Trading Metrics calculated at close of trading on 11-Jul-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-1996 |
11-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
660.76 |
657.45 |
-3.31 |
-0.5% |
677.30 |
High |
660.76 |
657.45 |
-3.31 |
-0.5% |
687.95 |
Low |
649.33 |
625.44 |
-23.89 |
-3.7% |
657.68 |
Close |
657.45 |
635.78 |
-21.67 |
-3.3% |
657.68 |
Range |
11.43 |
32.01 |
20.58 |
180.1% |
30.27 |
ATR |
11.06 |
12.56 |
1.50 |
13.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
735.59 |
717.69 |
653.39 |
|
R3 |
703.58 |
685.68 |
644.58 |
|
R2 |
671.57 |
671.57 |
641.65 |
|
R1 |
653.67 |
653.67 |
638.71 |
646.62 |
PP |
639.56 |
639.56 |
639.56 |
636.03 |
S1 |
621.66 |
621.66 |
632.85 |
614.61 |
S2 |
607.55 |
607.55 |
629.91 |
|
S3 |
575.54 |
589.65 |
626.98 |
|
S4 |
543.53 |
557.64 |
618.17 |
|
|
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 |
673.84 |
625.44 |
48.40 |
7.6% |
15.48 |
2.4% |
21% |
False |
True |
|
10 |
687.95 |
625.44 |
62.51 |
9.8% |
12.98 |
2.0% |
17% |
False |
True |
|
20 |
698.32 |
625.44 |
72.88 |
11.5% |
12.63 |
2.0% |
14% |
False |
True |
|
40 |
704.09 |
625.44 |
78.65 |
12.4% |
11.03 |
1.7% |
13% |
False |
True |
|
60 |
704.09 |
618.39 |
85.70 |
13.5% |
10.89 |
1.7% |
20% |
False |
False |
|
80 |
704.09 |
591.35 |
112.74 |
17.7% |
10.72 |
1.7% |
39% |
False |
False |
|
100 |
704.09 |
585.33 |
118.76 |
18.7% |
11.12 |
1.7% |
42% |
False |
False |
|
120 |
704.09 |
563.68 |
140.41 |
22.1% |
10.92 |
1.7% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
793.49 |
2.618 |
741.25 |
1.618 |
709.24 |
1.000 |
689.46 |
0.618 |
677.23 |
HIGH |
657.45 |
0.618 |
645.22 |
0.500 |
641.45 |
0.382 |
637.67 |
LOW |
625.44 |
0.618 |
605.66 |
1.000 |
593.43 |
1.618 |
573.65 |
2.618 |
541.64 |
4.250 |
489.40 |
|
|
Fisher Pivots for day following 11-Jul-1996 |
Pivot |
1 day |
3 day |
R1 |
641.45 |
644.82 |
PP |
639.56 |
641.81 |
S1 |
637.67 |
638.79 |
|