Trading Metrics calculated at close of trading on 12-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-1996 |
12-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
688.84 |
690.94 |
2.10 |
0.3% |
692.39 |
High |
696.57 |
702.14 |
5.57 |
0.8% |
704.09 |
Low |
688.84 |
690.94 |
2.10 |
0.3% |
673.32 |
Close |
690.94 |
697.16 |
6.22 |
0.9% |
691.46 |
Range |
7.73 |
11.20 |
3.47 |
44.9% |
30.77 |
ATR |
10.11 |
10.19 |
0.08 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
730.35 |
724.95 |
703.32 |
|
R3 |
719.15 |
713.75 |
700.24 |
|
R2 |
707.95 |
707.95 |
699.21 |
|
R1 |
702.55 |
702.55 |
698.19 |
705.25 |
PP |
696.75 |
696.75 |
696.75 |
698.10 |
S1 |
691.35 |
691.35 |
696.13 |
694.05 |
S2 |
685.55 |
685.55 |
695.11 |
|
S3 |
674.35 |
680.15 |
694.08 |
|
S4 |
663.15 |
668.95 |
691.00 |
|
|
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 |
4.4% |
11.96 |
1.7% |
77% |
False |
False |
|
10 |
704.09 |
673.32 |
30.77 |
4.4% |
10.41 |
1.5% |
77% |
False |
False |
|
20 |
704.09 |
673.32 |
30.77 |
4.4% |
9.43 |
1.4% |
77% |
False |
False |
|
40 |
704.09 |
618.39 |
85.70 |
12.3% |
10.01 |
1.4% |
92% |
False |
False |
|
60 |
704.09 |
591.35 |
112.74 |
16.2% |
10.09 |
1.4% |
94% |
False |
False |
|
80 |
704.09 |
585.33 |
118.76 |
17.0% |
10.74 |
1.5% |
94% |
False |
False |
|
100 |
704.09 |
563.68 |
140.41 |
20.1% |
10.57 |
1.5% |
95% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
25.4% |
11.18 |
1.6% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
749.74 |
2.618 |
731.46 |
1.618 |
720.26 |
1.000 |
713.34 |
0.618 |
709.06 |
HIGH |
702.14 |
0.618 |
697.86 |
0.500 |
696.54 |
0.382 |
695.22 |
LOW |
690.94 |
0.618 |
684.02 |
1.000 |
679.74 |
1.618 |
672.82 |
2.618 |
661.62 |
4.250 |
643.34 |
|
|
Fisher Pivots for day following 12-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
696.95 |
696.43 |
PP |
696.75 |
695.69 |
S1 |
696.54 |
694.96 |
|