Trading Metrics calculated at close of trading on 29-May-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-1996 |
29-May-1996 |
Change |
Change % |
Previous Week |
Open |
688.91 |
685.07 |
-3.84 |
-0.6% |
690.81 |
High |
692.43 |
686.73 |
-5.70 |
-0.8% |
696.83 |
Low |
683.85 |
674.65 |
-9.20 |
-1.3% |
684.16 |
Close |
685.07 |
677.09 |
-7.98 |
-1.2% |
688.91 |
Range |
8.58 |
12.08 |
3.50 |
40.8% |
12.67 |
ATR |
9.70 |
9.87 |
0.17 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
715.73 |
708.49 |
683.73 |
|
R3 |
703.65 |
696.41 |
680.41 |
|
R2 |
691.57 |
691.57 |
679.30 |
|
R1 |
684.33 |
684.33 |
678.20 |
681.91 |
PP |
679.49 |
679.49 |
679.49 |
678.28 |
S1 |
672.25 |
672.25 |
675.98 |
669.83 |
S2 |
667.41 |
667.41 |
674.88 |
|
S3 |
655.33 |
660.17 |
673.77 |
|
S4 |
643.25 |
648.09 |
670.45 |
|
|
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 |
695.36 |
674.65 |
20.71 |
3.1% |
8.12 |
1.2% |
12% |
False |
True |
|
10 |
700.65 |
674.65 |
26.00 |
3.8% |
8.44 |
1.2% |
9% |
False |
True |
|
20 |
700.65 |
646.02 |
54.63 |
8.1% |
9.92 |
1.5% |
57% |
False |
False |
|
40 |
700.65 |
597.42 |
103.23 |
15.2% |
9.82 |
1.5% |
77% |
False |
False |
|
60 |
700.65 |
585.33 |
115.32 |
17.0% |
10.55 |
1.6% |
80% |
False |
False |
|
80 |
700.65 |
585.33 |
115.32 |
17.0% |
10.70 |
1.6% |
80% |
False |
False |
|
100 |
700.65 |
526.80 |
173.85 |
25.7% |
11.21 |
1.7% |
86% |
False |
False |
|
120 |
700.65 |
526.80 |
173.85 |
25.7% |
11.57 |
1.7% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
738.07 |
2.618 |
718.36 |
1.618 |
706.28 |
1.000 |
698.81 |
0.618 |
694.20 |
HIGH |
686.73 |
0.618 |
682.12 |
0.500 |
680.69 |
0.382 |
679.26 |
LOW |
674.65 |
0.618 |
667.18 |
1.000 |
662.57 |
1.618 |
655.10 |
2.618 |
643.02 |
4.250 |
623.31 |
|
|
Fisher Pivots for day following 29-May-1996 |
Pivot |
1 day |
3 day |
R1 |
680.69 |
684.25 |
PP |
679.49 |
681.86 |
S1 |
678.29 |
679.48 |
|