Trading Metrics calculated at close of trading on 01-Jul-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-1996 |
01-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
671.15 |
677.30 |
6.15 |
0.9% |
672.53 |
High |
681.69 |
687.95 |
6.26 |
0.9% |
681.69 |
Low |
671.15 |
677.33 |
6.18 |
0.9% |
651.72 |
Close |
677.30 |
687.07 |
9.77 |
1.4% |
677.30 |
Range |
10.54 |
10.62 |
0.08 |
0.8% |
29.97 |
ATR |
11.70 |
11.62 |
-0.07 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
715.98 |
712.14 |
692.91 |
|
R3 |
705.36 |
701.52 |
689.99 |
|
R2 |
694.74 |
694.74 |
689.02 |
|
R1 |
690.90 |
690.90 |
688.04 |
692.82 |
PP |
684.12 |
684.12 |
684.12 |
685.08 |
S1 |
680.28 |
680.28 |
686.10 |
682.20 |
S2 |
673.50 |
673.50 |
685.12 |
|
S3 |
662.88 |
669.66 |
684.15 |
|
S4 |
652.26 |
659.04 |
681.23 |
|
|
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 |
687.95 |
651.72 |
36.23 |
5.3% |
13.25 |
1.9% |
98% |
True |
False |
|
10 |
687.95 |
648.93 |
39.02 |
5.7% |
13.08 |
1.9% |
98% |
True |
False |
|
20 |
704.09 |
648.93 |
55.16 |
8.0% |
11.86 |
1.7% |
69% |
False |
False |
|
40 |
704.09 |
646.02 |
58.07 |
8.5% |
10.61 |
1.5% |
71% |
False |
False |
|
60 |
704.09 |
597.42 |
106.67 |
15.5% |
10.67 |
1.6% |
84% |
False |
False |
|
80 |
704.09 |
585.33 |
118.76 |
17.3% |
10.83 |
1.6% |
86% |
False |
False |
|
100 |
704.09 |
585.33 |
118.76 |
17.3% |
10.90 |
1.6% |
86% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
25.8% |
11.11 |
1.6% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
733.09 |
2.618 |
715.75 |
1.618 |
705.13 |
1.000 |
698.57 |
0.618 |
694.51 |
HIGH |
687.95 |
0.618 |
683.89 |
0.500 |
682.64 |
0.382 |
681.39 |
LOW |
677.33 |
0.618 |
670.77 |
1.000 |
666.71 |
1.618 |
660.15 |
2.618 |
649.53 |
4.250 |
632.20 |
|
|
Fisher Pivots for day following 01-Jul-1996 |
Pivot |
1 day |
3 day |
R1 |
685.59 |
681.80 |
PP |
684.12 |
676.54 |
S1 |
682.64 |
671.27 |
|