Trading Metrics calculated at close of trading on 14-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-1996 |
14-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
697.16 |
691.84 |
-5.32 |
-0.8% |
691.46 |
High |
698.32 |
691.84 |
-6.48 |
-0.9% |
702.14 |
Low |
686.51 |
681.07 |
-5.44 |
-0.8% |
681.07 |
Close |
691.84 |
681.13 |
-10.71 |
-1.5% |
681.13 |
Range |
11.81 |
10.77 |
-1.04 |
-8.8% |
21.07 |
ATR |
10.31 |
10.34 |
0.03 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
716.99 |
709.83 |
687.05 |
|
R3 |
706.22 |
699.06 |
684.09 |
|
R2 |
695.45 |
695.45 |
683.10 |
|
R1 |
688.29 |
688.29 |
682.12 |
686.49 |
PP |
684.68 |
684.68 |
684.68 |
683.78 |
S1 |
677.52 |
677.52 |
680.14 |
675.72 |
S2 |
673.91 |
673.91 |
679.16 |
|
S3 |
663.14 |
666.75 |
678.17 |
|
S4 |
652.37 |
655.98 |
675.21 |
|
|
Weekly Pivots for week ending 14-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
751.32 |
737.30 |
692.72 |
|
R3 |
730.25 |
716.23 |
686.92 |
|
R2 |
709.18 |
709.18 |
684.99 |
|
R1 |
695.16 |
695.16 |
683.06 |
691.64 |
PP |
688.11 |
688.11 |
688.11 |
686.35 |
S1 |
674.09 |
674.09 |
679.20 |
670.57 |
S2 |
667.04 |
667.04 |
677.27 |
|
S3 |
645.97 |
653.02 |
675.34 |
|
S4 |
624.90 |
631.95 |
669.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
702.14 |
681.07 |
21.07 |
3.1% |
9.42 |
1.4% |
0% |
False |
True |
|
10 |
704.09 |
673.32 |
30.77 |
4.5% |
10.60 |
1.6% |
25% |
False |
False |
|
20 |
704.09 |
673.32 |
30.77 |
4.5% |
9.46 |
1.4% |
25% |
False |
False |
|
40 |
704.09 |
632.15 |
71.94 |
10.6% |
9.67 |
1.4% |
68% |
False |
False |
|
60 |
704.09 |
591.35 |
112.74 |
16.6% |
10.02 |
1.5% |
80% |
False |
False |
|
80 |
704.09 |
585.33 |
118.76 |
17.4% |
10.76 |
1.6% |
81% |
False |
False |
|
100 |
704.09 |
567.35 |
136.74 |
20.1% |
10.66 |
1.6% |
83% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
26.0% |
11.20 |
1.6% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
737.61 |
2.618 |
720.04 |
1.618 |
709.27 |
1.000 |
702.61 |
0.618 |
698.50 |
HIGH |
691.84 |
0.618 |
687.73 |
0.500 |
686.46 |
0.382 |
685.18 |
LOW |
681.07 |
0.618 |
674.41 |
1.000 |
670.30 |
1.618 |
663.64 |
2.618 |
652.87 |
4.250 |
635.30 |
|
|
Fisher Pivots for day following 14-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
686.46 |
691.61 |
PP |
684.68 |
688.11 |
S1 |
682.91 |
684.62 |
|