Trading Metrics calculated at close of trading on 05-Jul-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-1996 |
05-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
680.17 |
657.68 |
-22.49 |
-3.3% |
677.30 |
High |
680.71 |
673.84 |
-6.87 |
-1.0% |
687.95 |
Low |
673.30 |
657.68 |
-15.62 |
-2.3% |
657.68 |
Close |
673.84 |
657.68 |
-16.16 |
-2.4% |
657.68 |
Range |
7.41 |
16.16 |
8.75 |
118.1% |
30.27 |
ATR |
11.01 |
11.38 |
0.37 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
711.55 |
700.77 |
666.57 |
|
R3 |
695.39 |
684.61 |
662.12 |
|
R2 |
679.23 |
679.23 |
660.64 |
|
R1 |
668.45 |
668.45 |
659.16 |
665.76 |
PP |
663.07 |
663.07 |
663.07 |
661.72 |
S1 |
652.29 |
652.29 |
656.20 |
649.60 |
S2 |
646.91 |
646.91 |
654.72 |
|
S3 |
630.75 |
636.13 |
653.24 |
|
S4 |
614.59 |
619.97 |
648.79 |
|
|
Weekly Pivots for week ending 05-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
758.58 |
738.40 |
674.33 |
|
R3 |
728.31 |
708.13 |
666.00 |
|
R2 |
698.04 |
698.04 |
663.23 |
|
R1 |
677.86 |
677.86 |
660.45 |
672.82 |
PP |
667.77 |
667.77 |
667.77 |
665.25 |
S1 |
647.59 |
647.59 |
654.91 |
642.55 |
S2 |
637.50 |
637.50 |
652.13 |
|
S3 |
607.23 |
617.32 |
649.36 |
|
S4 |
576.96 |
587.05 |
641.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
687.95 |
657.68 |
30.27 |
4.6% |
10.33 |
1.6% |
0% |
False |
True |
|
10 |
687.95 |
651.72 |
36.23 |
5.5% |
11.51 |
1.7% |
16% |
False |
False |
|
20 |
702.14 |
648.93 |
53.21 |
8.1% |
11.70 |
1.8% |
16% |
False |
False |
|
40 |
704.09 |
648.93 |
55.16 |
8.4% |
10.53 |
1.6% |
16% |
False |
False |
|
60 |
704.09 |
597.42 |
106.67 |
16.2% |
10.55 |
1.6% |
56% |
False |
False |
|
80 |
704.09 |
591.35 |
112.74 |
17.1% |
10.57 |
1.6% |
59% |
False |
False |
|
100 |
704.09 |
585.33 |
118.76 |
18.1% |
10.90 |
1.7% |
61% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
27.0% |
10.92 |
1.7% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
742.52 |
2.618 |
716.15 |
1.618 |
699.99 |
1.000 |
690.00 |
0.618 |
683.83 |
HIGH |
673.84 |
0.618 |
667.67 |
0.500 |
665.76 |
0.382 |
663.85 |
LOW |
657.68 |
0.618 |
647.69 |
1.000 |
641.52 |
1.618 |
631.53 |
2.618 |
615.37 |
4.250 |
589.00 |
|
|
Fisher Pivots for day following 05-Jul-1996 |
Pivot |
1 day |
3 day |
R1 |
665.76 |
672.38 |
PP |
663.07 |
667.48 |
S1 |
660.37 |
662.58 |
|