Trading Metrics calculated at close of trading on 01-Feb-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-1996 |
01-Feb-1996 |
Change |
Change % |
Previous Week |
Open |
583.99 |
591.82 |
7.83 |
1.3% |
564.64 |
High |
591.84 |
601.88 |
10.04 |
1.7% |
584.56 |
Low |
580.43 |
589.01 |
8.58 |
1.5% |
563.68 |
Close |
591.82 |
601.88 |
10.06 |
1.7% |
577.05 |
Range |
11.41 |
12.87 |
1.46 |
12.8% |
20.88 |
ATR |
12.67 |
12.69 |
0.01 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
636.20 |
631.91 |
608.96 |
|
R3 |
623.33 |
619.04 |
605.42 |
|
R2 |
610.46 |
610.46 |
604.24 |
|
R1 |
606.17 |
606.17 |
603.06 |
608.32 |
PP |
597.59 |
597.59 |
597.59 |
598.66 |
S1 |
593.30 |
593.30 |
600.70 |
595.45 |
S2 |
584.72 |
584.72 |
599.52 |
|
S3 |
571.85 |
580.43 |
598.34 |
|
S4 |
558.98 |
567.56 |
594.80 |
|
|
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 |
601.88 |
568.33 |
33.55 |
5.6% |
9.61 |
1.6% |
100% |
True |
False |
|
10 |
601.88 |
554.28 |
47.60 |
7.9% |
10.22 |
1.7% |
100% |
True |
False |
|
20 |
601.88 |
526.80 |
75.08 |
12.5% |
13.75 |
2.3% |
100% |
True |
False |
|
40 |
602.39 |
526.80 |
75.59 |
12.6% |
13.47 |
2.2% |
99% |
False |
False |
|
60 |
621.00 |
526.80 |
94.20 |
15.7% |
13.53 |
2.2% |
80% |
False |
False |
|
80 |
623.53 |
526.80 |
96.73 |
16.1% |
13.21 |
2.2% |
78% |
False |
False |
|
100 |
623.53 |
526.80 |
96.73 |
16.1% |
13.21 |
2.2% |
78% |
False |
False |
|
120 |
623.53 |
526.80 |
96.73 |
16.1% |
12.79 |
2.1% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
656.58 |
2.618 |
635.57 |
1.618 |
622.70 |
1.000 |
614.75 |
0.618 |
609.83 |
HIGH |
601.88 |
0.618 |
596.96 |
0.500 |
595.45 |
0.382 |
593.93 |
LOW |
589.01 |
0.618 |
581.06 |
1.000 |
576.14 |
1.618 |
568.19 |
2.618 |
555.32 |
4.250 |
534.31 |
|
|
Fisher Pivots for day following 01-Feb-1996 |
Pivot |
1 day |
3 day |
R1 |
599.74 |
597.61 |
PP |
597.59 |
593.33 |
S1 |
595.45 |
589.06 |
|