Trading Metrics calculated at close of trading on 15-May-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-1996 |
15-May-1996 |
Change |
Change % |
Previous Week |
Open |
688.52 |
695.43 |
6.91 |
1.0% |
661.07 |
High |
697.49 |
700.65 |
3.16 |
0.5% |
672.59 |
Low |
688.52 |
690.14 |
1.62 |
0.2% |
646.02 |
Close |
695.43 |
690.16 |
-5.27 |
-0.8% |
672.54 |
Range |
8.97 |
10.51 |
1.54 |
17.2% |
26.57 |
ATR |
10.59 |
10.58 |
-0.01 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
725.18 |
718.18 |
695.94 |
|
R3 |
714.67 |
707.67 |
693.05 |
|
R2 |
704.16 |
704.16 |
692.09 |
|
R1 |
697.16 |
697.16 |
691.12 |
695.41 |
PP |
693.65 |
693.65 |
693.65 |
692.77 |
S1 |
686.65 |
686.65 |
689.20 |
684.90 |
S2 |
683.14 |
683.14 |
688.23 |
|
S3 |
672.63 |
676.14 |
687.27 |
|
S4 |
662.12 |
665.63 |
684.38 |
|
|
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 |
700.65 |
660.55 |
40.10 |
5.8% |
10.38 |
1.5% |
74% |
True |
False |
|
10 |
700.65 |
646.02 |
54.63 |
7.9% |
11.60 |
1.7% |
81% |
True |
False |
|
20 |
700.65 |
620.71 |
79.94 |
11.6% |
10.68 |
1.5% |
87% |
True |
False |
|
40 |
700.65 |
591.35 |
109.30 |
15.8% |
10.41 |
1.5% |
90% |
True |
False |
|
60 |
700.65 |
585.33 |
115.32 |
16.7% |
11.18 |
1.6% |
91% |
True |
False |
|
80 |
700.65 |
566.92 |
133.73 |
19.4% |
10.89 |
1.6% |
92% |
True |
False |
|
100 |
700.65 |
526.80 |
173.85 |
25.2% |
11.48 |
1.7% |
94% |
True |
False |
|
120 |
700.65 |
526.80 |
173.85 |
25.2% |
11.93 |
1.7% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
745.32 |
2.618 |
728.17 |
1.618 |
717.66 |
1.000 |
711.16 |
0.618 |
707.15 |
HIGH |
700.65 |
0.618 |
696.64 |
0.500 |
695.40 |
0.382 |
694.15 |
LOW |
690.14 |
0.618 |
683.64 |
1.000 |
679.63 |
1.618 |
673.13 |
2.618 |
662.62 |
4.250 |
645.47 |
|
|
Fisher Pivots for day following 15-May-1996 |
Pivot |
1 day |
3 day |
R1 |
695.40 |
688.97 |
PP |
693.65 |
687.78 |
S1 |
691.91 |
686.60 |
|