Trading Metrics calculated at close of trading on 24-May-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-1996 |
24-May-1996 |
Change |
Change % |
Previous Week |
Open |
688.43 |
693.27 |
4.84 |
0.7% |
690.81 |
High |
695.36 |
693.85 |
-1.51 |
-0.2% |
696.83 |
Low |
687.45 |
688.74 |
1.29 |
0.2% |
684.16 |
Close |
682.09 |
688.91 |
6.82 |
1.0% |
688.91 |
Range |
7.91 |
5.11 |
-2.80 |
-35.4% |
12.67 |
ATR |
9.63 |
9.78 |
0.15 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
705.83 |
702.48 |
691.72 |
|
R3 |
700.72 |
697.37 |
690.32 |
|
R2 |
695.61 |
695.61 |
689.85 |
|
R1 |
692.26 |
692.26 |
689.38 |
691.38 |
PP |
690.50 |
690.50 |
690.50 |
690.06 |
S1 |
687.15 |
687.15 |
688.44 |
686.27 |
S2 |
685.39 |
685.39 |
687.97 |
|
S3 |
680.28 |
682.04 |
687.50 |
|
S4 |
675.17 |
676.93 |
686.10 |
|
|
Weekly Pivots for week ending 24-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
727.98 |
721.11 |
695.88 |
|
R3 |
715.31 |
708.44 |
692.39 |
|
R2 |
702.64 |
702.64 |
691.23 |
|
R1 |
695.77 |
695.77 |
690.07 |
692.87 |
PP |
689.97 |
689.97 |
689.97 |
688.52 |
S1 |
683.10 |
683.10 |
687.75 |
680.20 |
S2 |
677.30 |
677.30 |
686.59 |
|
S3 |
664.63 |
670.43 |
685.43 |
|
S4 |
651.96 |
657.76 |
681.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
696.83 |
684.16 |
12.67 |
1.8% |
6.92 |
1.0% |
37% |
False |
False |
|
10 |
700.65 |
672.54 |
28.11 |
4.1% |
8.90 |
1.3% |
58% |
False |
False |
|
20 |
700.65 |
646.02 |
54.63 |
7.9% |
9.32 |
1.4% |
79% |
False |
False |
|
40 |
700.65 |
597.42 |
103.23 |
15.0% |
9.61 |
1.4% |
89% |
False |
False |
|
60 |
700.65 |
585.33 |
115.32 |
16.7% |
10.73 |
1.6% |
90% |
False |
False |
|
80 |
700.65 |
585.33 |
115.32 |
16.7% |
10.69 |
1.6% |
90% |
False |
False |
|
100 |
700.65 |
526.80 |
173.85 |
25.2% |
11.40 |
1.7% |
93% |
False |
False |
|
120 |
700.65 |
526.80 |
173.85 |
25.2% |
11.60 |
1.7% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
715.57 |
2.618 |
707.23 |
1.618 |
702.12 |
1.000 |
698.96 |
0.618 |
697.01 |
HIGH |
693.85 |
0.618 |
691.90 |
0.500 |
691.30 |
0.382 |
690.69 |
LOW |
688.74 |
0.618 |
685.58 |
1.000 |
683.63 |
1.618 |
680.47 |
2.618 |
675.36 |
4.250 |
667.02 |
|
|
Fisher Pivots for day following 24-May-1996 |
Pivot |
1 day |
3 day |
R1 |
691.30 |
689.76 |
PP |
690.50 |
689.48 |
S1 |
689.71 |
689.19 |
|