Trading Metrics calculated at close of trading on 05-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-1996 |
05-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
689.25 |
692.59 |
3.34 |
0.5% |
688.91 |
High |
693.74 |
700.30 |
6.56 |
0.9% |
694.27 |
Low |
687.72 |
689.67 |
1.95 |
0.3% |
674.65 |
Close |
692.59 |
699.35 |
6.76 |
1.0% |
692.39 |
Range |
6.02 |
10.63 |
4.61 |
76.6% |
19.62 |
ATR |
9.45 |
9.54 |
0.08 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
728.33 |
724.47 |
705.20 |
|
R3 |
717.70 |
713.84 |
702.27 |
|
R2 |
707.07 |
707.07 |
701.30 |
|
R1 |
703.21 |
703.21 |
700.32 |
705.14 |
PP |
696.44 |
696.44 |
696.44 |
697.41 |
S1 |
692.58 |
692.58 |
698.38 |
694.51 |
S2 |
685.81 |
685.81 |
697.40 |
|
S3 |
675.18 |
681.95 |
696.43 |
|
S4 |
664.55 |
671.32 |
693.50 |
|
|
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 |
700.30 |
675.03 |
25.27 |
3.6% |
8.86 |
1.3% |
96% |
True |
False |
|
10 |
700.30 |
674.65 |
25.65 |
3.7% |
8.49 |
1.2% |
96% |
True |
False |
|
20 |
700.65 |
646.02 |
54.63 |
7.8% |
9.38 |
1.3% |
98% |
False |
False |
|
40 |
700.65 |
597.42 |
103.23 |
14.8% |
9.85 |
1.4% |
99% |
False |
False |
|
60 |
700.65 |
591.35 |
109.30 |
15.6% |
10.13 |
1.4% |
99% |
False |
False |
|
80 |
700.65 |
585.33 |
115.32 |
16.5% |
10.56 |
1.5% |
99% |
False |
False |
|
100 |
700.65 |
526.80 |
173.85 |
24.9% |
10.80 |
1.5% |
99% |
False |
False |
|
120 |
700.65 |
526.80 |
173.85 |
24.9% |
11.51 |
1.6% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
745.48 |
2.618 |
728.13 |
1.618 |
717.50 |
1.000 |
710.93 |
0.618 |
706.87 |
HIGH |
700.30 |
0.618 |
696.24 |
0.500 |
694.99 |
0.382 |
693.73 |
LOW |
689.67 |
0.618 |
683.10 |
1.000 |
679.04 |
1.618 |
672.47 |
2.618 |
661.84 |
4.250 |
644.49 |
|
|
Fisher Pivots for day following 05-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
697.90 |
697.46 |
PP |
696.44 |
695.56 |
S1 |
694.99 |
693.67 |
|