Trading Metrics calculated at close of trading on 14-May-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-1996 |
14-May-1996 |
Change |
Change % |
Previous Week |
Open |
672.54 |
688.52 |
15.98 |
2.4% |
661.07 |
High |
688.76 |
697.49 |
8.73 |
1.3% |
672.59 |
Low |
672.54 |
688.52 |
15.98 |
2.4% |
646.02 |
Close |
688.52 |
695.43 |
6.91 |
1.0% |
672.54 |
Range |
16.22 |
8.97 |
-7.25 |
-44.7% |
26.57 |
ATR |
10.71 |
10.59 |
-0.12 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
720.72 |
717.05 |
700.36 |
|
R3 |
711.75 |
708.08 |
697.90 |
|
R2 |
702.78 |
702.78 |
697.07 |
|
R1 |
699.11 |
699.11 |
696.25 |
700.95 |
PP |
693.81 |
693.81 |
693.81 |
694.73 |
S1 |
690.14 |
690.14 |
694.61 |
691.98 |
S2 |
684.84 |
684.84 |
693.79 |
|
S3 |
675.87 |
681.17 |
692.96 |
|
S4 |
666.90 |
672.20 |
690.50 |
|
|
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 |
697.49 |
646.02 |
51.47 |
7.4% |
11.78 |
1.7% |
96% |
True |
False |
|
10 |
697.49 |
646.02 |
51.47 |
7.4% |
11.40 |
1.6% |
96% |
True |
False |
|
20 |
697.49 |
618.39 |
79.10 |
11.4% |
10.60 |
1.5% |
97% |
True |
False |
|
40 |
697.49 |
591.35 |
106.14 |
15.3% |
10.42 |
1.5% |
98% |
True |
False |
|
60 |
697.49 |
585.33 |
112.16 |
16.1% |
11.18 |
1.6% |
98% |
True |
False |
|
80 |
697.49 |
563.68 |
133.81 |
19.2% |
10.86 |
1.6% |
98% |
True |
False |
|
100 |
697.49 |
526.80 |
170.69 |
24.5% |
11.53 |
1.7% |
99% |
True |
False |
|
120 |
697.49 |
526.80 |
170.69 |
24.5% |
11.94 |
1.7% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
735.61 |
2.618 |
720.97 |
1.618 |
712.00 |
1.000 |
706.46 |
0.618 |
703.03 |
HIGH |
697.49 |
0.618 |
694.06 |
0.500 |
693.01 |
0.382 |
691.95 |
LOW |
688.52 |
0.618 |
682.98 |
1.000 |
679.55 |
1.618 |
674.01 |
2.618 |
665.04 |
4.250 |
650.40 |
|
|
Fisher Pivots for day following 14-May-1996 |
Pivot |
1 day |
3 day |
R1 |
694.62 |
690.29 |
PP |
693.81 |
685.15 |
S1 |
693.01 |
680.02 |
|