Trading Metrics calculated at close of trading on 27-Sep-1995 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-1995 |
27-Sep-1995 |
Change |
Change % |
Previous Week |
Open |
581.81 |
581.41 |
-0.40 |
-0.1% |
583.35 |
High |
584.66 |
581.42 |
-3.24 |
-0.6% |
586.78 |
Low |
580.69 |
574.68 |
-6.01 |
-1.0% |
578.30 |
Close |
581.41 |
581.04 |
-0.37 |
-0.1% |
581.73 |
Range |
3.97 |
6.74 |
2.77 |
69.8% |
8.48 |
ATR |
3.72 |
3.94 |
0.22 |
5.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
599.27 |
596.89 |
584.75 |
|
R3 |
592.53 |
590.15 |
582.89 |
|
R2 |
585.79 |
585.79 |
582.28 |
|
R1 |
583.41 |
583.41 |
581.66 |
581.23 |
PP |
579.05 |
579.05 |
579.05 |
577.96 |
S1 |
576.67 |
576.67 |
580.42 |
574.49 |
S2 |
572.31 |
572.31 |
579.80 |
|
S3 |
565.57 |
569.93 |
579.19 |
|
S4 |
558.83 |
563.19 |
577.33 |
|
|
Weekly Pivots for week ending 22-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
607.71 |
603.20 |
586.39 |
|
R3 |
599.23 |
594.72 |
584.06 |
|
R2 |
590.75 |
590.75 |
583.28 |
|
R1 |
586.24 |
586.24 |
582.51 |
584.26 |
PP |
582.27 |
582.27 |
582.27 |
581.28 |
S1 |
577.76 |
577.76 |
580.95 |
575.78 |
S2 |
573.79 |
573.79 |
580.18 |
|
S3 |
565.31 |
569.28 |
579.40 |
|
S4 |
556.83 |
560.80 |
577.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
586.78 |
574.68 |
12.10 |
2.1% |
4.77 |
0.8% |
53% |
False |
True |
|
10 |
586.78 |
574.68 |
12.10 |
2.1% |
4.24 |
0.7% |
53% |
False |
True |
|
20 |
586.78 |
559.49 |
27.29 |
4.7% |
3.61 |
0.6% |
79% |
False |
False |
|
40 |
586.78 |
553.08 |
33.70 |
5.8% |
3.73 |
0.6% |
83% |
False |
False |
|
60 |
586.78 |
542.51 |
44.27 |
7.6% |
4.13 |
0.7% |
87% |
False |
False |
|
80 |
586.78 |
526.08 |
60.70 |
10.4% |
4.09 |
0.7% |
91% |
False |
False |
|
100 |
586.78 |
517.07 |
69.71 |
12.0% |
4.23 |
0.7% |
92% |
False |
False |
|
120 |
586.78 |
501.19 |
85.59 |
14.7% |
4.11 |
0.7% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
610.07 |
2.618 |
599.07 |
1.618 |
592.33 |
1.000 |
588.16 |
0.618 |
585.59 |
HIGH |
581.42 |
0.618 |
578.85 |
0.500 |
578.05 |
0.382 |
577.25 |
LOW |
574.68 |
0.618 |
570.51 |
1.000 |
567.94 |
1.618 |
563.77 |
2.618 |
557.03 |
4.250 |
546.04 |
|
|
Fisher Pivots for day following 27-Sep-1995 |
Pivot |
1 day |
3 day |
R1 |
580.04 |
580.58 |
PP |
579.05 |
580.13 |
S1 |
578.05 |
579.67 |
|