Trading Metrics calculated at close of trading on 17-Jul-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-1996 |
17-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
606.89 |
614.25 |
7.36 |
1.2% |
657.68 |
High |
615.82 |
634.42 |
18.60 |
3.0% |
665.12 |
Low |
572.79 |
614.25 |
41.46 |
7.2% |
625.09 |
Close |
614.25 |
631.30 |
17.05 |
2.8% |
635.06 |
Range |
43.03 |
20.17 |
-22.86 |
-53.1% |
40.03 |
ATR |
16.15 |
16.43 |
0.29 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
687.17 |
679.40 |
642.39 |
|
R3 |
667.00 |
659.23 |
636.85 |
|
R2 |
646.83 |
646.83 |
635.00 |
|
R1 |
639.06 |
639.06 |
633.15 |
642.95 |
PP |
626.66 |
626.66 |
626.66 |
628.60 |
S1 |
618.89 |
618.89 |
629.45 |
622.78 |
S2 |
606.49 |
606.49 |
627.60 |
|
S3 |
586.32 |
598.72 |
625.75 |
|
S4 |
566.15 |
578.55 |
620.21 |
|
|
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 |
657.45 |
572.79 |
84.66 |
13.4% |
28.39 |
4.5% |
69% |
False |
False |
|
10 |
680.71 |
572.79 |
107.92 |
17.1% |
19.48 |
3.1% |
54% |
False |
False |
|
20 |
687.95 |
572.79 |
115.16 |
18.2% |
15.88 |
2.5% |
51% |
False |
False |
|
40 |
704.09 |
572.79 |
131.30 |
20.8% |
12.90 |
2.0% |
45% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
20.8% |
11.81 |
1.9% |
45% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
20.8% |
11.55 |
1.8% |
45% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
20.8% |
11.71 |
1.9% |
45% |
False |
False |
|
120 |
704.09 |
568.33 |
135.76 |
21.5% |
11.48 |
1.8% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
720.14 |
2.618 |
687.23 |
1.618 |
667.06 |
1.000 |
654.59 |
0.618 |
646.89 |
HIGH |
634.42 |
0.618 |
626.72 |
0.500 |
624.34 |
0.382 |
621.95 |
LOW |
614.25 |
0.618 |
601.78 |
1.000 |
594.08 |
1.618 |
581.61 |
2.618 |
561.44 |
4.250 |
528.53 |
|
|
Fisher Pivots for day following 17-Jul-1996 |
Pivot |
1 day |
3 day |
R1 |
628.98 |
622.18 |
PP |
626.66 |
613.05 |
S1 |
624.34 |
603.93 |
|