Trading Metrics calculated at close of trading on 02-Jul-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-1996 |
02-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
677.30 |
687.07 |
9.77 |
1.4% |
672.53 |
High |
687.95 |
687.07 |
-0.88 |
-0.1% |
681.69 |
Low |
677.33 |
680.14 |
2.81 |
0.4% |
651.72 |
Close |
687.07 |
680.17 |
-6.90 |
-1.0% |
677.30 |
Range |
10.62 |
6.93 |
-3.69 |
-34.7% |
29.97 |
ATR |
11.62 |
11.29 |
-0.34 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
703.25 |
698.64 |
683.98 |
|
R3 |
696.32 |
691.71 |
682.08 |
|
R2 |
689.39 |
689.39 |
681.44 |
|
R1 |
684.78 |
684.78 |
680.81 |
683.62 |
PP |
682.46 |
682.46 |
682.46 |
681.88 |
S1 |
677.85 |
677.85 |
679.53 |
676.69 |
S2 |
675.53 |
675.53 |
678.90 |
|
S3 |
668.60 |
670.92 |
678.26 |
|
S4 |
661.67 |
663.99 |
676.36 |
|
|
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% |
12.46 |
1.8% |
79% |
False |
False |
|
10 |
687.95 |
648.93 |
39.02 |
5.7% |
12.28 |
1.8% |
80% |
False |
False |
|
20 |
704.09 |
648.93 |
55.16 |
8.1% |
11.91 |
1.8% |
57% |
False |
False |
|
40 |
704.09 |
646.02 |
58.07 |
8.5% |
10.55 |
1.6% |
59% |
False |
False |
|
60 |
704.09 |
597.42 |
106.67 |
15.7% |
10.51 |
1.5% |
78% |
False |
False |
|
80 |
704.09 |
591.35 |
112.74 |
16.6% |
10.61 |
1.6% |
79% |
False |
False |
|
100 |
704.09 |
585.33 |
118.76 |
17.5% |
10.82 |
1.6% |
80% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
26.1% |
11.00 |
1.6% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
716.52 |
2.618 |
705.21 |
1.618 |
698.28 |
1.000 |
694.00 |
0.618 |
691.35 |
HIGH |
687.07 |
0.618 |
684.42 |
0.500 |
683.61 |
0.382 |
682.79 |
LOW |
680.14 |
0.618 |
675.86 |
1.000 |
673.21 |
1.618 |
668.93 |
2.618 |
662.00 |
4.250 |
650.69 |
|
|
Fisher Pivots for day following 02-Jul-1996 |
Pivot |
1 day |
3 day |
R1 |
683.61 |
679.96 |
PP |
682.46 |
679.76 |
S1 |
681.32 |
679.55 |
|