Trading Metrics calculated at close of trading on 26-Feb-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-1996 |
26-Feb-1996 |
Change |
Change % |
Previous Week |
Open |
643.41 |
642.59 |
-0.82 |
-0.1% |
619.04 |
High |
647.34 |
645.24 |
-2.10 |
-0.3% |
647.34 |
Low |
634.60 |
636.56 |
1.96 |
0.3% |
611.73 |
Close |
642.59 |
637.92 |
-4.67 |
-0.7% |
642.59 |
Range |
12.74 |
8.68 |
-4.06 |
-31.9% |
35.61 |
ATR |
11.46 |
11.26 |
-0.20 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
665.95 |
660.61 |
642.69 |
|
R3 |
657.27 |
651.93 |
640.31 |
|
R2 |
648.59 |
648.59 |
639.51 |
|
R1 |
643.25 |
643.25 |
638.72 |
641.58 |
PP |
639.91 |
639.91 |
639.91 |
639.07 |
S1 |
634.57 |
634.57 |
637.12 |
632.90 |
S2 |
631.23 |
631.23 |
636.33 |
|
S3 |
622.55 |
625.89 |
635.53 |
|
S4 |
613.87 |
617.21 |
633.15 |
|
|
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 |
5.6% |
11.85 |
1.9% |
74% |
False |
False |
|
10 |
647.34 |
611.73 |
35.61 |
5.6% |
10.47 |
1.6% |
74% |
False |
False |
|
20 |
647.34 |
574.45 |
72.89 |
11.4% |
10.31 |
1.6% |
87% |
False |
False |
|
40 |
647.34 |
526.80 |
120.54 |
18.9% |
12.49 |
2.0% |
92% |
False |
False |
|
60 |
647.34 |
526.80 |
120.54 |
18.9% |
12.55 |
2.0% |
92% |
False |
False |
|
80 |
647.34 |
526.80 |
120.54 |
18.9% |
12.72 |
2.0% |
92% |
False |
False |
|
100 |
647.34 |
526.80 |
120.54 |
18.9% |
12.93 |
2.0% |
92% |
False |
False |
|
120 |
647.34 |
526.80 |
120.54 |
18.9% |
12.67 |
2.0% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
682.13 |
2.618 |
667.96 |
1.618 |
659.28 |
1.000 |
653.92 |
0.618 |
650.60 |
HIGH |
645.24 |
0.618 |
641.92 |
0.500 |
640.90 |
0.382 |
639.88 |
LOW |
636.56 |
0.618 |
631.20 |
1.000 |
627.88 |
1.618 |
622.52 |
2.618 |
613.84 |
4.250 |
599.67 |
|
|
Fisher Pivots for day following 26-Feb-1996 |
Pivot |
1 day |
3 day |
R1 |
640.90 |
637.72 |
PP |
639.91 |
637.51 |
S1 |
638.91 |
637.31 |
|