Trading Metrics calculated at close of trading on 20-May-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-1996 |
20-May-1996 |
Change |
Change % |
Previous Week |
Open |
690.81 |
690.81 |
0.00 |
0.0% |
672.54 |
High |
698.14 |
696.83 |
-1.31 |
-0.2% |
700.65 |
Low |
690.81 |
690.81 |
0.00 |
0.0% |
672.54 |
Close |
690.81 |
693.27 |
2.46 |
0.4% |
690.81 |
Range |
7.33 |
6.02 |
-1.31 |
-17.9% |
28.11 |
ATR |
10.40 |
10.09 |
-0.31 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
711.70 |
708.50 |
696.58 |
|
R3 |
705.68 |
702.48 |
694.93 |
|
R2 |
699.66 |
699.66 |
694.37 |
|
R1 |
696.46 |
696.46 |
693.82 |
698.06 |
PP |
693.64 |
693.64 |
693.64 |
694.44 |
S1 |
690.44 |
690.44 |
692.72 |
692.04 |
S2 |
687.62 |
687.62 |
692.17 |
|
S3 |
681.60 |
684.42 |
691.61 |
|
S4 |
675.58 |
678.40 |
689.96 |
|
|
Weekly Pivots for week ending 17-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
772.33 |
759.68 |
706.27 |
|
R3 |
744.22 |
731.57 |
698.54 |
|
R2 |
716.11 |
716.11 |
695.96 |
|
R1 |
703.46 |
703.46 |
693.39 |
709.79 |
PP |
688.00 |
688.00 |
688.00 |
691.16 |
S1 |
675.35 |
675.35 |
688.23 |
681.68 |
S2 |
659.89 |
659.89 |
685.66 |
|
S3 |
631.78 |
647.24 |
683.08 |
|
S4 |
603.67 |
619.13 |
675.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
700.65 |
683.95 |
16.70 |
2.4% |
8.83 |
1.3% |
56% |
False |
False |
|
10 |
700.65 |
646.02 |
54.63 |
7.9% |
10.11 |
1.5% |
86% |
False |
False |
|
20 |
700.65 |
643.02 |
57.63 |
8.3% |
9.65 |
1.4% |
87% |
False |
False |
|
40 |
700.65 |
591.35 |
109.30 |
15.8% |
10.21 |
1.5% |
93% |
False |
False |
|
60 |
700.65 |
585.33 |
115.32 |
16.6% |
10.92 |
1.6% |
94% |
False |
False |
|
80 |
700.65 |
568.33 |
132.32 |
19.1% |
10.77 |
1.6% |
94% |
False |
False |
|
100 |
700.65 |
526.80 |
173.85 |
25.1% |
11.56 |
1.7% |
96% |
False |
False |
|
120 |
700.65 |
526.80 |
173.85 |
25.1% |
11.76 |
1.7% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
722.42 |
2.618 |
712.59 |
1.618 |
706.57 |
1.000 |
702.85 |
0.618 |
700.55 |
HIGH |
696.83 |
0.618 |
694.53 |
0.500 |
693.82 |
0.382 |
693.11 |
LOW |
690.81 |
0.618 |
687.09 |
1.000 |
684.79 |
1.618 |
681.07 |
2.618 |
675.05 |
4.250 |
665.23 |
|
|
Fisher Pivots for day following 20-May-1996 |
Pivot |
1 day |
3 day |
R1 |
693.82 |
692.53 |
PP |
693.64 |
691.79 |
S1 |
693.45 |
691.05 |
|