Trading Metrics calculated at close of trading on 28-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-1996 |
28-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
659.69 |
671.15 |
11.46 |
1.7% |
672.53 |
High |
671.48 |
681.69 |
10.21 |
1.5% |
681.69 |
Low |
654.59 |
671.15 |
16.56 |
2.5% |
651.72 |
Close |
671.15 |
677.30 |
6.15 |
0.9% |
677.30 |
Range |
16.89 |
10.54 |
-6.35 |
-37.6% |
29.97 |
ATR |
11.79 |
11.70 |
-0.09 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
708.33 |
703.36 |
683.10 |
|
R3 |
697.79 |
692.82 |
680.20 |
|
R2 |
687.25 |
687.25 |
679.23 |
|
R1 |
682.28 |
682.28 |
678.27 |
684.77 |
PP |
676.71 |
676.71 |
676.71 |
677.96 |
S1 |
671.74 |
671.74 |
676.33 |
674.23 |
S2 |
666.17 |
666.17 |
675.37 |
|
S3 |
655.63 |
661.20 |
674.40 |
|
S4 |
645.09 |
650.66 |
671.50 |
|
|
Weekly Pivots for week ending 28-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
760.15 |
748.69 |
693.78 |
|
R3 |
730.18 |
718.72 |
685.54 |
|
R2 |
700.21 |
700.21 |
682.79 |
|
R1 |
688.75 |
688.75 |
680.05 |
694.48 |
PP |
670.24 |
670.24 |
670.24 |
673.10 |
S1 |
658.78 |
658.78 |
674.55 |
664.51 |
S2 |
640.27 |
640.27 |
671.81 |
|
S3 |
610.30 |
628.81 |
669.06 |
|
S4 |
580.33 |
598.84 |
660.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
681.69 |
651.72 |
29.97 |
4.4% |
13.02 |
1.9% |
85% |
True |
False |
|
10 |
684.26 |
648.93 |
35.33 |
5.2% |
12.76 |
1.9% |
80% |
False |
False |
|
20 |
704.09 |
648.93 |
55.16 |
8.1% |
11.68 |
1.7% |
51% |
False |
False |
|
40 |
704.09 |
646.02 |
58.07 |
8.6% |
10.68 |
1.6% |
54% |
False |
False |
|
60 |
704.09 |
597.42 |
106.67 |
15.7% |
10.58 |
1.6% |
75% |
False |
False |
|
80 |
704.09 |
585.33 |
118.76 |
17.5% |
10.78 |
1.6% |
77% |
False |
False |
|
100 |
704.09 |
585.33 |
118.76 |
17.5% |
10.88 |
1.6% |
77% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
26.2% |
11.17 |
1.6% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
726.49 |
2.618 |
709.28 |
1.618 |
698.74 |
1.000 |
692.23 |
0.618 |
688.20 |
HIGH |
681.69 |
0.618 |
677.66 |
0.500 |
676.42 |
0.382 |
675.18 |
LOW |
671.15 |
0.618 |
664.64 |
1.000 |
660.61 |
1.618 |
654.10 |
2.618 |
643.56 |
4.250 |
626.36 |
|
|
Fisher Pivots for day following 28-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
677.01 |
673.77 |
PP |
676.71 |
670.24 |
S1 |
676.42 |
666.71 |
|