Trading Metrics calculated at close of trading on 08-Jul-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-1996 |
08-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
657.68 |
657.68 |
0.00 |
0.0% |
677.30 |
High |
673.84 |
665.12 |
-8.72 |
-1.3% |
687.95 |
Low |
657.68 |
655.52 |
-2.16 |
-0.3% |
657.68 |
Close |
657.68 |
656.00 |
-1.68 |
-0.3% |
657.68 |
Range |
16.16 |
9.60 |
-6.56 |
-40.6% |
30.27 |
ATR |
11.38 |
11.25 |
-0.13 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
687.68 |
681.44 |
661.28 |
|
R3 |
678.08 |
671.84 |
658.64 |
|
R2 |
668.48 |
668.48 |
657.76 |
|
R1 |
662.24 |
662.24 |
656.88 |
660.56 |
PP |
658.88 |
658.88 |
658.88 |
658.04 |
S1 |
652.64 |
652.64 |
655.12 |
650.96 |
S2 |
649.28 |
649.28 |
654.24 |
|
S3 |
639.68 |
643.04 |
653.36 |
|
S4 |
630.08 |
633.44 |
650.72 |
|
|
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 |
655.52 |
32.43 |
4.9% |
10.14 |
1.5% |
1% |
False |
True |
|
10 |
687.95 |
651.72 |
36.23 |
5.5% |
11.58 |
1.8% |
12% |
False |
False |
|
20 |
702.14 |
648.93 |
53.21 |
8.1% |
11.27 |
1.7% |
13% |
False |
False |
|
40 |
704.09 |
648.93 |
55.16 |
8.4% |
10.62 |
1.6% |
13% |
False |
False |
|
60 |
704.09 |
602.03 |
102.06 |
15.6% |
10.47 |
1.6% |
53% |
False |
False |
|
80 |
704.09 |
591.35 |
112.74 |
17.2% |
10.48 |
1.6% |
57% |
False |
False |
|
100 |
704.09 |
585.33 |
118.76 |
18.1% |
10.85 |
1.7% |
60% |
False |
False |
|
120 |
704.09 |
534.87 |
169.22 |
25.8% |
10.84 |
1.7% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
705.92 |
2.618 |
690.25 |
1.618 |
680.65 |
1.000 |
674.72 |
0.618 |
671.05 |
HIGH |
665.12 |
0.618 |
661.45 |
0.500 |
660.32 |
0.382 |
659.19 |
LOW |
655.52 |
0.618 |
649.59 |
1.000 |
645.92 |
1.618 |
639.99 |
2.618 |
630.39 |
4.250 |
614.72 |
|
|
Fisher Pivots for day following 08-Jul-1996 |
Pivot |
1 day |
3 day |
R1 |
660.32 |
668.12 |
PP |
658.88 |
664.08 |
S1 |
657.44 |
660.04 |
|