Trading Metrics calculated at close of trading on 15-Jul-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-1996 |
15-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
635.78 |
635.06 |
-0.72 |
-0.1% |
657.68 |
High |
642.86 |
635.06 |
-7.80 |
-1.2% |
665.12 |
Low |
625.09 |
606.07 |
-19.02 |
-3.0% |
625.09 |
Close |
635.06 |
606.89 |
-28.17 |
-4.4% |
635.06 |
Range |
17.77 |
28.99 |
11.22 |
63.1% |
40.03 |
ATR |
12.93 |
14.08 |
1.15 |
8.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
702.98 |
683.92 |
622.83 |
|
R3 |
673.99 |
654.93 |
614.86 |
|
R2 |
645.00 |
645.00 |
612.20 |
|
R1 |
625.94 |
625.94 |
609.55 |
620.98 |
PP |
616.01 |
616.01 |
616.01 |
613.52 |
S1 |
596.95 |
596.95 |
604.23 |
591.99 |
S2 |
587.02 |
587.02 |
601.58 |
|
S3 |
558.03 |
567.96 |
598.92 |
|
S4 |
529.04 |
538.97 |
590.95 |
|
|
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 |
664.20 |
606.07 |
58.13 |
9.6% |
19.68 |
3.2% |
1% |
False |
True |
|
10 |
687.95 |
606.07 |
81.88 |
13.5% |
14.91 |
2.5% |
1% |
False |
True |
|
20 |
687.95 |
606.07 |
81.88 |
13.5% |
13.84 |
2.3% |
1% |
False |
True |
|
40 |
704.09 |
606.07 |
98.02 |
16.2% |
11.65 |
1.9% |
1% |
False |
True |
|
60 |
704.09 |
606.07 |
98.02 |
16.2% |
11.06 |
1.8% |
1% |
False |
True |
|
80 |
704.09 |
591.35 |
112.74 |
18.6% |
10.97 |
1.8% |
14% |
False |
False |
|
100 |
704.09 |
585.33 |
118.76 |
19.6% |
11.38 |
1.9% |
18% |
False |
False |
|
120 |
704.09 |
567.35 |
136.74 |
22.5% |
11.19 |
1.8% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
758.27 |
2.618 |
710.96 |
1.618 |
681.97 |
1.000 |
664.05 |
0.618 |
652.98 |
HIGH |
635.06 |
0.618 |
623.99 |
0.500 |
620.57 |
0.382 |
617.14 |
LOW |
606.07 |
0.618 |
588.15 |
1.000 |
577.08 |
1.618 |
559.16 |
2.618 |
530.17 |
4.250 |
482.86 |
|
|
Fisher Pivots for day following 15-Jul-1996 |
Pivot |
1 day |
3 day |
R1 |
620.57 |
631.76 |
PP |
616.01 |
623.47 |
S1 |
611.45 |
615.18 |
|