Trading Metrics calculated at close of trading on 18-Jul-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-1996 |
18-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
614.25 |
631.30 |
17.05 |
2.8% |
657.68 |
High |
634.42 |
644.11 |
9.69 |
1.5% |
665.12 |
Low |
614.25 |
628.17 |
13.92 |
2.3% |
625.09 |
Close |
631.30 |
643.74 |
12.44 |
2.0% |
635.06 |
Range |
20.17 |
15.94 |
-4.23 |
-21.0% |
40.03 |
ATR |
16.43 |
16.40 |
-0.04 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
686.49 |
681.06 |
652.51 |
|
R3 |
670.55 |
665.12 |
648.12 |
|
R2 |
654.61 |
654.61 |
646.66 |
|
R1 |
649.18 |
649.18 |
645.20 |
651.90 |
PP |
638.67 |
638.67 |
638.67 |
640.03 |
S1 |
633.24 |
633.24 |
642.28 |
635.96 |
S2 |
622.73 |
622.73 |
640.82 |
|
S3 |
606.79 |
617.30 |
639.36 |
|
S4 |
590.85 |
601.36 |
634.97 |
|
|
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 |
644.11 |
572.79 |
71.32 |
11.1% |
25.18 |
3.9% |
99% |
True |
False |
|
10 |
673.84 |
572.79 |
101.05 |
15.7% |
20.33 |
3.2% |
70% |
False |
False |
|
20 |
687.95 |
572.79 |
115.16 |
17.9% |
16.25 |
2.5% |
62% |
False |
False |
|
40 |
704.09 |
572.79 |
131.30 |
20.4% |
13.08 |
2.0% |
54% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
20.4% |
11.89 |
1.8% |
54% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
20.4% |
11.50 |
1.8% |
54% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
20.4% |
11.78 |
1.8% |
54% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
20.4% |
11.54 |
1.8% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
711.86 |
2.618 |
685.84 |
1.618 |
669.90 |
1.000 |
660.05 |
0.618 |
653.96 |
HIGH |
644.11 |
0.618 |
638.02 |
0.500 |
636.14 |
0.382 |
634.26 |
LOW |
628.17 |
0.618 |
618.32 |
1.000 |
612.23 |
1.618 |
602.38 |
2.618 |
586.44 |
4.250 |
560.43 |
|
|
Fisher Pivots for day following 18-Jul-1996 |
Pivot |
1 day |
3 day |
R1 |
641.21 |
631.98 |
PP |
638.67 |
620.21 |
S1 |
636.14 |
608.45 |
|