Trading Metrics calculated at close of trading on 06-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-1996 |
06-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
672.36 |
678.53 |
6.17 |
0.9% |
678.53 |
High |
678.45 |
680.32 |
1.87 |
0.3% |
679.98 |
Low |
672.09 |
673.02 |
0.93 |
0.1% |
664.56 |
Close |
678.44 |
673.03 |
-5.41 |
-0.8% |
669.12 |
Range |
6.36 |
7.30 |
0.94 |
14.8% |
15.42 |
ATR |
6.33 |
6.40 |
0.07 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
697.36 |
692.49 |
677.05 |
|
R3 |
690.06 |
685.19 |
675.04 |
|
R2 |
682.76 |
682.76 |
674.37 |
|
R1 |
677.89 |
677.89 |
673.70 |
676.68 |
PP |
675.46 |
675.46 |
675.46 |
674.85 |
S1 |
670.59 |
670.59 |
672.36 |
669.38 |
S2 |
668.16 |
668.16 |
671.69 |
|
S3 |
660.86 |
663.29 |
671.02 |
|
S4 |
653.56 |
655.99 |
669.02 |
|
|
Weekly Pivots for week ending 31-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
717.48 |
708.72 |
677.60 |
|
R3 |
702.06 |
693.30 |
673.36 |
|
R2 |
686.64 |
686.64 |
671.95 |
|
R1 |
677.88 |
677.88 |
670.53 |
674.55 |
PP |
671.22 |
671.22 |
671.22 |
669.56 |
S1 |
662.46 |
662.46 |
667.71 |
659.13 |
S2 |
655.80 |
655.80 |
666.29 |
|
S3 |
640.38 |
647.04 |
664.88 |
|
S4 |
624.96 |
631.62 |
660.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
680.32 |
665.19 |
15.13 |
2.2% |
5.79 |
0.9% |
52% |
True |
False |
|
10 |
681.10 |
664.56 |
16.54 |
2.5% |
6.54 |
1.0% |
51% |
False |
False |
|
20 |
681.10 |
643.18 |
37.92 |
5.6% |
6.22 |
0.9% |
79% |
False |
False |
|
40 |
681.10 |
624.14 |
56.96 |
8.5% |
6.25 |
0.9% |
86% |
False |
False |
|
60 |
681.10 |
624.14 |
56.96 |
8.5% |
6.28 |
0.9% |
86% |
False |
False |
|
80 |
681.10 |
624.14 |
56.96 |
8.5% |
6.92 |
1.0% |
86% |
False |
False |
|
100 |
681.10 |
598.47 |
82.63 |
12.3% |
6.65 |
1.0% |
90% |
False |
False |
|
120 |
681.10 |
597.29 |
83.81 |
12.5% |
6.54 |
1.0% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
711.35 |
2.618 |
699.43 |
1.618 |
692.13 |
1.000 |
687.62 |
0.618 |
684.83 |
HIGH |
680.32 |
0.618 |
677.53 |
0.500 |
676.67 |
0.382 |
675.81 |
LOW |
673.02 |
0.618 |
668.51 |
1.000 |
665.72 |
1.618 |
661.21 |
2.618 |
653.91 |
4.250 |
642.00 |
|
|
Fisher Pivots for day following 06-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
676.67 |
674.00 |
PP |
675.46 |
673.68 |
S1 |
674.24 |
673.35 |
|