Trading Metrics calculated at close of trading on 21-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-1996 |
21-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
667.72 |
664.45 |
-3.27 |
-0.5% |
681.13 |
High |
671.75 |
673.39 |
1.64 |
0.2% |
684.26 |
Low |
648.93 |
664.50 |
15.57 |
2.4% |
648.93 |
Close |
664.45 |
672.53 |
8.08 |
1.2% |
672.53 |
Range |
22.82 |
8.89 |
-13.93 |
-61.0% |
35.33 |
ATR |
11.22 |
11.06 |
-0.16 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
696.81 |
693.56 |
677.42 |
|
R3 |
687.92 |
684.67 |
674.97 |
|
R2 |
679.03 |
679.03 |
674.16 |
|
R1 |
675.78 |
675.78 |
673.34 |
677.41 |
PP |
670.14 |
670.14 |
670.14 |
670.95 |
S1 |
666.89 |
666.89 |
671.72 |
668.52 |
S2 |
661.25 |
661.25 |
670.90 |
|
S3 |
652.36 |
658.00 |
670.09 |
|
S4 |
643.47 |
649.11 |
667.64 |
|
|
Weekly Pivots for week ending 21-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
774.56 |
758.88 |
691.96 |
|
R3 |
739.23 |
723.55 |
682.25 |
|
R2 |
703.90 |
703.90 |
679.01 |
|
R1 |
688.22 |
688.22 |
675.77 |
678.40 |
PP |
668.57 |
668.57 |
668.57 |
663.66 |
S1 |
652.89 |
652.89 |
669.29 |
643.07 |
S2 |
633.24 |
633.24 |
666.05 |
|
S3 |
597.91 |
617.56 |
662.81 |
|
S4 |
562.58 |
582.23 |
653.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
684.26 |
648.93 |
35.33 |
5.3% |
12.50 |
1.9% |
67% |
False |
False |
|
10 |
702.14 |
648.93 |
53.21 |
7.9% |
10.96 |
1.6% |
44% |
False |
False |
|
20 |
704.09 |
648.93 |
55.16 |
8.2% |
10.75 |
1.6% |
43% |
False |
False |
|
40 |
704.09 |
646.02 |
58.07 |
8.6% |
10.04 |
1.5% |
46% |
False |
False |
|
60 |
704.09 |
597.42 |
106.67 |
15.9% |
10.05 |
1.5% |
70% |
False |
False |
|
80 |
704.09 |
585.33 |
118.76 |
17.7% |
10.80 |
1.6% |
73% |
False |
False |
|
100 |
704.09 |
580.43 |
123.66 |
18.4% |
10.76 |
1.6% |
74% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
26.4% |
11.37 |
1.7% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
711.17 |
2.618 |
696.66 |
1.618 |
687.77 |
1.000 |
682.28 |
0.618 |
678.88 |
HIGH |
673.39 |
0.618 |
669.99 |
0.500 |
668.95 |
0.382 |
667.90 |
LOW |
664.50 |
0.618 |
659.01 |
1.000 |
655.61 |
1.618 |
650.12 |
2.618 |
641.23 |
4.250 |
626.72 |
|
|
Fisher Pivots for day following 21-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
671.34 |
668.80 |
PP |
670.14 |
665.07 |
S1 |
668.95 |
661.34 |
|