Trading Metrics calculated at close of trading on 04-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-1996 |
04-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
692.39 |
689.25 |
-3.14 |
-0.5% |
688.91 |
High |
693.96 |
693.74 |
-0.22 |
0.0% |
694.27 |
Low |
687.04 |
687.72 |
0.68 |
0.1% |
674.65 |
Close |
689.25 |
692.59 |
3.34 |
0.5% |
692.39 |
Range |
6.92 |
6.02 |
-0.90 |
-13.0% |
19.62 |
ATR |
9.72 |
9.45 |
-0.26 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
709.41 |
707.02 |
695.90 |
|
R3 |
703.39 |
701.00 |
694.25 |
|
R2 |
697.37 |
697.37 |
693.69 |
|
R1 |
694.98 |
694.98 |
693.14 |
696.18 |
PP |
691.35 |
691.35 |
691.35 |
691.95 |
S1 |
688.96 |
688.96 |
692.04 |
690.16 |
S2 |
685.33 |
685.33 |
691.49 |
|
S3 |
679.31 |
682.94 |
690.93 |
|
S4 |
673.29 |
676.92 |
689.28 |
|
|
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% |
9.15 |
1.3% |
91% |
False |
False |
|
10 |
696.51 |
674.65 |
21.86 |
3.2% |
8.29 |
1.2% |
82% |
False |
False |
|
20 |
700.65 |
646.02 |
54.63 |
7.9% |
9.20 |
1.3% |
85% |
False |
False |
|
40 |
700.65 |
597.42 |
103.23 |
14.9% |
9.81 |
1.4% |
92% |
False |
False |
|
60 |
700.65 |
591.35 |
109.30 |
15.8% |
10.18 |
1.5% |
93% |
False |
False |
|
80 |
700.65 |
585.33 |
115.32 |
16.7% |
10.54 |
1.5% |
93% |
False |
False |
|
100 |
700.65 |
526.80 |
173.85 |
25.1% |
10.82 |
1.6% |
95% |
False |
False |
|
120 |
700.65 |
526.80 |
173.85 |
25.1% |
11.48 |
1.7% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
719.33 |
2.618 |
709.50 |
1.618 |
703.48 |
1.000 |
699.76 |
0.618 |
697.46 |
HIGH |
693.74 |
0.618 |
691.44 |
0.500 |
690.73 |
0.382 |
690.02 |
LOW |
687.72 |
0.618 |
684.00 |
1.000 |
681.70 |
1.618 |
677.98 |
2.618 |
671.96 |
4.250 |
662.14 |
|
|
Fisher Pivots for day following 04-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
691.97 |
691.45 |
PP |
691.35 |
690.30 |
S1 |
690.73 |
689.16 |
|