Trading Metrics calculated at close of trading on 23-May-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-1996 |
23-May-1996 |
Change |
Change % |
Previous Week |
Open |
687.86 |
688.43 |
0.57 |
0.1% |
672.54 |
High |
691.08 |
695.36 |
4.28 |
0.6% |
700.65 |
Low |
684.16 |
687.45 |
3.29 |
0.5% |
672.54 |
Close |
688.43 |
682.09 |
-6.34 |
-0.9% |
690.81 |
Range |
6.92 |
7.91 |
0.99 |
14.3% |
28.11 |
ATR |
9.76 |
9.63 |
-0.13 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
712.03 |
704.97 |
686.44 |
|
R3 |
704.12 |
697.06 |
684.27 |
|
R2 |
696.21 |
696.21 |
683.54 |
|
R1 |
689.15 |
689.15 |
682.82 |
688.73 |
PP |
688.30 |
688.30 |
688.30 |
688.09 |
S1 |
681.24 |
681.24 |
681.36 |
680.82 |
S2 |
680.39 |
680.39 |
680.64 |
|
S3 |
672.48 |
673.33 |
679.91 |
|
S4 |
664.57 |
665.42 |
677.74 |
|
|
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 |
698.14 |
684.16 |
13.98 |
2.0% |
7.37 |
1.1% |
-15% |
False |
False |
|
10 |
700.65 |
662.54 |
38.11 |
5.6% |
9.39 |
1.4% |
51% |
False |
False |
|
20 |
700.65 |
646.02 |
54.63 |
8.0% |
9.33 |
1.4% |
66% |
False |
False |
|
40 |
700.65 |
597.42 |
103.23 |
15.1% |
9.70 |
1.4% |
82% |
False |
False |
|
60 |
700.65 |
585.33 |
115.32 |
16.9% |
10.82 |
1.6% |
84% |
False |
False |
|
80 |
700.65 |
580.43 |
120.22 |
17.6% |
10.77 |
1.6% |
85% |
False |
False |
|
100 |
700.65 |
526.80 |
173.85 |
25.5% |
11.50 |
1.7% |
89% |
False |
False |
|
120 |
700.65 |
526.80 |
173.85 |
25.5% |
11.71 |
1.7% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
728.98 |
2.618 |
716.07 |
1.618 |
708.16 |
1.000 |
703.27 |
0.618 |
700.25 |
HIGH |
695.36 |
0.618 |
692.34 |
0.500 |
691.41 |
0.382 |
690.47 |
LOW |
687.45 |
0.618 |
682.56 |
1.000 |
679.54 |
1.618 |
674.65 |
2.618 |
666.74 |
4.250 |
653.83 |
|
|
Fisher Pivots for day following 23-May-1996 |
Pivot |
1 day |
3 day |
R1 |
691.41 |
690.34 |
PP |
688.30 |
687.59 |
S1 |
685.20 |
684.84 |
|