Trading Metrics calculated at close of trading on 17-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-1996 |
17-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
667.90 |
665.94 |
-1.96 |
-0.3% |
673.32 |
High |
668.40 |
668.27 |
-0.13 |
0.0% |
676.72 |
Low |
664.35 |
664.09 |
-0.26 |
0.0% |
664.35 |
Close |
665.85 |
665.16 |
-0.69 |
-0.1% |
665.85 |
Range |
4.05 |
4.18 |
0.13 |
3.2% |
12.37 |
ATR |
6.14 |
6.00 |
-0.14 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
678.38 |
675.95 |
667.46 |
|
R3 |
674.20 |
671.77 |
666.31 |
|
R2 |
670.02 |
670.02 |
665.93 |
|
R1 |
667.59 |
667.59 |
665.54 |
666.72 |
PP |
665.84 |
665.84 |
665.84 |
665.40 |
S1 |
663.41 |
663.41 |
664.78 |
662.54 |
S2 |
661.66 |
661.66 |
664.39 |
|
S3 |
657.48 |
659.23 |
664.01 |
|
S4 |
653.30 |
655.05 |
662.86 |
|
|
Weekly Pivots for week ending 14-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
706.08 |
698.34 |
672.65 |
|
R3 |
693.71 |
685.97 |
669.25 |
|
R2 |
681.34 |
681.34 |
668.12 |
|
R1 |
673.60 |
673.60 |
666.98 |
671.29 |
PP |
668.97 |
668.97 |
668.97 |
667.82 |
S1 |
661.23 |
661.23 |
664.72 |
658.92 |
S2 |
656.60 |
656.60 |
663.58 |
|
S3 |
644.23 |
648.86 |
662.45 |
|
S4 |
631.86 |
636.49 |
659.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
676.72 |
664.09 |
12.63 |
1.9% |
4.99 |
0.8% |
8% |
False |
True |
|
10 |
680.32 |
662.48 |
17.84 |
2.7% |
5.78 |
0.9% |
15% |
False |
False |
|
20 |
681.10 |
662.48 |
18.62 |
2.8% |
6.06 |
0.9% |
14% |
False |
False |
|
40 |
681.10 |
630.07 |
51.03 |
7.7% |
6.23 |
0.9% |
69% |
False |
False |
|
60 |
681.10 |
624.14 |
56.96 |
8.6% |
6.20 |
0.9% |
72% |
False |
False |
|
80 |
681.10 |
624.14 |
56.96 |
8.6% |
6.82 |
1.0% |
72% |
False |
False |
|
100 |
681.10 |
612.79 |
68.31 |
10.3% |
6.69 |
1.0% |
77% |
False |
False |
|
120 |
681.10 |
597.29 |
83.81 |
12.6% |
6.51 |
1.0% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
686.04 |
2.618 |
679.21 |
1.618 |
675.03 |
1.000 |
672.45 |
0.618 |
670.85 |
HIGH |
668.27 |
0.618 |
666.67 |
0.500 |
666.18 |
0.382 |
665.69 |
LOW |
664.09 |
0.618 |
661.51 |
1.000 |
659.91 |
1.618 |
657.33 |
2.618 |
653.15 |
4.250 |
646.33 |
|
|
Fisher Pivots for day following 17-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
666.18 |
667.32 |
PP |
665.84 |
666.60 |
S1 |
665.50 |
665.88 |
|