Trading Metrics calculated at close of trading on 19-Jul-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-1996 |
19-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
631.30 |
643.74 |
12.44 |
2.0% |
635.06 |
High |
644.11 |
643.75 |
-0.36 |
-0.1% |
644.11 |
Low |
628.17 |
627.94 |
-0.23 |
0.0% |
572.79 |
Close |
643.74 |
633.05 |
-10.69 |
-1.7% |
633.05 |
Range |
15.94 |
15.81 |
-0.13 |
-0.8% |
71.32 |
ATR |
16.40 |
16.36 |
-0.04 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
682.34 |
673.51 |
641.75 |
|
R3 |
666.53 |
657.70 |
637.40 |
|
R2 |
650.72 |
650.72 |
635.95 |
|
R1 |
641.89 |
641.89 |
634.50 |
638.40 |
PP |
634.91 |
634.91 |
634.91 |
633.17 |
S1 |
626.08 |
626.08 |
631.60 |
622.59 |
S2 |
619.10 |
619.10 |
630.15 |
|
S3 |
603.29 |
610.27 |
628.70 |
|
S4 |
587.48 |
594.46 |
624.35 |
|
|
Weekly Pivots for week ending 19-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
830.61 |
803.15 |
672.28 |
|
R3 |
759.29 |
731.83 |
652.66 |
|
R2 |
687.97 |
687.97 |
646.13 |
|
R1 |
660.51 |
660.51 |
639.59 |
638.58 |
PP |
616.65 |
616.65 |
616.65 |
605.69 |
S1 |
589.19 |
589.19 |
626.51 |
567.26 |
S2 |
545.33 |
545.33 |
619.97 |
|
S3 |
474.01 |
517.87 |
613.44 |
|
S4 |
402.69 |
446.55 |
593.82 |
|
|
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 |
11.3% |
24.79 |
3.9% |
84% |
False |
False |
|
10 |
665.12 |
572.79 |
92.33 |
14.6% |
20.30 |
3.2% |
65% |
False |
False |
|
20 |
687.95 |
572.79 |
115.16 |
18.2% |
15.90 |
2.5% |
52% |
False |
False |
|
40 |
704.09 |
572.79 |
131.30 |
20.7% |
13.30 |
2.1% |
46% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
20.7% |
11.99 |
1.9% |
46% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
20.7% |
11.53 |
1.8% |
46% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
20.7% |
11.82 |
1.9% |
46% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
20.7% |
11.62 |
1.8% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
710.94 |
2.618 |
685.14 |
1.618 |
669.33 |
1.000 |
659.56 |
0.618 |
653.52 |
HIGH |
643.75 |
0.618 |
637.71 |
0.500 |
635.85 |
0.382 |
633.98 |
LOW |
627.94 |
0.618 |
618.17 |
1.000 |
612.13 |
1.618 |
602.36 |
2.618 |
586.55 |
4.250 |
560.75 |
|
|
Fisher Pivots for day following 19-Jul-1996 |
Pivot |
1 day |
3 day |
R1 |
635.85 |
631.76 |
PP |
634.91 |
630.47 |
S1 |
633.98 |
629.18 |
|