Trading Metrics calculated at close of trading on 24-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-1996 |
24-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
664.45 |
672.53 |
8.08 |
1.2% |
681.13 |
High |
673.39 |
680.62 |
7.23 |
1.1% |
684.26 |
Low |
664.50 |
671.18 |
6.68 |
1.0% |
648.93 |
Close |
672.53 |
677.17 |
4.64 |
0.7% |
672.53 |
Range |
8.89 |
9.44 |
0.55 |
6.2% |
35.33 |
ATR |
11.06 |
10.94 |
-0.12 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
704.64 |
700.35 |
682.36 |
|
R3 |
695.20 |
690.91 |
679.77 |
|
R2 |
685.76 |
685.76 |
678.90 |
|
R1 |
681.47 |
681.47 |
678.04 |
683.62 |
PP |
676.32 |
676.32 |
676.32 |
677.40 |
S1 |
672.03 |
672.03 |
676.30 |
674.18 |
S2 |
666.88 |
666.88 |
675.44 |
|
S3 |
657.44 |
662.59 |
674.57 |
|
S4 |
648.00 |
653.15 |
671.98 |
|
|
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 |
680.62 |
648.93 |
31.69 |
4.7% |
12.90 |
1.9% |
89% |
True |
False |
|
10 |
702.14 |
648.93 |
53.21 |
7.9% |
11.35 |
1.7% |
53% |
False |
False |
|
20 |
704.09 |
648.93 |
55.16 |
8.1% |
10.96 |
1.6% |
51% |
False |
False |
|
40 |
704.09 |
646.02 |
58.07 |
8.6% |
10.14 |
1.5% |
54% |
False |
False |
|
60 |
704.09 |
597.42 |
106.67 |
15.8% |
10.06 |
1.5% |
75% |
False |
False |
|
80 |
704.09 |
585.33 |
118.76 |
17.5% |
10.79 |
1.6% |
77% |
False |
False |
|
100 |
704.09 |
585.33 |
118.76 |
17.5% |
10.74 |
1.6% |
77% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
26.2% |
11.33 |
1.7% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
720.74 |
2.618 |
705.33 |
1.618 |
695.89 |
1.000 |
690.06 |
0.618 |
686.45 |
HIGH |
680.62 |
0.618 |
677.01 |
0.500 |
675.90 |
0.382 |
674.79 |
LOW |
671.18 |
0.618 |
665.35 |
1.000 |
661.74 |
1.618 |
655.91 |
2.618 |
646.47 |
4.250 |
631.06 |
|
|
Fisher Pivots for day following 24-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
676.75 |
673.04 |
PP |
676.32 |
668.91 |
S1 |
675.90 |
664.78 |
|