Trading Metrics calculated at close of trading on 10-Jul-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-1996 |
10-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
656.00 |
660.76 |
4.76 |
0.7% |
677.30 |
High |
664.20 |
660.76 |
-3.44 |
-0.5% |
687.95 |
Low |
656.00 |
649.33 |
-6.67 |
-1.0% |
657.68 |
Close |
660.76 |
657.45 |
-3.31 |
-0.5% |
657.68 |
Range |
8.20 |
11.43 |
3.23 |
39.4% |
30.27 |
ATR |
11.03 |
11.06 |
0.03 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
690.14 |
685.22 |
663.74 |
|
R3 |
678.71 |
673.79 |
660.59 |
|
R2 |
667.28 |
667.28 |
659.55 |
|
R1 |
662.36 |
662.36 |
658.50 |
659.11 |
PP |
655.85 |
655.85 |
655.85 |
654.22 |
S1 |
650.93 |
650.93 |
656.40 |
647.68 |
S2 |
644.42 |
644.42 |
655.35 |
|
S3 |
632.99 |
639.50 |
654.31 |
|
S4 |
621.56 |
628.07 |
651.16 |
|
|
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 |
680.71 |
649.33 |
31.38 |
4.8% |
10.56 |
1.6% |
26% |
False |
True |
|
10 |
687.95 |
649.33 |
38.62 |
5.9% |
11.51 |
1.8% |
21% |
False |
True |
|
20 |
702.14 |
648.93 |
53.21 |
8.1% |
11.59 |
1.8% |
16% |
False |
False |
|
40 |
704.09 |
648.93 |
55.16 |
8.4% |
10.45 |
1.6% |
15% |
False |
False |
|
60 |
704.09 |
611.08 |
93.01 |
14.1% |
10.60 |
1.6% |
50% |
False |
False |
|
80 |
704.09 |
591.35 |
112.74 |
17.1% |
10.47 |
1.6% |
59% |
False |
False |
|
100 |
704.09 |
585.33 |
118.76 |
18.1% |
10.88 |
1.7% |
61% |
False |
False |
|
120 |
704.09 |
554.28 |
149.81 |
22.8% |
10.75 |
1.6% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
709.34 |
2.618 |
690.68 |
1.618 |
679.25 |
1.000 |
672.19 |
0.618 |
667.82 |
HIGH |
660.76 |
0.618 |
656.39 |
0.500 |
655.05 |
0.382 |
653.70 |
LOW |
649.33 |
0.618 |
642.27 |
1.000 |
637.90 |
1.618 |
630.84 |
2.618 |
619.41 |
4.250 |
600.75 |
|
|
Fisher Pivots for day following 10-Jul-1996 |
Pivot |
1 day |
3 day |
R1 |
656.65 |
657.38 |
PP |
655.85 |
657.30 |
S1 |
655.05 |
657.23 |
|