Trading Metrics calculated at close of trading on 20-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-1996 |
20-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
666.07 |
667.72 |
1.65 |
0.2% |
691.46 |
High |
673.75 |
671.75 |
-2.00 |
-0.3% |
702.14 |
Low |
665.26 |
648.93 |
-16.33 |
-2.5% |
681.07 |
Close |
667.72 |
664.45 |
-3.27 |
-0.5% |
681.13 |
Range |
8.49 |
22.82 |
14.33 |
168.8% |
21.07 |
ATR |
10.33 |
11.22 |
0.89 |
8.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
730.17 |
720.13 |
677.00 |
|
R3 |
707.35 |
697.31 |
670.73 |
|
R2 |
684.53 |
684.53 |
668.63 |
|
R1 |
674.49 |
674.49 |
666.54 |
668.10 |
PP |
661.71 |
661.71 |
661.71 |
658.52 |
S1 |
651.67 |
651.67 |
662.36 |
645.28 |
S2 |
638.89 |
638.89 |
660.27 |
|
S3 |
616.07 |
628.85 |
658.17 |
|
S4 |
593.25 |
606.03 |
651.90 |
|
|
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 |
691.84 |
648.93 |
42.91 |
6.5% |
12.88 |
1.9% |
36% |
False |
True |
|
10 |
702.14 |
648.93 |
53.21 |
8.0% |
11.89 |
1.8% |
29% |
False |
True |
|
20 |
704.09 |
648.93 |
55.16 |
8.3% |
10.70 |
1.6% |
28% |
False |
True |
|
40 |
704.09 |
646.02 |
58.07 |
8.7% |
10.04 |
1.5% |
32% |
False |
False |
|
60 |
704.09 |
597.42 |
106.67 |
16.1% |
10.08 |
1.5% |
63% |
False |
False |
|
80 |
704.09 |
585.33 |
118.76 |
17.9% |
10.80 |
1.6% |
67% |
False |
False |
|
100 |
704.09 |
576.23 |
127.86 |
19.2% |
10.76 |
1.6% |
69% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
26.7% |
11.40 |
1.7% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
768.74 |
2.618 |
731.49 |
1.618 |
708.67 |
1.000 |
694.57 |
0.618 |
685.85 |
HIGH |
671.75 |
0.618 |
663.03 |
0.500 |
660.34 |
0.382 |
657.65 |
LOW |
648.93 |
0.618 |
634.83 |
1.000 |
626.11 |
1.618 |
612.01 |
2.618 |
589.19 |
4.250 |
551.95 |
|
|
Fisher Pivots for day following 20-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
663.08 |
664.55 |
PP |
661.71 |
664.51 |
S1 |
660.34 |
664.48 |
|