Trading Metrics calculated at close of trading on 13-May-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-1996 |
13-May-1996 |
Change |
Change % |
Previous Week |
Open |
662.54 |
672.54 |
10.00 |
1.5% |
661.07 |
High |
672.59 |
688.76 |
16.17 |
2.4% |
672.59 |
Low |
662.54 |
672.54 |
10.00 |
1.5% |
646.02 |
Close |
672.54 |
688.52 |
15.98 |
2.4% |
672.54 |
Range |
10.05 |
16.22 |
6.17 |
61.4% |
26.57 |
ATR |
10.29 |
10.71 |
0.42 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
731.93 |
726.45 |
697.44 |
|
R3 |
715.71 |
710.23 |
692.98 |
|
R2 |
699.49 |
699.49 |
691.49 |
|
R1 |
694.01 |
694.01 |
690.01 |
696.75 |
PP |
683.27 |
683.27 |
683.27 |
684.65 |
S1 |
677.79 |
677.79 |
687.03 |
680.53 |
S2 |
667.05 |
667.05 |
685.55 |
|
S3 |
650.83 |
661.57 |
684.06 |
|
S4 |
634.61 |
645.35 |
679.60 |
|
|
Weekly Pivots for week ending 10-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
743.43 |
734.55 |
687.15 |
|
R3 |
716.86 |
707.98 |
679.85 |
|
R2 |
690.29 |
690.29 |
677.41 |
|
R1 |
681.41 |
681.41 |
674.98 |
685.85 |
PP |
663.72 |
663.72 |
663.72 |
665.94 |
S1 |
654.84 |
654.84 |
670.10 |
659.28 |
S2 |
637.15 |
637.15 |
667.67 |
|
S3 |
610.58 |
628.27 |
665.23 |
|
S4 |
584.01 |
601.70 |
657.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
688.76 |
646.02 |
42.74 |
6.2% |
11.38 |
1.7% |
99% |
True |
False |
|
10 |
688.76 |
646.02 |
42.74 |
6.2% |
10.93 |
1.6% |
99% |
True |
False |
|
20 |
688.76 |
611.08 |
77.68 |
11.3% |
10.90 |
1.6% |
100% |
True |
False |
|
40 |
688.76 |
591.35 |
97.41 |
14.1% |
10.49 |
1.5% |
100% |
True |
False |
|
60 |
688.76 |
585.33 |
103.43 |
15.0% |
11.17 |
1.6% |
100% |
True |
False |
|
80 |
688.76 |
554.28 |
134.48 |
19.5% |
10.90 |
1.6% |
100% |
True |
False |
|
100 |
688.76 |
526.80 |
161.96 |
23.5% |
11.60 |
1.7% |
100% |
True |
False |
|
120 |
688.76 |
526.80 |
161.96 |
23.5% |
11.98 |
1.7% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
757.70 |
2.618 |
731.22 |
1.618 |
715.00 |
1.000 |
704.98 |
0.618 |
698.78 |
HIGH |
688.76 |
0.618 |
682.56 |
0.500 |
680.65 |
0.382 |
678.74 |
LOW |
672.54 |
0.618 |
662.52 |
1.000 |
656.32 |
1.618 |
646.30 |
2.618 |
630.08 |
4.250 |
603.61 |
|
|
Fisher Pivots for day following 13-May-1996 |
Pivot |
1 day |
3 day |
R1 |
685.90 |
683.90 |
PP |
683.27 |
679.28 |
S1 |
680.65 |
674.66 |
|