Trading Metrics calculated at close of trading on 27-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-1996 |
27-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
668.04 |
659.69 |
-8.35 |
-1.2% |
681.13 |
High |
669.06 |
671.48 |
2.42 |
0.4% |
684.26 |
Low |
651.72 |
654.59 |
2.87 |
0.4% |
648.93 |
Close |
659.69 |
671.15 |
11.46 |
1.7% |
672.53 |
Range |
17.34 |
16.89 |
-0.45 |
-2.6% |
35.33 |
ATR |
11.39 |
11.79 |
0.39 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
716.41 |
710.67 |
680.44 |
|
R3 |
699.52 |
693.78 |
675.79 |
|
R2 |
682.63 |
682.63 |
674.25 |
|
R1 |
676.89 |
676.89 |
672.70 |
679.76 |
PP |
665.74 |
665.74 |
665.74 |
667.18 |
S1 |
660.00 |
660.00 |
669.60 |
662.87 |
S2 |
648.85 |
648.85 |
668.05 |
|
S3 |
631.96 |
643.11 |
666.51 |
|
S4 |
615.07 |
626.22 |
661.86 |
|
|
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 |
651.72 |
28.90 |
4.3% |
12.69 |
1.9% |
67% |
False |
False |
|
10 |
691.84 |
648.93 |
42.91 |
6.4% |
12.78 |
1.9% |
52% |
False |
False |
|
20 |
704.09 |
648.93 |
55.16 |
8.2% |
11.66 |
1.7% |
40% |
False |
False |
|
40 |
704.09 |
646.02 |
58.07 |
8.7% |
10.84 |
1.6% |
43% |
False |
False |
|
60 |
704.09 |
597.42 |
106.67 |
15.9% |
10.55 |
1.6% |
69% |
False |
False |
|
80 |
704.09 |
585.33 |
118.76 |
17.7% |
10.76 |
1.6% |
72% |
False |
False |
|
100 |
704.09 |
585.33 |
118.76 |
17.7% |
10.85 |
1.6% |
72% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
26.4% |
11.32 |
1.7% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
743.26 |
2.618 |
715.70 |
1.618 |
698.81 |
1.000 |
688.37 |
0.618 |
681.92 |
HIGH |
671.48 |
0.618 |
665.03 |
0.500 |
663.04 |
0.382 |
661.04 |
LOW |
654.59 |
0.618 |
644.15 |
1.000 |
637.70 |
1.618 |
627.26 |
2.618 |
610.37 |
4.250 |
582.81 |
|
|
Fisher Pivots for day following 27-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
668.45 |
669.15 |
PP |
665.74 |
667.14 |
S1 |
663.04 |
665.14 |
|