Trading Metrics calculated at close of trading on 19-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-1996 |
19-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
678.44 |
666.07 |
-12.37 |
-1.8% |
691.46 |
High |
680.16 |
673.75 |
-6.41 |
-0.9% |
702.14 |
Low |
665.28 |
665.26 |
-0.02 |
0.0% |
681.07 |
Close |
666.07 |
667.72 |
1.65 |
0.2% |
681.13 |
Range |
14.88 |
8.49 |
-6.39 |
-42.9% |
21.07 |
ATR |
10.47 |
10.33 |
-0.14 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
694.38 |
689.54 |
672.39 |
|
R3 |
685.89 |
681.05 |
670.05 |
|
R2 |
677.40 |
677.40 |
669.28 |
|
R1 |
672.56 |
672.56 |
668.50 |
674.98 |
PP |
668.91 |
668.91 |
668.91 |
670.12 |
S1 |
664.07 |
664.07 |
666.94 |
666.49 |
S2 |
660.42 |
660.42 |
666.16 |
|
S3 |
651.93 |
655.58 |
665.39 |
|
S4 |
643.44 |
647.09 |
663.05 |
|
|
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 |
698.32 |
665.26 |
33.06 |
5.0% |
10.67 |
1.6% |
7% |
False |
True |
|
10 |
704.09 |
665.26 |
38.83 |
5.8% |
11.32 |
1.7% |
6% |
False |
True |
|
20 |
704.09 |
665.26 |
38.83 |
5.8% |
9.90 |
1.5% |
6% |
False |
True |
|
40 |
704.09 |
646.02 |
58.07 |
8.7% |
9.70 |
1.5% |
37% |
False |
False |
|
60 |
704.09 |
591.35 |
112.74 |
16.9% |
9.92 |
1.5% |
68% |
False |
False |
|
80 |
704.09 |
585.33 |
118.76 |
17.8% |
10.67 |
1.6% |
69% |
False |
False |
|
100 |
704.09 |
574.45 |
129.64 |
19.4% |
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 |
709.83 |
2.618 |
695.98 |
1.618 |
687.49 |
1.000 |
682.24 |
0.618 |
679.00 |
HIGH |
673.75 |
0.618 |
670.51 |
0.500 |
669.51 |
0.382 |
668.50 |
LOW |
665.26 |
0.618 |
660.01 |
1.000 |
656.77 |
1.618 |
651.52 |
2.618 |
643.03 |
4.250 |
629.18 |
|
|
Fisher Pivots for day following 19-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
669.51 |
674.76 |
PP |
668.91 |
672.41 |
S1 |
668.32 |
670.07 |
|