Trading Metrics calculated at close of trading on 01-May-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-1996 |
01-May-1996 |
Change |
Change % |
Previous Week |
Open |
667.00 |
666.73 |
-0.27 |
0.0% |
633.01 |
High |
667.04 |
673.88 |
6.84 |
1.0% |
669.74 |
Low |
662.79 |
665.34 |
2.55 |
0.4% |
633.01 |
Close |
666.73 |
673.36 |
6.63 |
1.0% |
666.65 |
Range |
4.25 |
8.54 |
4.29 |
100.9% |
36.73 |
ATR |
9.76 |
9.67 |
-0.09 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
696.48 |
693.46 |
678.06 |
|
R3 |
687.94 |
684.92 |
675.71 |
|
R2 |
679.40 |
679.40 |
674.93 |
|
R1 |
676.38 |
676.38 |
674.14 |
677.89 |
PP |
670.86 |
670.86 |
670.86 |
671.62 |
S1 |
667.84 |
667.84 |
672.58 |
669.35 |
S2 |
662.32 |
662.32 |
671.79 |
|
S3 |
653.78 |
659.30 |
671.01 |
|
S4 |
645.24 |
650.76 |
668.66 |
|
|
Weekly Pivots for week ending 26-Apr-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
766.66 |
753.38 |
686.85 |
|
R3 |
729.93 |
716.65 |
676.75 |
|
R2 |
693.20 |
693.20 |
673.38 |
|
R1 |
679.92 |
679.92 |
670.02 |
686.56 |
PP |
656.47 |
656.47 |
656.47 |
659.79 |
S1 |
643.19 |
643.19 |
663.28 |
649.83 |
S2 |
619.74 |
619.74 |
659.92 |
|
S3 |
583.01 |
606.46 |
656.55 |
|
S4 |
546.28 |
569.73 |
646.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
673.88 |
657.99 |
15.89 |
2.4% |
6.25 |
0.9% |
97% |
True |
False |
|
10 |
673.88 |
620.71 |
53.17 |
7.9% |
9.76 |
1.5% |
99% |
True |
False |
|
20 |
673.88 |
597.42 |
76.46 |
11.4% |
9.97 |
1.5% |
99% |
True |
False |
|
40 |
673.88 |
585.33 |
88.55 |
13.2% |
10.68 |
1.6% |
99% |
True |
False |
|
60 |
673.88 |
585.33 |
88.55 |
13.2% |
10.85 |
1.6% |
99% |
True |
False |
|
80 |
673.88 |
526.80 |
147.08 |
21.8% |
11.57 |
1.7% |
100% |
True |
False |
|
100 |
673.88 |
526.80 |
147.08 |
21.8% |
11.86 |
1.8% |
100% |
True |
False |
|
120 |
673.88 |
526.80 |
147.08 |
21.8% |
12.07 |
1.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
710.18 |
2.618 |
696.24 |
1.618 |
687.70 |
1.000 |
682.42 |
0.618 |
679.16 |
HIGH |
673.88 |
0.618 |
670.62 |
0.500 |
669.61 |
0.382 |
668.60 |
LOW |
665.34 |
0.618 |
660.06 |
1.000 |
656.80 |
1.618 |
651.52 |
2.618 |
642.98 |
4.250 |
629.05 |
|
|
Fisher Pivots for day following 01-May-1996 |
Pivot |
1 day |
3 day |
R1 |
672.11 |
671.69 |
PP |
670.86 |
670.01 |
S1 |
669.61 |
668.34 |
|