Trading Metrics calculated at close of trading on 12-Aug-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-1996 |
12-Aug-1996 |
Change |
Change % |
Previous Week |
Open |
662.22 |
661.98 |
-0.24 |
0.0% |
662.52 |
High |
665.37 |
665.77 |
0.40 |
0.1% |
665.37 |
Low |
660.31 |
658.95 |
-1.36 |
-0.2% |
656.83 |
Close |
662.10 |
665.77 |
3.67 |
0.6% |
662.10 |
Range |
5.06 |
6.82 |
1.76 |
34.8% |
8.54 |
ATR |
7.47 |
7.43 |
-0.05 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
683.96 |
681.68 |
669.52 |
|
R3 |
677.14 |
674.86 |
667.65 |
|
R2 |
670.32 |
670.32 |
667.02 |
|
R1 |
668.04 |
668.04 |
666.40 |
669.18 |
PP |
663.50 |
663.50 |
663.50 |
664.07 |
S1 |
661.22 |
661.22 |
665.14 |
662.36 |
S2 |
656.68 |
656.68 |
664.52 |
|
S3 |
649.86 |
654.40 |
663.89 |
|
S4 |
643.04 |
647.58 |
662.02 |
|
|
Weekly Pivots for week ending 09-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
687.05 |
683.12 |
666.80 |
|
R3 |
678.51 |
674.58 |
664.45 |
|
R2 |
669.97 |
669.97 |
663.67 |
|
R1 |
666.04 |
666.04 |
662.88 |
663.74 |
PP |
661.43 |
661.43 |
661.43 |
660.28 |
S1 |
657.50 |
657.50 |
661.32 |
655.20 |
S2 |
652.89 |
652.89 |
660.53 |
|
S3 |
644.35 |
648.96 |
659.75 |
|
S4 |
635.81 |
640.42 |
657.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
665.77 |
656.83 |
8.94 |
1.3% |
5.06 |
0.8% |
100% |
True |
False |
|
10 |
665.77 |
629.22 |
36.55 |
5.5% |
6.64 |
1.0% |
100% |
True |
False |
|
20 |
665.77 |
605.88 |
59.89 |
9.0% |
8.50 |
1.3% |
100% |
True |
False |
|
40 |
675.88 |
605.88 |
70.00 |
10.5% |
7.61 |
1.1% |
86% |
False |
False |
|
60 |
681.10 |
605.88 |
75.22 |
11.3% |
7.11 |
1.1% |
80% |
False |
False |
|
80 |
681.10 |
605.88 |
75.22 |
11.3% |
6.91 |
1.0% |
80% |
False |
False |
|
100 |
681.10 |
605.88 |
75.22 |
11.3% |
6.75 |
1.0% |
80% |
False |
False |
|
120 |
681.10 |
605.88 |
75.22 |
11.3% |
7.11 |
1.1% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
694.76 |
2.618 |
683.62 |
1.618 |
676.80 |
1.000 |
672.59 |
0.618 |
669.98 |
HIGH |
665.77 |
0.618 |
663.16 |
0.500 |
662.36 |
0.382 |
661.56 |
LOW |
658.95 |
0.618 |
654.74 |
1.000 |
652.13 |
1.618 |
647.92 |
2.618 |
641.10 |
4.250 |
629.97 |
|
|
Fisher Pivots for day following 12-Aug-1996 |
Pivot |
1 day |
3 day |
R1 |
664.63 |
664.63 |
PP |
663.50 |
663.50 |
S1 |
662.36 |
662.36 |
|