Trading Metrics calculated at close of trading on 24-Jul-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-1996 |
24-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
624.03 |
598.34 |
-25.69 |
-4.1% |
635.06 |
High |
625.18 |
609.86 |
-15.32 |
-2.5% |
644.11 |
Low |
595.80 |
577.81 |
-17.99 |
-3.0% |
572.79 |
Close |
598.34 |
605.05 |
6.71 |
1.1% |
633.05 |
Range |
29.38 |
32.05 |
2.67 |
9.1% |
71.32 |
ATR |
17.14 |
18.20 |
1.07 |
6.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
693.72 |
681.44 |
622.68 |
|
R3 |
661.67 |
649.39 |
613.86 |
|
R2 |
629.62 |
629.62 |
610.93 |
|
R1 |
617.34 |
617.34 |
607.99 |
623.48 |
PP |
597.57 |
597.57 |
597.57 |
600.65 |
S1 |
585.29 |
585.29 |
602.11 |
591.43 |
S2 |
565.52 |
565.52 |
599.17 |
|
S3 |
533.47 |
553.24 |
596.24 |
|
S4 |
501.42 |
521.19 |
587.42 |
|
|
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 |
577.81 |
66.30 |
11.0% |
21.46 |
3.5% |
41% |
False |
True |
|
10 |
657.45 |
572.79 |
84.66 |
14.0% |
24.93 |
4.1% |
38% |
False |
False |
|
20 |
687.95 |
572.79 |
115.16 |
19.0% |
18.22 |
3.0% |
28% |
False |
False |
|
40 |
704.09 |
572.79 |
131.30 |
21.7% |
14.65 |
2.4% |
25% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
21.7% |
12.94 |
2.1% |
25% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
21.7% |
12.15 |
2.0% |
25% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
21.7% |
12.16 |
2.0% |
25% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
21.7% |
11.97 |
2.0% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
746.07 |
2.618 |
693.77 |
1.618 |
661.72 |
1.000 |
641.91 |
0.618 |
629.67 |
HIGH |
609.86 |
0.618 |
597.62 |
0.500 |
593.84 |
0.382 |
590.05 |
LOW |
577.81 |
0.618 |
558.00 |
1.000 |
545.76 |
1.618 |
525.95 |
2.618 |
493.90 |
4.250 |
441.60 |
|
|
Fisher Pivots for day following 24-Jul-1996 |
Pivot |
1 day |
3 day |
R1 |
601.31 |
605.43 |
PP |
597.57 |
605.30 |
S1 |
593.84 |
605.18 |
|