Trading Metrics calculated at close of trading on 25-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-1996 |
25-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
672.53 |
677.17 |
4.64 |
0.7% |
681.13 |
High |
680.62 |
678.55 |
-2.07 |
-0.3% |
684.26 |
Low |
671.18 |
667.68 |
-3.50 |
-0.5% |
648.93 |
Close |
677.17 |
668.04 |
-9.13 |
-1.3% |
672.53 |
Range |
9.44 |
10.87 |
1.43 |
15.1% |
35.33 |
ATR |
10.94 |
10.94 |
-0.01 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
704.03 |
696.91 |
674.02 |
|
R3 |
693.16 |
686.04 |
671.03 |
|
R2 |
682.29 |
682.29 |
670.03 |
|
R1 |
675.17 |
675.17 |
669.04 |
673.30 |
PP |
671.42 |
671.42 |
671.42 |
670.49 |
S1 |
664.30 |
664.30 |
667.04 |
662.43 |
S2 |
660.55 |
660.55 |
666.05 |
|
S3 |
649.68 |
653.43 |
665.05 |
|
S4 |
638.81 |
642.56 |
662.06 |
|
|
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% |
12.10 |
1.8% |
60% |
False |
False |
|
10 |
702.14 |
648.93 |
53.21 |
8.0% |
11.66 |
1.7% |
36% |
False |
False |
|
20 |
704.09 |
648.93 |
55.16 |
8.3% |
11.08 |
1.7% |
35% |
False |
False |
|
40 |
704.09 |
646.02 |
58.07 |
8.7% |
10.30 |
1.5% |
38% |
False |
False |
|
60 |
704.09 |
597.42 |
106.67 |
16.0% |
10.13 |
1.5% |
66% |
False |
False |
|
80 |
704.09 |
585.33 |
118.76 |
17.8% |
10.65 |
1.6% |
70% |
False |
False |
|
100 |
704.09 |
585.33 |
118.76 |
17.8% |
10.72 |
1.6% |
70% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
26.5% |
11.23 |
1.7% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
724.75 |
2.618 |
707.01 |
1.618 |
696.14 |
1.000 |
689.42 |
0.618 |
685.27 |
HIGH |
678.55 |
0.618 |
674.40 |
0.500 |
673.12 |
0.382 |
671.83 |
LOW |
667.68 |
0.618 |
660.96 |
1.000 |
656.81 |
1.618 |
650.09 |
2.618 |
639.22 |
4.250 |
621.48 |
|
|
Fisher Pivots for day following 25-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
673.12 |
672.56 |
PP |
671.42 |
671.05 |
S1 |
669.73 |
669.55 |
|