Trading Metrics calculated at close of trading on 10-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-1996 |
10-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
687.01 |
691.46 |
4.45 |
0.6% |
692.39 |
High |
691.54 |
693.35 |
1.81 |
0.3% |
704.09 |
Low |
673.32 |
687.77 |
14.45 |
2.1% |
673.32 |
Close |
691.46 |
688.84 |
-2.62 |
-0.4% |
691.46 |
Range |
18.22 |
5.58 |
-12.64 |
-69.4% |
30.77 |
ATR |
10.66 |
10.30 |
-0.36 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
706.73 |
703.36 |
691.91 |
|
R3 |
701.15 |
697.78 |
690.37 |
|
R2 |
695.57 |
695.57 |
689.86 |
|
R1 |
692.20 |
692.20 |
689.35 |
691.10 |
PP |
689.99 |
689.99 |
689.99 |
689.43 |
S1 |
686.62 |
686.62 |
688.33 |
685.52 |
S2 |
684.41 |
684.41 |
687.82 |
|
S3 |
678.83 |
681.04 |
687.31 |
|
S4 |
673.25 |
675.46 |
685.77 |
|
|
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% |
11.51 |
1.7% |
50% |
False |
False |
|
10 |
704.09 |
673.32 |
30.77 |
4.5% |
10.58 |
1.5% |
50% |
False |
False |
|
20 |
704.09 |
672.54 |
31.55 |
4.6% |
9.74 |
1.4% |
52% |
False |
False |
|
40 |
704.09 |
605.05 |
99.04 |
14.4% |
10.08 |
1.5% |
85% |
False |
False |
|
60 |
704.09 |
591.35 |
112.74 |
16.4% |
10.17 |
1.5% |
86% |
False |
False |
|
80 |
704.09 |
585.33 |
118.76 |
17.2% |
10.69 |
1.6% |
87% |
False |
False |
|
100 |
704.09 |
545.51 |
158.58 |
23.0% |
10.60 |
1.5% |
90% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
25.7% |
11.38 |
1.7% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
717.07 |
2.618 |
707.96 |
1.618 |
702.38 |
1.000 |
698.93 |
0.618 |
696.80 |
HIGH |
693.35 |
0.618 |
691.22 |
0.500 |
690.56 |
0.382 |
689.90 |
LOW |
687.77 |
0.618 |
684.32 |
1.000 |
682.19 |
1.618 |
678.74 |
2.618 |
673.16 |
4.250 |
664.06 |
|
|
Fisher Pivots for day following 10-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
690.56 |
688.80 |
PP |
689.99 |
688.75 |
S1 |
689.41 |
688.71 |
|