Trading Metrics calculated at close of trading on 31-May-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-1996 |
31-May-1996 |
Change |
Change % |
Previous Week |
Open |
685.07 |
684.04 |
-1.03 |
-0.2% |
688.91 |
High |
685.51 |
694.27 |
8.76 |
1.3% |
694.27 |
Low |
675.03 |
684.04 |
9.01 |
1.3% |
674.65 |
Close |
684.04 |
692.39 |
8.35 |
1.2% |
692.39 |
Range |
10.48 |
10.23 |
-0.25 |
-2.4% |
19.62 |
ATR |
9.91 |
9.93 |
0.02 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
720.92 |
716.89 |
698.02 |
|
R3 |
710.69 |
706.66 |
695.20 |
|
R2 |
700.46 |
700.46 |
694.27 |
|
R1 |
696.43 |
696.43 |
693.33 |
698.45 |
PP |
690.23 |
690.23 |
690.23 |
691.24 |
S1 |
686.20 |
686.20 |
691.45 |
688.22 |
S2 |
680.00 |
680.00 |
690.51 |
|
S3 |
669.77 |
675.97 |
689.58 |
|
S4 |
659.54 |
665.74 |
686.76 |
|
|
Weekly Pivots for week ending 31-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
745.96 |
738.80 |
703.18 |
|
R3 |
726.34 |
719.18 |
697.79 |
|
R2 |
706.72 |
706.72 |
695.99 |
|
R1 |
699.56 |
699.56 |
694.19 |
703.14 |
PP |
687.10 |
687.10 |
687.10 |
688.90 |
S1 |
679.94 |
679.94 |
690.59 |
683.52 |
S2 |
667.48 |
667.48 |
688.79 |
|
S3 |
647.86 |
660.32 |
686.99 |
|
S4 |
628.24 |
640.70 |
681.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
694.27 |
674.65 |
19.62 |
2.8% |
9.30 |
1.3% |
90% |
True |
False |
|
10 |
698.14 |
674.65 |
23.49 |
3.4% |
8.33 |
1.2% |
76% |
False |
False |
|
20 |
700.65 |
646.02 |
54.63 |
7.9% |
9.68 |
1.4% |
85% |
False |
False |
|
40 |
700.65 |
597.42 |
103.23 |
14.9% |
10.03 |
1.4% |
92% |
False |
False |
|
60 |
700.65 |
585.33 |
115.32 |
16.7% |
10.47 |
1.5% |
93% |
False |
False |
|
80 |
700.65 |
585.33 |
115.32 |
16.7% |
10.68 |
1.5% |
93% |
False |
False |
|
100 |
700.65 |
526.80 |
173.85 |
25.1% |
11.07 |
1.6% |
95% |
False |
False |
|
120 |
700.65 |
526.80 |
173.85 |
25.1% |
11.53 |
1.7% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
737.75 |
2.618 |
721.05 |
1.618 |
710.82 |
1.000 |
704.50 |
0.618 |
700.59 |
HIGH |
694.27 |
0.618 |
690.36 |
0.500 |
689.16 |
0.382 |
687.95 |
LOW |
684.04 |
0.618 |
677.72 |
1.000 |
673.81 |
1.618 |
667.49 |
2.618 |
657.26 |
4.250 |
640.56 |
|
|
Fisher Pivots for day following 31-May-1996 |
Pivot |
1 day |
3 day |
R1 |
691.31 |
689.75 |
PP |
690.23 |
687.10 |
S1 |
689.16 |
684.46 |
|