Trading Metrics calculated at close of trading on 28-May-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-1996 |
28-May-1996 |
Change |
Change % |
Previous Week |
Open |
693.27 |
688.91 |
-4.36 |
-0.6% |
690.81 |
High |
693.85 |
692.43 |
-1.42 |
-0.2% |
696.83 |
Low |
688.74 |
683.85 |
-4.89 |
-0.7% |
684.16 |
Close |
688.91 |
685.07 |
-3.84 |
-0.6% |
688.91 |
Range |
5.11 |
8.58 |
3.47 |
67.9% |
12.67 |
ATR |
9.78 |
9.70 |
-0.09 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
712.86 |
707.54 |
689.79 |
|
R3 |
704.28 |
698.96 |
687.43 |
|
R2 |
695.70 |
695.70 |
686.64 |
|
R1 |
690.38 |
690.38 |
685.86 |
688.75 |
PP |
687.12 |
687.12 |
687.12 |
686.30 |
S1 |
681.80 |
681.80 |
684.28 |
680.17 |
S2 |
678.54 |
678.54 |
683.50 |
|
S3 |
669.96 |
673.22 |
682.71 |
|
S4 |
661.38 |
664.64 |
680.35 |
|
|
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 |
696.51 |
683.85 |
12.66 |
1.8% |
7.43 |
1.1% |
10% |
False |
True |
|
10 |
700.65 |
683.85 |
16.80 |
2.5% |
8.13 |
1.2% |
7% |
False |
True |
|
20 |
700.65 |
646.02 |
54.63 |
8.0% |
9.53 |
1.4% |
71% |
False |
False |
|
40 |
700.65 |
597.42 |
103.23 |
15.1% |
9.66 |
1.4% |
85% |
False |
False |
|
60 |
700.65 |
585.33 |
115.32 |
16.8% |
10.51 |
1.5% |
86% |
False |
False |
|
80 |
700.65 |
585.33 |
115.32 |
16.8% |
10.63 |
1.6% |
86% |
False |
False |
|
100 |
700.65 |
526.80 |
173.85 |
25.4% |
11.26 |
1.6% |
91% |
False |
False |
|
120 |
700.65 |
526.80 |
173.85 |
25.4% |
11.58 |
1.7% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
728.90 |
2.618 |
714.89 |
1.618 |
706.31 |
1.000 |
701.01 |
0.618 |
697.73 |
HIGH |
692.43 |
0.618 |
689.15 |
0.500 |
688.14 |
0.382 |
687.13 |
LOW |
683.85 |
0.618 |
678.55 |
1.000 |
675.27 |
1.618 |
669.97 |
2.618 |
661.39 |
4.250 |
647.39 |
|
|
Fisher Pivots for day following 28-May-1996 |
Pivot |
1 day |
3 day |
R1 |
688.14 |
689.61 |
PP |
687.12 |
688.09 |
S1 |
686.09 |
686.58 |
|