83 |
7,711.47 |
135.64 |
1.8% |
7,435.78 |
High |
7,741.42 |
7,845.82 |
104.40 |
1.3% |
7,845.82 |
Low |
7,569.66 |
7,683.42 |
113.76 |
1.5% |
7,412.44 |
Close |
7,711.47 |
7,782.04 |
70.57 |
0.9% |
7,782.04 |
Range |
171.76 |
162.40 |
-9.36 |
-5.4% |
433.38 |
ATR |
155.29 |
155.80 |
0.51 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,257.63 |
8,182.23 |
7,871.36 |
|
R3 |
8,095.23 |
8,019.83 |
7,826.70 |
|
R2 |
7,932.83 |
7,932.83 |
7,811.81 |
|
R1 |
7,857.43 |
7,857.43 |
7,796.93 |
7,895.13 |
PP |
7,770.43 |
7,770.43 |
7,770.43 |
7,789.28 |
S1 |
7,695.03 |
7,695.03 |
7,767.15 |
7,732.73 |
S2 |
7,608.03 |
7,608.03 |
7,752.27 |
|
S3 |
7,445.63 |
7,532.63 |
7,737.38 |
|
S4 |
7,283.23 |
7,370.23 |
7,692.72 |
|
|
Weekly Pivots for week ending 13-Jun-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,980.24 |
8,814.52 |
8,020.40 |
|
R3 |
8,546.86 |
8,381.14 |
7,901.22 |
|
R2 |
8,113.48 |
8,113.48 |
7,861.49 |
|
R1 |
7,947.76 |
7,947.76 |
7,821.77 |
8,030.62 |
PP |
7,680.10 |
7,680.10 |
7,680.10 |
7,721.53 |
S1 |
7,514.38 |
7,514.38 |
7,742.31 |
7,597.24 |
S2 |
7,246.72 |
7,246.72 |
7,702.59 |
|
S3 |
6,813.34 |
7,081.00 |
7,662.86 |
|
S4 |
6,379.96 |
6,647.62 |
7,543.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,845.82 |
7,412.44 |
433.38 |
5.6% |
153.68 |
2.0% |
85% |
True |
False |
|
10 |
7,845.82 |
7,214.29 |
631.53 |
8.1% |
151.79 |
2.0% |
90% |
True |
False |
|
20 |
7,845.82 |
7,123.38 |
722.44 |
9.3% |
152.75 |
2.0% |
91% |
True |
False |
|
40 |
7,845.82 |
6,594.38 |
1,251.44 |
16.1% |
159.48 |
2.0% |
95% |
True |
False |
|
60 |
7,845.82 |
6,315.84 |
1,529.98 |
19.7% |
162.07 |
2.1% |
96% |
True |
False |
|
80 |
7,845.82 |
6,315.84 |
1,529.98 |
19.7% |
159.02 |
2.0% |
96% |
True |
False |
|
100 |
7,845.82 |
6,315.84 |
1,529.98 |
19.7% |
157.54 |
2.0% |
96% |
True |
False |
|
120 |
7,845.82 |
6,315.84 |
1,529.98 |
19.7% |
153.69 |
2.0% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,536.02 |
2.618 |
8,270.98 |
1.618 |
8,108.58 |
1.000 |
8,008.22 |
0.618 |
7,946.18 |
HIGH |
7,845.82 |
0.618 |
7,783.78 |
0.500 |
7,764.62 |
0.382 |
7,745.46 |
LOW |
7,683.42 |
0.618 |
7,583.06 |
1.000 |
7,521.02 |
1.618 |
7,420.66 |
2.618 |
7,258.26 |
4.250 |
6,993.22 |
|
|
Fisher Pivots for day following 13-Jun-1997 |
Pivot |
1 day |
3 day |
R1 |
7,776.23 |
7,741.71 |
PP |
7,770.43 |
7,701.38 |
S1 |
7,764.62 |
7,661.06 |
|