Trading Metrics calculated at close of trading on 09-Jul-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-1996 |
09-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
657.68 |
656.00 |
-1.68 |
-0.3% |
677.30 |
High |
665.12 |
664.20 |
-0.92 |
-0.1% |
687.95 |
Low |
655.52 |
656.00 |
0.48 |
0.1% |
657.68 |
Close |
656.00 |
660.76 |
4.76 |
0.7% |
657.68 |
Range |
9.60 |
8.20 |
-1.40 |
-14.6% |
30.27 |
ATR |
11.25 |
11.03 |
-0.22 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
684.92 |
681.04 |
665.27 |
|
R3 |
676.72 |
672.84 |
663.02 |
|
R2 |
668.52 |
668.52 |
662.26 |
|
R1 |
664.64 |
664.64 |
661.51 |
666.58 |
PP |
660.32 |
660.32 |
660.32 |
661.29 |
S1 |
656.44 |
656.44 |
660.01 |
658.38 |
S2 |
652.12 |
652.12 |
659.26 |
|
S3 |
643.92 |
648.24 |
658.51 |
|
S4 |
635.72 |
640.04 |
656.25 |
|
|
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 |
687.07 |
655.52 |
31.55 |
4.8% |
9.66 |
1.5% |
17% |
False |
False |
|
10 |
687.95 |
651.72 |
36.23 |
5.5% |
11.46 |
1.7% |
25% |
False |
False |
|
20 |
702.14 |
648.93 |
53.21 |
8.1% |
11.40 |
1.7% |
22% |
False |
False |
|
40 |
704.09 |
648.93 |
55.16 |
8.3% |
10.57 |
1.6% |
21% |
False |
False |
|
60 |
704.09 |
605.05 |
99.04 |
15.0% |
10.52 |
1.6% |
56% |
False |
False |
|
80 |
704.09 |
591.35 |
112.74 |
17.1% |
10.48 |
1.6% |
62% |
False |
False |
|
100 |
704.09 |
585.33 |
118.76 |
18.0% |
10.83 |
1.6% |
64% |
False |
False |
|
120 |
704.09 |
545.51 |
158.58 |
24.0% |
10.73 |
1.6% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
699.05 |
2.618 |
685.67 |
1.618 |
677.47 |
1.000 |
672.40 |
0.618 |
669.27 |
HIGH |
664.20 |
0.618 |
661.07 |
0.500 |
660.10 |
0.382 |
659.13 |
LOW |
656.00 |
0.618 |
650.93 |
1.000 |
647.80 |
1.618 |
642.73 |
2.618 |
634.53 |
4.250 |
621.15 |
|
|
Fisher Pivots for day following 09-Jul-1996 |
Pivot |
1 day |
3 day |
R1 |
660.54 |
664.68 |
PP |
660.32 |
663.37 |
S1 |
660.10 |
662.07 |
|