Trading Metrics calculated at close of trading on 30-May-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-1996 |
30-May-1996 |
Change |
Change % |
Previous Week |
Open |
685.07 |
685.07 |
0.00 |
0.0% |
690.81 |
High |
686.73 |
685.51 |
-1.22 |
-0.2% |
696.83 |
Low |
674.65 |
675.03 |
0.38 |
0.1% |
684.16 |
Close |
677.09 |
684.04 |
6.95 |
1.0% |
688.91 |
Range |
12.08 |
10.48 |
-1.60 |
-13.2% |
12.67 |
ATR |
9.87 |
9.91 |
0.04 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
712.97 |
708.98 |
689.80 |
|
R3 |
702.49 |
698.50 |
686.92 |
|
R2 |
692.01 |
692.01 |
685.96 |
|
R1 |
688.02 |
688.02 |
685.00 |
684.78 |
PP |
681.53 |
681.53 |
681.53 |
679.90 |
S1 |
677.54 |
677.54 |
683.08 |
674.30 |
S2 |
671.05 |
671.05 |
682.12 |
|
S3 |
660.57 |
667.06 |
681.16 |
|
S4 |
650.09 |
656.58 |
678.28 |
|
|
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 |
3.0% |
8.83 |
1.3% |
45% |
False |
False |
|
10 |
698.14 |
674.65 |
23.49 |
3.4% |
8.44 |
1.2% |
40% |
False |
False |
|
20 |
700.65 |
646.02 |
54.63 |
8.0% |
10.02 |
1.5% |
70% |
False |
False |
|
40 |
700.65 |
597.42 |
103.23 |
15.1% |
9.99 |
1.5% |
84% |
False |
False |
|
60 |
700.65 |
585.33 |
115.32 |
16.9% |
10.46 |
1.5% |
86% |
False |
False |
|
80 |
700.65 |
585.33 |
115.32 |
16.9% |
10.64 |
1.6% |
86% |
False |
False |
|
100 |
700.65 |
526.80 |
173.85 |
25.4% |
11.26 |
1.6% |
90% |
False |
False |
|
120 |
700.65 |
526.80 |
173.85 |
25.4% |
11.55 |
1.7% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
730.05 |
2.618 |
712.95 |
1.618 |
702.47 |
1.000 |
695.99 |
0.618 |
691.99 |
HIGH |
685.51 |
0.618 |
681.51 |
0.500 |
680.27 |
0.382 |
679.03 |
LOW |
675.03 |
0.618 |
668.55 |
1.000 |
664.55 |
1.618 |
658.07 |
2.618 |
647.59 |
4.250 |
630.49 |
|
|
Fisher Pivots for day following 30-May-1996 |
Pivot |
1 day |
3 day |
R1 |
682.78 |
683.87 |
PP |
681.53 |
683.71 |
S1 |
680.27 |
683.54 |
|