Trading Metrics calculated at close of trading on 09-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-1996 |
09-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
703.32 |
701.05 |
-2.27 |
-0.3% |
686.19 |
High |
705.76 |
702.36 |
-3.40 |
-0.5% |
701.74 |
Low |
699.88 |
694.42 |
-5.46 |
-0.8% |
684.44 |
Close |
700.64 |
696.74 |
-3.90 |
-0.6% |
701.46 |
Range |
5.88 |
7.94 |
2.06 |
35.0% |
17.30 |
ATR |
5.49 |
5.66 |
0.18 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
721.66 |
717.14 |
701.11 |
|
R3 |
713.72 |
709.20 |
698.92 |
|
R2 |
705.78 |
705.78 |
698.20 |
|
R1 |
701.26 |
701.26 |
697.47 |
699.55 |
PP |
697.84 |
697.84 |
697.84 |
696.99 |
S1 |
693.32 |
693.32 |
696.01 |
691.61 |
S2 |
689.90 |
689.90 |
695.28 |
|
S3 |
681.96 |
685.38 |
694.56 |
|
S4 |
674.02 |
677.44 |
692.37 |
|
|
Weekly Pivots for week ending 04-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
747.78 |
741.92 |
710.98 |
|
R3 |
730.48 |
724.62 |
706.22 |
|
R2 |
713.18 |
713.18 |
704.63 |
|
R1 |
707.32 |
707.32 |
703.05 |
710.25 |
PP |
695.88 |
695.88 |
695.88 |
697.35 |
S1 |
690.02 |
690.02 |
699.87 |
692.95 |
S2 |
678.58 |
678.58 |
698.29 |
|
S3 |
661.28 |
672.72 |
696.70 |
|
S4 |
643.98 |
655.42 |
691.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
705.76 |
691.78 |
13.98 |
2.0% |
5.72 |
0.8% |
35% |
False |
False |
|
10 |
705.76 |
683.73 |
22.03 |
3.2% |
5.33 |
0.8% |
59% |
False |
False |
|
20 |
705.76 |
667.28 |
38.48 |
5.5% |
5.54 |
0.8% |
77% |
False |
False |
|
40 |
705.76 |
643.97 |
61.79 |
8.9% |
5.45 |
0.8% |
85% |
False |
False |
|
60 |
705.76 |
616.43 |
89.33 |
12.8% |
6.14 |
0.9% |
90% |
False |
False |
|
80 |
705.76 |
605.88 |
99.88 |
14.3% |
6.56 |
0.9% |
91% |
False |
False |
|
100 |
705.76 |
605.88 |
99.88 |
14.3% |
6.46 |
0.9% |
91% |
False |
False |
|
120 |
705.76 |
605.88 |
99.88 |
14.3% |
6.45 |
0.9% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
736.11 |
2.618 |
723.15 |
1.618 |
715.21 |
1.000 |
710.30 |
0.618 |
707.27 |
HIGH |
702.36 |
0.618 |
699.33 |
0.500 |
698.39 |
0.382 |
697.45 |
LOW |
694.42 |
0.618 |
689.51 |
1.000 |
686.48 |
1.618 |
681.57 |
2.618 |
673.63 |
4.250 |
660.68 |
|
|
Fisher Pivots for day following 09-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
698.39 |
700.09 |
PP |
697.84 |
698.97 |
S1 |
697.29 |
697.86 |
|