Trading Metrics calculated at close of trading on 03-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-1996 |
03-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
684.04 |
692.39 |
8.35 |
1.2% |
688.91 |
High |
694.27 |
693.96 |
-0.31 |
0.0% |
694.27 |
Low |
684.04 |
687.04 |
3.00 |
0.4% |
674.65 |
Close |
692.39 |
689.25 |
-3.14 |
-0.5% |
692.39 |
Range |
10.23 |
6.92 |
-3.31 |
-32.4% |
19.62 |
ATR |
9.93 |
9.72 |
-0.22 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
710.84 |
706.97 |
693.06 |
|
R3 |
703.92 |
700.05 |
691.15 |
|
R2 |
697.00 |
697.00 |
690.52 |
|
R1 |
693.13 |
693.13 |
689.88 |
691.61 |
PP |
690.08 |
690.08 |
690.08 |
689.32 |
S1 |
686.21 |
686.21 |
688.62 |
684.69 |
S2 |
683.16 |
683.16 |
687.98 |
|
S3 |
676.24 |
679.29 |
687.35 |
|
S4 |
669.32 |
672.37 |
685.44 |
|
|
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% |
9.66 |
1.4% |
74% |
False |
False |
|
10 |
696.83 |
674.65 |
22.18 |
3.2% |
8.29 |
1.2% |
66% |
False |
False |
|
20 |
700.65 |
646.02 |
54.63 |
7.9% |
9.35 |
1.4% |
79% |
False |
False |
|
40 |
700.65 |
597.42 |
103.23 |
15.0% |
10.07 |
1.5% |
89% |
False |
False |
|
60 |
700.65 |
585.33 |
115.32 |
16.7% |
10.49 |
1.5% |
90% |
False |
False |
|
80 |
700.65 |
585.33 |
115.32 |
16.7% |
10.66 |
1.5% |
90% |
False |
False |
|
100 |
700.65 |
526.80 |
173.85 |
25.2% |
10.96 |
1.6% |
93% |
False |
False |
|
120 |
700.65 |
526.80 |
173.85 |
25.2% |
11.53 |
1.7% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
723.37 |
2.618 |
712.08 |
1.618 |
705.16 |
1.000 |
700.88 |
0.618 |
698.24 |
HIGH |
693.96 |
0.618 |
691.32 |
0.500 |
690.50 |
0.382 |
689.68 |
LOW |
687.04 |
0.618 |
682.76 |
1.000 |
680.12 |
1.618 |
675.84 |
2.618 |
668.92 |
4.250 |
657.63 |
|
|
Fisher Pivots for day following 03-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
690.50 |
687.72 |
PP |
690.08 |
686.18 |
S1 |
689.67 |
684.65 |
|