| Trading Metrics calculated at close of trading on 11-Jul-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-1997 |
11-Jul-1997 |
Change |
Change % |
Previous Week |
| Open |
7,842.43 |
7,886.76 |
44.33 |
0.6% |
7,895.81 |
| High |
7,953.94 |
7,984.02 |
30.08 |
0.4% |
8,027.67 |
| Low |
7,777.06 |
7,837.68 |
60.62 |
0.8% |
7,775.48 |
| Close |
7,886.76 |
7,921.82 |
35.06 |
0.4% |
7,921.82 |
| Range |
176.88 |
146.34 |
-30.54 |
-17.3% |
252.19 |
| ATR |
173.50 |
171.56 |
-1.94 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,353.53 |
8,284.01 |
8,002.31 |
|
| R3 |
8,207.19 |
8,137.67 |
7,962.06 |
|
| R2 |
8,060.85 |
8,060.85 |
7,948.65 |
|
| R1 |
7,991.33 |
7,991.33 |
7,935.23 |
8,026.09 |
| PP |
7,914.51 |
7,914.51 |
7,914.51 |
7,931.89 |
| S1 |
7,844.99 |
7,844.99 |
7,908.41 |
7,879.75 |
| S2 |
7,768.17 |
7,768.17 |
7,894.99 |
|
| S3 |
7,621.83 |
7,698.65 |
7,881.58 |
|
| S4 |
7,475.49 |
7,552.31 |
7,841.33 |
|
|
| Weekly Pivots for week ending 11-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,664.89 |
8,545.55 |
8,060.52 |
|
| R3 |
8,412.70 |
8,293.36 |
7,991.17 |
|
| R2 |
8,160.51 |
8,160.51 |
7,968.05 |
|
| R1 |
8,041.17 |
8,041.17 |
7,944.94 |
8,100.84 |
| PP |
7,908.32 |
7,908.32 |
7,908.32 |
7,938.16 |
| S1 |
7,788.98 |
7,788.98 |
7,898.70 |
7,848.65 |
| S2 |
7,656.13 |
7,656.13 |
7,875.59 |
|
| S3 |
7,403.94 |
7,536.79 |
7,852.47 |
|
| S4 |
7,151.75 |
7,284.60 |
7,783.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,027.67 |
7,775.48 |
252.19 |
3.2% |
185.92 |
2.3% |
58% |
False |
False |
|
| 10 |
8,027.67 |
7,579.60 |
448.07 |
5.7% |
178.73 |
2.3% |
76% |
False |
False |
|
| 20 |
8,027.67 |
7,579.60 |
448.07 |
5.7% |
171.49 |
2.2% |
76% |
False |
False |
|
| 40 |
8,027.67 |
7,123.38 |
904.29 |
11.4% |
161.50 |
2.0% |
88% |
False |
False |
|
| 60 |
8,027.67 |
6,594.38 |
1,433.29 |
18.1% |
163.28 |
2.1% |
93% |
False |
False |
|
| 80 |
8,027.67 |
6,315.84 |
1,711.83 |
21.6% |
164.27 |
2.1% |
94% |
False |
False |
|
| 100 |
8,027.67 |
6,315.84 |
1,711.83 |
21.6% |
161.21 |
2.0% |
94% |
False |
False |
|
| 120 |
8,027.67 |
6,315.84 |
1,711.83 |
21.6% |
159.88 |
2.0% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,605.97 |
|
2.618 |
8,367.14 |
|
1.618 |
8,220.80 |
|
1.000 |
8,130.36 |
|
0.618 |
8,074.46 |
|
HIGH |
7,984.02 |
|
0.618 |
7,928.12 |
|
0.500 |
7,910.85 |
|
0.382 |
7,893.58 |
|
LOW |
7,837.68 |
|
0.618 |
7,747.24 |
|
1.000 |
7,691.34 |
|
1.618 |
7,600.90 |
|
2.618 |
7,454.56 |
|
4.250 |
7,215.74 |
|
|
| Fisher Pivots for day following 11-Jul-1997 |
| Pivot |
1 day |
3 day |
| R1 |
7,918.16 |
7,915.07 |
| PP |
7,914.51 |
7,908.32 |
| S1 |
7,910.85 |
7,901.58 |
|