Trading Metrics calculated at close of trading on 11-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-1996 |
11-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
691.46 |
688.84 |
-2.62 |
-0.4% |
692.39 |
High |
693.35 |
696.57 |
3.22 |
0.5% |
704.09 |
Low |
687.77 |
688.84 |
1.07 |
0.2% |
673.32 |
Close |
688.84 |
690.94 |
2.10 |
0.3% |
691.46 |
Range |
5.58 |
7.73 |
2.15 |
38.5% |
30.77 |
ATR |
10.30 |
10.11 |
-0.18 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
715.31 |
710.85 |
695.19 |
|
R3 |
707.58 |
703.12 |
693.07 |
|
R2 |
699.85 |
699.85 |
692.36 |
|
R1 |
695.39 |
695.39 |
691.65 |
697.62 |
PP |
692.12 |
692.12 |
692.12 |
693.23 |
S1 |
687.66 |
687.66 |
690.23 |
689.89 |
S2 |
684.39 |
684.39 |
689.52 |
|
S3 |
676.66 |
679.93 |
688.81 |
|
S4 |
668.93 |
672.20 |
686.69 |
|
|
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% |
11.85 |
1.7% |
57% |
False |
False |
|
10 |
704.09 |
673.32 |
30.77 |
4.5% |
10.50 |
1.5% |
57% |
False |
False |
|
20 |
704.09 |
673.32 |
30.77 |
4.5% |
9.31 |
1.3% |
57% |
False |
False |
|
40 |
704.09 |
611.08 |
93.01 |
13.5% |
10.11 |
1.5% |
86% |
False |
False |
|
60 |
704.09 |
591.35 |
112.74 |
16.3% |
10.10 |
1.5% |
88% |
False |
False |
|
80 |
704.09 |
585.33 |
118.76 |
17.2% |
10.71 |
1.5% |
89% |
False |
False |
|
100 |
704.09 |
554.28 |
149.81 |
21.7% |
10.58 |
1.5% |
91% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
25.7% |
11.22 |
1.6% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
729.42 |
2.618 |
716.81 |
1.618 |
709.08 |
1.000 |
704.30 |
0.618 |
701.35 |
HIGH |
696.57 |
0.618 |
693.62 |
0.500 |
692.71 |
0.382 |
691.79 |
LOW |
688.84 |
0.618 |
684.06 |
1.000 |
681.11 |
1.618 |
676.33 |
2.618 |
668.60 |
4.250 |
655.99 |
|
|
Fisher Pivots for day following 11-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
692.71 |
688.94 |
PP |
692.12 |
686.94 |
S1 |
691.53 |
684.95 |
|