Trading Metrics calculated at close of trading on 18-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-1996 |
18-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
681.13 |
678.44 |
-2.69 |
-0.4% |
691.46 |
High |
684.26 |
680.16 |
-4.10 |
-0.6% |
702.14 |
Low |
676.84 |
665.28 |
-11.56 |
-1.7% |
681.07 |
Close |
678.44 |
666.07 |
-12.37 |
-1.8% |
681.13 |
Range |
7.42 |
14.88 |
7.46 |
100.5% |
21.07 |
ATR |
10.13 |
10.47 |
0.34 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
715.14 |
705.49 |
674.25 |
|
R3 |
700.26 |
690.61 |
670.16 |
|
R2 |
685.38 |
685.38 |
668.80 |
|
R1 |
675.73 |
675.73 |
667.43 |
673.12 |
PP |
670.50 |
670.50 |
670.50 |
669.20 |
S1 |
660.85 |
660.85 |
664.71 |
658.24 |
S2 |
655.62 |
655.62 |
663.34 |
|
S3 |
640.74 |
645.97 |
661.98 |
|
S4 |
625.86 |
631.09 |
657.89 |
|
|
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 |
665.28 |
36.86 |
5.5% |
11.22 |
1.7% |
2% |
False |
True |
|
10 |
704.09 |
665.28 |
38.81 |
5.8% |
11.53 |
1.7% |
2% |
False |
True |
|
20 |
704.09 |
665.28 |
38.81 |
5.8% |
9.91 |
1.5% |
2% |
False |
True |
|
40 |
704.09 |
643.02 |
61.07 |
9.2% |
9.78 |
1.5% |
38% |
False |
False |
|
60 |
704.09 |
591.35 |
112.74 |
16.9% |
10.11 |
1.5% |
66% |
False |
False |
|
80 |
704.09 |
585.33 |
118.76 |
17.8% |
10.67 |
1.6% |
68% |
False |
False |
|
100 |
704.09 |
568.33 |
135.76 |
20.4% |
10.60 |
1.6% |
72% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
26.6% |
11.28 |
1.7% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
743.40 |
2.618 |
719.12 |
1.618 |
704.24 |
1.000 |
695.04 |
0.618 |
689.36 |
HIGH |
680.16 |
0.618 |
674.48 |
0.500 |
672.72 |
0.382 |
670.96 |
LOW |
665.28 |
0.618 |
656.08 |
1.000 |
650.40 |
1.618 |
641.20 |
2.618 |
626.32 |
4.250 |
602.04 |
|
|
Fisher Pivots for day following 18-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
672.72 |
678.56 |
PP |
670.50 |
674.40 |
S1 |
668.29 |
670.23 |
|