Trading Metrics calculated at close of trading on 16-May-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-1996 |
16-May-1996 |
Change |
Change % |
Previous Week |
Open |
695.43 |
690.15 |
-5.28 |
-0.8% |
661.07 |
High |
700.65 |
695.27 |
-5.38 |
-0.8% |
672.59 |
Low |
690.14 |
683.95 |
-6.19 |
-0.9% |
646.02 |
Close |
690.16 |
695.25 |
5.09 |
0.7% |
672.54 |
Range |
10.51 |
11.32 |
0.81 |
7.7% |
26.57 |
ATR |
10.58 |
10.63 |
0.05 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
725.45 |
721.67 |
701.48 |
|
R3 |
714.13 |
710.35 |
698.36 |
|
R2 |
702.81 |
702.81 |
697.33 |
|
R1 |
699.03 |
699.03 |
696.29 |
700.92 |
PP |
691.49 |
691.49 |
691.49 |
692.44 |
S1 |
687.71 |
687.71 |
694.21 |
689.60 |
S2 |
680.17 |
680.17 |
693.17 |
|
S3 |
668.85 |
676.39 |
692.14 |
|
S4 |
657.53 |
665.07 |
689.02 |
|
|
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 |
662.54 |
38.11 |
5.5% |
11.41 |
1.6% |
86% |
False |
False |
|
10 |
700.65 |
646.02 |
54.63 |
7.9% |
11.03 |
1.6% |
90% |
False |
False |
|
20 |
700.65 |
632.15 |
68.50 |
9.9% |
9.88 |
1.4% |
92% |
False |
False |
|
40 |
700.65 |
591.35 |
109.30 |
15.7% |
10.29 |
1.5% |
95% |
False |
False |
|
60 |
700.65 |
585.33 |
115.32 |
16.6% |
11.19 |
1.6% |
95% |
False |
False |
|
80 |
700.65 |
567.35 |
133.30 |
19.2% |
10.95 |
1.6% |
96% |
False |
False |
|
100 |
700.65 |
526.80 |
173.85 |
25.0% |
11.54 |
1.7% |
97% |
False |
False |
|
120 |
700.65 |
526.80 |
173.85 |
25.0% |
11.95 |
1.7% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
743.38 |
2.618 |
724.91 |
1.618 |
713.59 |
1.000 |
706.59 |
0.618 |
702.27 |
HIGH |
695.27 |
0.618 |
690.95 |
0.500 |
689.61 |
0.382 |
688.27 |
LOW |
683.95 |
0.618 |
676.95 |
1.000 |
672.63 |
1.618 |
665.63 |
2.618 |
654.31 |
4.250 |
635.84 |
|
|
Fisher Pivots for day following 16-May-1996 |
Pivot |
1 day |
3 day |
R1 |
693.37 |
694.27 |
PP |
691.49 |
693.28 |
S1 |
689.61 |
692.30 |
|