Trading Metrics calculated at close of trading on 26-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-1996 |
26-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
677.17 |
668.04 |
-9.13 |
-1.3% |
681.13 |
High |
678.55 |
669.06 |
-9.49 |
-1.4% |
684.26 |
Low |
667.68 |
651.72 |
-15.96 |
-2.4% |
648.93 |
Close |
668.04 |
659.69 |
-8.35 |
-1.2% |
672.53 |
Range |
10.87 |
17.34 |
6.47 |
59.5% |
35.33 |
ATR |
10.94 |
11.39 |
0.46 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
712.18 |
703.27 |
669.23 |
|
R3 |
694.84 |
685.93 |
664.46 |
|
R2 |
677.50 |
677.50 |
662.87 |
|
R1 |
668.59 |
668.59 |
661.28 |
664.38 |
PP |
660.16 |
660.16 |
660.16 |
658.05 |
S1 |
651.25 |
651.25 |
658.10 |
647.04 |
S2 |
642.82 |
642.82 |
656.51 |
|
S3 |
625.48 |
633.91 |
654.92 |
|
S4 |
608.14 |
616.57 |
650.15 |
|
|
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 |
4.8% |
13.87 |
2.1% |
34% |
False |
False |
|
10 |
698.32 |
648.93 |
49.39 |
7.5% |
12.27 |
1.9% |
22% |
False |
False |
|
20 |
704.09 |
648.93 |
55.16 |
8.4% |
11.34 |
1.7% |
20% |
False |
False |
|
40 |
704.09 |
646.02 |
58.07 |
8.8% |
10.63 |
1.6% |
24% |
False |
False |
|
60 |
704.09 |
597.42 |
106.67 |
16.2% |
10.33 |
1.6% |
58% |
False |
False |
|
80 |
704.09 |
585.33 |
118.76 |
18.0% |
10.75 |
1.6% |
63% |
False |
False |
|
100 |
704.09 |
585.33 |
118.76 |
18.0% |
10.82 |
1.6% |
63% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
26.9% |
11.23 |
1.7% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
742.76 |
2.618 |
714.46 |
1.618 |
697.12 |
1.000 |
686.40 |
0.618 |
679.78 |
HIGH |
669.06 |
0.618 |
662.44 |
0.500 |
660.39 |
0.382 |
658.34 |
LOW |
651.72 |
0.618 |
641.00 |
1.000 |
634.38 |
1.618 |
623.66 |
2.618 |
606.32 |
4.250 |
578.03 |
|
|
Fisher Pivots for day following 26-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
660.39 |
666.17 |
PP |
660.16 |
664.01 |
S1 |
659.92 |
661.85 |
|