Trading Metrics calculated at close of trading on 07-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-1996 |
07-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
687.01 |
687.01 |
0.00 |
0.0% |
692.39 |
High |
704.09 |
691.54 |
-12.55 |
-1.8% |
704.09 |
Low |
687.01 |
673.32 |
-13.69 |
-2.0% |
673.32 |
Close |
687.01 |
691.46 |
4.45 |
0.6% |
691.46 |
Range |
17.08 |
18.22 |
1.14 |
6.7% |
30.77 |
ATR |
10.08 |
10.66 |
0.58 |
5.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
740.10 |
734.00 |
701.48 |
|
R3 |
721.88 |
715.78 |
696.47 |
|
R2 |
703.66 |
703.66 |
694.80 |
|
R1 |
697.56 |
697.56 |
693.13 |
700.61 |
PP |
685.44 |
685.44 |
685.44 |
686.97 |
S1 |
679.34 |
679.34 |
689.79 |
682.39 |
S2 |
667.22 |
667.22 |
688.12 |
|
S3 |
649.00 |
661.12 |
686.45 |
|
S4 |
630.78 |
642.90 |
681.44 |
|
|
Weekly Pivots for week ending 07-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
781.93 |
767.47 |
708.38 |
|
R3 |
751.16 |
736.70 |
699.92 |
|
R2 |
720.39 |
720.39 |
697.10 |
|
R1 |
705.93 |
705.93 |
694.28 |
697.78 |
PP |
689.62 |
689.62 |
689.62 |
685.55 |
S1 |
675.16 |
675.16 |
688.64 |
667.01 |
S2 |
658.85 |
658.85 |
685.82 |
|
S3 |
628.08 |
644.39 |
683.00 |
|
S4 |
597.31 |
613.62 |
674.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
704.09 |
673.32 |
30.77 |
4.5% |
11.77 |
1.7% |
59% |
False |
True |
|
10 |
704.09 |
673.32 |
30.77 |
4.5% |
10.54 |
1.5% |
59% |
False |
True |
|
20 |
704.09 |
662.54 |
41.55 |
6.0% |
9.96 |
1.4% |
70% |
False |
False |
|
40 |
704.09 |
602.03 |
102.06 |
14.8% |
10.07 |
1.5% |
88% |
False |
False |
|
60 |
704.09 |
591.35 |
112.74 |
16.3% |
10.22 |
1.5% |
89% |
False |
False |
|
80 |
704.09 |
585.33 |
118.76 |
17.2% |
10.75 |
1.6% |
89% |
False |
False |
|
100 |
704.09 |
534.87 |
169.22 |
24.5% |
10.75 |
1.6% |
93% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
25.6% |
11.52 |
1.7% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
768.98 |
2.618 |
739.24 |
1.618 |
721.02 |
1.000 |
709.76 |
0.618 |
702.80 |
HIGH |
691.54 |
0.618 |
684.58 |
0.500 |
682.43 |
0.382 |
680.28 |
LOW |
673.32 |
0.618 |
662.06 |
1.000 |
655.10 |
1.618 |
643.84 |
2.618 |
625.62 |
4.250 |
595.89 |
|
|
Fisher Pivots for day following 07-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
688.45 |
690.54 |
PP |
685.44 |
689.62 |
S1 |
682.43 |
688.71 |
|