Trading Metrics calculated at close of trading on 23-Feb-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-1996 |
23-Feb-1996 |
Change |
Change % |
Previous Week |
Open |
627.28 |
643.41 |
16.13 |
2.6% |
619.04 |
High |
644.21 |
647.34 |
3.13 |
0.5% |
647.34 |
Low |
627.28 |
634.60 |
7.32 |
1.2% |
611.73 |
Close |
643.41 |
642.59 |
-0.82 |
-0.1% |
642.59 |
Range |
16.93 |
12.74 |
-4.19 |
-24.7% |
35.61 |
ATR |
11.36 |
11.46 |
0.10 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
679.73 |
673.90 |
649.60 |
|
R3 |
666.99 |
661.16 |
646.09 |
|
R2 |
654.25 |
654.25 |
644.93 |
|
R1 |
648.42 |
648.42 |
643.76 |
644.97 |
PP |
641.51 |
641.51 |
641.51 |
639.78 |
S1 |
635.68 |
635.68 |
641.42 |
632.23 |
S2 |
628.77 |
628.77 |
640.25 |
|
S3 |
616.03 |
622.94 |
639.09 |
|
S4 |
603.29 |
610.20 |
635.58 |
|
|
Weekly Pivots for week ending 23-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
740.72 |
727.26 |
662.18 |
|
R3 |
705.11 |
691.65 |
652.38 |
|
R2 |
669.50 |
669.50 |
649.12 |
|
R1 |
656.04 |
656.04 |
645.85 |
662.77 |
PP |
633.89 |
633.89 |
633.89 |
637.25 |
S1 |
620.43 |
620.43 |
639.33 |
627.16 |
S2 |
598.28 |
598.28 |
636.06 |
|
S3 |
562.67 |
584.82 |
632.80 |
|
S4 |
527.06 |
549.21 |
623.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
647.34 |
611.73 |
35.61 |
5.5% |
11.79 |
1.8% |
87% |
True |
False |
|
10 |
647.34 |
611.73 |
35.61 |
5.5% |
10.53 |
1.6% |
87% |
True |
False |
|
20 |
647.34 |
568.33 |
79.01 |
12.3% |
10.32 |
1.6% |
94% |
True |
False |
|
40 |
647.34 |
526.80 |
120.54 |
18.8% |
12.51 |
1.9% |
96% |
True |
False |
|
60 |
647.34 |
526.80 |
120.54 |
18.8% |
12.60 |
2.0% |
96% |
True |
False |
|
80 |
647.34 |
526.80 |
120.54 |
18.8% |
12.79 |
2.0% |
96% |
True |
False |
|
100 |
647.34 |
526.80 |
120.54 |
18.8% |
12.96 |
2.0% |
96% |
True |
False |
|
120 |
647.34 |
526.80 |
120.54 |
18.8% |
12.79 |
2.0% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
701.49 |
2.618 |
680.69 |
1.618 |
667.95 |
1.000 |
660.08 |
0.618 |
655.21 |
HIGH |
647.34 |
0.618 |
642.47 |
0.500 |
640.97 |
0.382 |
639.47 |
LOW |
634.60 |
0.618 |
626.73 |
1.000 |
621.86 |
1.618 |
613.99 |
2.618 |
601.25 |
4.250 |
580.46 |
|
|
Fisher Pivots for day following 23-Feb-1996 |
Pivot |
1 day |
3 day |
R1 |
642.05 |
639.09 |
PP |
641.51 |
635.59 |
S1 |
640.97 |
632.09 |
|