Trading Metrics calculated at close of trading on 06-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-1996 |
06-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
692.59 |
687.01 |
-5.58 |
-0.8% |
688.91 |
High |
700.30 |
704.09 |
3.79 |
0.5% |
694.27 |
Low |
689.67 |
687.01 |
-2.66 |
-0.4% |
674.65 |
Close |
699.35 |
687.01 |
-12.34 |
-1.8% |
692.39 |
Range |
10.63 |
17.08 |
6.45 |
60.7% |
19.62 |
ATR |
9.54 |
10.08 |
0.54 |
5.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
743.94 |
732.56 |
696.40 |
|
R3 |
726.86 |
715.48 |
691.71 |
|
R2 |
709.78 |
709.78 |
690.14 |
|
R1 |
698.40 |
698.40 |
688.58 |
695.55 |
PP |
692.70 |
692.70 |
692.70 |
691.28 |
S1 |
681.32 |
681.32 |
685.44 |
678.47 |
S2 |
675.62 |
675.62 |
683.88 |
|
S3 |
658.54 |
664.24 |
682.31 |
|
S4 |
641.46 |
647.16 |
677.62 |
|
|
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 |
704.09 |
684.04 |
20.05 |
2.9% |
10.18 |
1.5% |
15% |
True |
False |
|
10 |
704.09 |
674.65 |
29.44 |
4.3% |
9.50 |
1.4% |
42% |
True |
False |
|
20 |
704.09 |
660.55 |
43.54 |
6.3% |
9.36 |
1.4% |
61% |
True |
False |
|
40 |
704.09 |
597.42 |
106.67 |
15.5% |
9.98 |
1.5% |
84% |
True |
False |
|
60 |
704.09 |
591.35 |
112.74 |
16.4% |
10.20 |
1.5% |
85% |
True |
False |
|
80 |
704.09 |
585.33 |
118.76 |
17.3% |
10.70 |
1.6% |
86% |
True |
False |
|
100 |
704.09 |
526.80 |
177.29 |
25.8% |
10.77 |
1.6% |
90% |
True |
False |
|
120 |
704.09 |
526.80 |
177.29 |
25.8% |
11.45 |
1.7% |
90% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
776.68 |
2.618 |
748.81 |
1.618 |
731.73 |
1.000 |
721.17 |
0.618 |
714.65 |
HIGH |
704.09 |
0.618 |
697.57 |
0.500 |
695.55 |
0.382 |
693.53 |
LOW |
687.01 |
0.618 |
676.45 |
1.000 |
669.93 |
1.618 |
659.37 |
2.618 |
642.29 |
4.250 |
614.42 |
|
|
Fisher Pivots for day following 06-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
695.55 |
695.55 |
PP |
692.70 |
692.70 |
S1 |
689.86 |
689.86 |
|