Trading Metrics calculated at close of trading on 29-Jan-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-1996 |
29-Jan-1996 |
Change |
Change % |
Previous Week |
Open |
572.26 |
577.05 |
4.79 |
0.8% |
564.64 |
High |
577.05 |
580.48 |
3.43 |
0.6% |
584.56 |
Low |
568.33 |
574.45 |
6.12 |
1.1% |
563.68 |
Close |
577.05 |
576.23 |
-0.82 |
-0.1% |
577.05 |
Range |
8.72 |
6.03 |
-2.69 |
-30.8% |
20.88 |
ATR |
13.60 |
13.06 |
-0.54 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
595.14 |
591.72 |
579.55 |
|
R3 |
589.11 |
585.69 |
577.89 |
|
R2 |
583.08 |
583.08 |
577.34 |
|
R1 |
579.66 |
579.66 |
576.78 |
578.36 |
PP |
577.05 |
577.05 |
577.05 |
576.40 |
S1 |
573.63 |
573.63 |
575.68 |
572.33 |
S2 |
571.02 |
571.02 |
575.12 |
|
S3 |
564.99 |
567.60 |
574.57 |
|
S4 |
558.96 |
561.57 |
572.91 |
|
|
Weekly Pivots for week ending 26-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
637.74 |
628.27 |
588.53 |
|
R3 |
616.86 |
607.39 |
582.79 |
|
R2 |
595.98 |
595.98 |
580.88 |
|
R1 |
586.51 |
586.51 |
578.96 |
591.25 |
PP |
575.10 |
575.10 |
575.10 |
577.46 |
S1 |
565.63 |
565.63 |
575.14 |
570.37 |
S2 |
554.22 |
554.22 |
573.22 |
|
S3 |
533.34 |
544.75 |
571.31 |
|
S4 |
512.46 |
523.87 |
565.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
584.56 |
566.92 |
17.64 |
3.1% |
9.75 |
1.7% |
53% |
False |
False |
|
10 |
584.56 |
526.80 |
57.76 |
10.0% |
11.91 |
2.1% |
86% |
False |
False |
|
20 |
586.32 |
526.80 |
59.52 |
10.3% |
14.59 |
2.5% |
83% |
False |
False |
|
40 |
604.13 |
526.80 |
77.33 |
13.4% |
13.60 |
2.4% |
64% |
False |
False |
|
60 |
623.53 |
526.80 |
96.73 |
16.8% |
13.50 |
2.3% |
51% |
False |
False |
|
80 |
623.53 |
526.80 |
96.73 |
16.8% |
13.47 |
2.3% |
51% |
False |
False |
|
100 |
623.53 |
526.80 |
96.73 |
16.8% |
13.14 |
2.3% |
51% |
False |
False |
|
120 |
623.53 |
526.80 |
96.73 |
16.8% |
12.69 |
2.2% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
606.11 |
2.618 |
596.27 |
1.618 |
590.24 |
1.000 |
586.51 |
0.618 |
584.21 |
HIGH |
580.48 |
0.618 |
578.18 |
0.500 |
577.47 |
0.382 |
576.75 |
LOW |
574.45 |
0.618 |
570.72 |
1.000 |
568.42 |
1.618 |
564.69 |
2.618 |
558.66 |
4.250 |
548.82 |
|
|
Fisher Pivots for day following 29-Jan-1996 |
Pivot |
1 day |
3 day |
R1 |
577.47 |
576.45 |
PP |
577.05 |
576.37 |
S1 |
576.64 |
576.30 |
|