Trading Metrics calculated at close of trading on 13-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-1996 |
13-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
690.94 |
697.16 |
6.22 |
0.9% |
692.39 |
High |
702.14 |
698.32 |
-3.82 |
-0.5% |
704.09 |
Low |
690.94 |
686.51 |
-4.43 |
-0.6% |
673.32 |
Close |
697.16 |
691.84 |
-5.32 |
-0.8% |
691.46 |
Range |
11.20 |
11.81 |
0.61 |
5.4% |
30.77 |
ATR |
10.19 |
10.31 |
0.12 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
727.65 |
721.56 |
698.34 |
|
R3 |
715.84 |
709.75 |
695.09 |
|
R2 |
704.03 |
704.03 |
694.01 |
|
R1 |
697.94 |
697.94 |
692.92 |
695.08 |
PP |
692.22 |
692.22 |
692.22 |
690.80 |
S1 |
686.13 |
686.13 |
690.76 |
683.27 |
S2 |
680.41 |
680.41 |
689.67 |
|
S3 |
668.60 |
674.32 |
688.59 |
|
S4 |
656.79 |
662.51 |
685.34 |
|
|
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 |
702.14 |
673.32 |
28.82 |
4.2% |
10.91 |
1.6% |
64% |
False |
False |
|
10 |
704.09 |
673.32 |
30.77 |
4.4% |
10.54 |
1.5% |
60% |
False |
False |
|
20 |
704.09 |
673.32 |
30.77 |
4.4% |
9.49 |
1.4% |
60% |
False |
False |
|
40 |
704.09 |
620.71 |
83.38 |
12.1% |
10.09 |
1.5% |
85% |
False |
False |
|
60 |
704.09 |
591.35 |
112.74 |
16.3% |
10.10 |
1.5% |
89% |
False |
False |
|
80 |
704.09 |
585.33 |
118.76 |
17.2% |
10.76 |
1.6% |
90% |
False |
False |
|
100 |
704.09 |
566.92 |
137.17 |
19.8% |
10.61 |
1.5% |
91% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
25.6% |
11.14 |
1.6% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
748.51 |
2.618 |
729.24 |
1.618 |
717.43 |
1.000 |
710.13 |
0.618 |
705.62 |
HIGH |
698.32 |
0.618 |
693.81 |
0.500 |
692.42 |
0.382 |
691.02 |
LOW |
686.51 |
0.618 |
679.21 |
1.000 |
674.70 |
1.618 |
667.40 |
2.618 |
655.59 |
4.250 |
636.32 |
|
|
Fisher Pivots for day following 13-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
692.42 |
694.33 |
PP |
692.22 |
693.50 |
S1 |
692.03 |
692.67 |
|