Trading Metrics calculated at close of trading on 21-Feb-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-1996 |
21-Feb-1996 |
Change |
Change % |
Previous Week |
Open |
619.04 |
616.83 |
-2.21 |
-0.4% |
623.01 |
High |
621.90 |
627.56 |
5.66 |
0.9% |
629.01 |
Low |
611.73 |
616.83 |
5.10 |
0.8% |
612.04 |
Close |
616.83 |
627.28 |
10.45 |
1.7% |
619.04 |
Range |
10.17 |
10.73 |
0.56 |
5.5% |
16.97 |
ATR |
10.94 |
10.93 |
-0.02 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
656.08 |
652.41 |
633.18 |
|
R3 |
645.35 |
641.68 |
630.23 |
|
R2 |
634.62 |
634.62 |
629.25 |
|
R1 |
630.95 |
630.95 |
628.26 |
632.79 |
PP |
623.89 |
623.89 |
623.89 |
624.81 |
S1 |
620.22 |
620.22 |
626.30 |
622.06 |
S2 |
613.16 |
613.16 |
625.31 |
|
S3 |
602.43 |
609.49 |
624.33 |
|
S4 |
591.70 |
598.76 |
621.38 |
|
|
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 |
627.56 |
611.73 |
15.83 |
2.5% |
9.18 |
1.5% |
98% |
True |
False |
|
10 |
629.40 |
610.10 |
19.30 |
3.1% |
9.98 |
1.6% |
89% |
False |
False |
|
20 |
629.40 |
567.35 |
62.05 |
9.9% |
10.23 |
1.6% |
97% |
False |
False |
|
40 |
629.40 |
526.80 |
102.60 |
16.4% |
12.06 |
1.9% |
98% |
False |
False |
|
60 |
629.40 |
526.80 |
102.60 |
16.4% |
12.70 |
2.0% |
98% |
False |
False |
|
80 |
629.40 |
526.80 |
102.60 |
16.4% |
12.78 |
2.0% |
98% |
False |
False |
|
100 |
629.40 |
526.80 |
102.60 |
16.4% |
12.96 |
2.1% |
98% |
False |
False |
|
120 |
629.40 |
526.80 |
102.60 |
16.4% |
12.67 |
2.0% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
673.16 |
2.618 |
655.65 |
1.618 |
644.92 |
1.000 |
638.29 |
0.618 |
634.19 |
HIGH |
627.56 |
0.618 |
623.46 |
0.500 |
622.20 |
0.382 |
620.93 |
LOW |
616.83 |
0.618 |
610.20 |
1.000 |
606.10 |
1.618 |
599.47 |
2.618 |
588.74 |
4.250 |
571.23 |
|
|
Fisher Pivots for day following 21-Feb-1996 |
Pivot |
1 day |
3 day |
R1 |
625.59 |
624.74 |
PP |
623.89 |
622.19 |
S1 |
622.20 |
619.65 |
|