Trading Metrics calculated at close of trading on 12-Jul-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-1996 |
12-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
657.45 |
635.78 |
-21.67 |
-3.3% |
657.68 |
High |
657.45 |
642.86 |
-14.59 |
-2.2% |
665.12 |
Low |
625.44 |
625.09 |
-0.35 |
-0.1% |
625.09 |
Close |
635.78 |
635.06 |
-0.72 |
-0.1% |
635.06 |
Range |
32.01 |
17.77 |
-14.24 |
-44.5% |
40.03 |
ATR |
12.56 |
12.93 |
0.37 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
687.65 |
679.12 |
644.83 |
|
R3 |
669.88 |
661.35 |
639.95 |
|
R2 |
652.11 |
652.11 |
638.32 |
|
R1 |
643.58 |
643.58 |
636.69 |
638.96 |
PP |
634.34 |
634.34 |
634.34 |
632.03 |
S1 |
625.81 |
625.81 |
633.43 |
621.19 |
S2 |
616.57 |
616.57 |
631.80 |
|
S3 |
598.80 |
608.04 |
630.17 |
|
S4 |
581.03 |
590.27 |
625.29 |
|
|
Weekly Pivots for week ending 12-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
761.85 |
738.48 |
657.08 |
|
R3 |
721.82 |
698.45 |
646.07 |
|
R2 |
681.79 |
681.79 |
642.40 |
|
R1 |
658.42 |
658.42 |
638.73 |
650.09 |
PP |
641.76 |
641.76 |
641.76 |
637.59 |
S1 |
618.39 |
618.39 |
631.39 |
610.06 |
S2 |
601.73 |
601.73 |
627.72 |
|
S3 |
561.70 |
578.36 |
624.05 |
|
S4 |
521.67 |
538.33 |
613.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
665.12 |
625.09 |
40.03 |
6.3% |
15.80 |
2.5% |
25% |
False |
True |
|
10 |
687.95 |
625.09 |
62.86 |
9.9% |
13.07 |
2.1% |
16% |
False |
True |
|
20 |
691.84 |
625.09 |
66.75 |
10.5% |
12.92 |
2.0% |
15% |
False |
True |
|
40 |
704.09 |
625.09 |
79.00 |
12.4% |
11.21 |
1.8% |
13% |
False |
True |
|
60 |
704.09 |
620.71 |
83.38 |
13.1% |
11.03 |
1.7% |
17% |
False |
False |
|
80 |
704.09 |
591.35 |
112.74 |
17.8% |
10.81 |
1.7% |
39% |
False |
False |
|
100 |
704.09 |
585.33 |
118.76 |
18.7% |
11.19 |
1.8% |
42% |
False |
False |
|
120 |
704.09 |
566.92 |
137.17 |
21.6% |
10.99 |
1.7% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
718.38 |
2.618 |
689.38 |
1.618 |
671.61 |
1.000 |
660.63 |
0.618 |
653.84 |
HIGH |
642.86 |
0.618 |
636.07 |
0.500 |
633.98 |
0.382 |
631.88 |
LOW |
625.09 |
0.618 |
614.11 |
1.000 |
607.32 |
1.618 |
596.34 |
2.618 |
578.57 |
4.250 |
549.57 |
|
|
Fisher Pivots for day following 12-Jul-1996 |
Pivot |
1 day |
3 day |
R1 |
634.70 |
642.93 |
PP |
634.34 |
640.30 |
S1 |
633.98 |
637.68 |
|