Trading Metrics calculated at close of trading on 20-Feb-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-1996 |
20-Feb-1996 |
Change |
Change % |
Previous Week |
Open |
620.23 |
619.04 |
-1.19 |
-0.2% |
623.01 |
High |
623.29 |
621.90 |
-1.39 |
-0.2% |
629.01 |
Low |
614.91 |
611.73 |
-3.18 |
-0.5% |
612.04 |
Close |
619.04 |
616.83 |
-2.21 |
-0.4% |
619.04 |
Range |
8.38 |
10.17 |
1.79 |
21.4% |
16.97 |
ATR |
11.00 |
10.94 |
-0.06 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
647.33 |
642.25 |
622.42 |
|
R3 |
637.16 |
632.08 |
619.63 |
|
R2 |
626.99 |
626.99 |
618.69 |
|
R1 |
621.91 |
621.91 |
617.76 |
619.37 |
PP |
616.82 |
616.82 |
616.82 |
615.55 |
S1 |
611.74 |
611.74 |
615.90 |
609.20 |
S2 |
606.65 |
606.65 |
614.97 |
|
S3 |
596.48 |
601.57 |
614.03 |
|
S4 |
586.31 |
591.40 |
611.24 |
|
|
Weekly Pivots for week ending 16-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
670.94 |
661.96 |
628.37 |
|
R3 |
653.97 |
644.99 |
623.71 |
|
R2 |
637.00 |
637.00 |
622.15 |
|
R1 |
628.02 |
628.02 |
620.60 |
624.03 |
PP |
620.03 |
620.03 |
620.03 |
618.03 |
S1 |
611.05 |
611.05 |
617.48 |
607.06 |
S2 |
603.06 |
603.06 |
615.93 |
|
S3 |
586.09 |
594.08 |
614.37 |
|
S4 |
569.12 |
577.11 |
609.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
626.51 |
611.73 |
14.78 |
2.4% |
9.92 |
1.6% |
35% |
False |
True |
|
10 |
629.40 |
610.10 |
19.30 |
3.1% |
9.58 |
1.6% |
35% |
False |
False |
|
20 |
629.40 |
566.92 |
62.48 |
10.1% |
10.00 |
1.6% |
80% |
False |
False |
|
40 |
629.40 |
526.80 |
102.60 |
16.6% |
11.91 |
1.9% |
88% |
False |
False |
|
60 |
629.40 |
526.80 |
102.60 |
16.6% |
12.68 |
2.1% |
88% |
False |
False |
|
80 |
629.40 |
526.80 |
102.60 |
16.6% |
12.84 |
2.1% |
88% |
False |
False |
|
100 |
629.40 |
526.80 |
102.60 |
16.6% |
13.04 |
2.1% |
88% |
False |
False |
|
120 |
629.40 |
526.80 |
102.60 |
16.6% |
12.65 |
2.1% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
665.12 |
2.618 |
648.53 |
1.618 |
638.36 |
1.000 |
632.07 |
0.618 |
628.19 |
HIGH |
621.90 |
0.618 |
618.02 |
0.500 |
616.82 |
0.382 |
615.61 |
LOW |
611.73 |
0.618 |
605.44 |
1.000 |
601.56 |
1.618 |
595.27 |
2.618 |
585.10 |
4.250 |
568.51 |
|
|
Fisher Pivots for day following 20-Feb-1996 |
Pivot |
1 day |
3 day |
R1 |
616.83 |
617.51 |
PP |
616.82 |
617.28 |
S1 |
616.82 |
617.06 |
|