Trading Metrics calculated at close of trading on 26-Jul-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-1996 |
26-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
605.05 |
620.39 |
15.34 |
2.5% |
633.05 |
High |
620.55 |
633.68 |
13.13 |
2.1% |
633.68 |
Low |
605.05 |
620.39 |
15.34 |
2.5% |
577.81 |
Close |
620.39 |
633.39 |
13.00 |
2.1% |
633.39 |
Range |
15.50 |
13.29 |
-2.21 |
-14.3% |
55.87 |
ATR |
18.01 |
17.67 |
-0.34 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
669.02 |
664.50 |
640.70 |
|
R3 |
655.73 |
651.21 |
637.04 |
|
R2 |
642.44 |
642.44 |
635.83 |
|
R1 |
637.92 |
637.92 |
634.61 |
640.18 |
PP |
629.15 |
629.15 |
629.15 |
630.29 |
S1 |
624.63 |
624.63 |
632.17 |
626.89 |
S2 |
615.86 |
615.86 |
630.95 |
|
S3 |
602.57 |
611.34 |
629.74 |
|
S4 |
589.28 |
598.05 |
626.08 |
|
|
Weekly Pivots for week ending 26-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
782.57 |
763.85 |
664.12 |
|
R3 |
726.70 |
707.98 |
648.75 |
|
R2 |
670.83 |
670.83 |
643.63 |
|
R1 |
652.11 |
652.11 |
638.51 |
661.47 |
PP |
614.96 |
614.96 |
614.96 |
619.64 |
S1 |
596.24 |
596.24 |
628.27 |
605.60 |
S2 |
559.09 |
559.09 |
623.15 |
|
S3 |
503.22 |
540.37 |
618.03 |
|
S4 |
447.35 |
484.50 |
602.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
633.68 |
577.81 |
55.87 |
8.8% |
20.87 |
3.3% |
99% |
True |
False |
|
10 |
644.11 |
572.79 |
71.32 |
11.3% |
22.83 |
3.6% |
85% |
False |
False |
|
20 |
687.95 |
572.79 |
115.16 |
18.2% |
17.95 |
2.8% |
53% |
False |
False |
|
40 |
704.09 |
572.79 |
131.30 |
20.7% |
14.80 |
2.3% |
46% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
20.7% |
13.21 |
2.1% |
46% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
20.7% |
12.40 |
2.0% |
46% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
20.7% |
12.20 |
1.9% |
46% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
20.7% |
12.03 |
1.9% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
690.16 |
2.618 |
668.47 |
1.618 |
655.18 |
1.000 |
646.97 |
0.618 |
641.89 |
HIGH |
633.68 |
0.618 |
628.60 |
0.500 |
627.04 |
0.382 |
625.47 |
LOW |
620.39 |
0.618 |
612.18 |
1.000 |
607.10 |
1.618 |
598.89 |
2.618 |
585.60 |
4.250 |
563.91 |
|
|
Fisher Pivots for day following 26-Jul-1996 |
Pivot |
1 day |
3 day |
R1 |
631.27 |
624.18 |
PP |
629.15 |
614.96 |
S1 |
627.04 |
605.75 |
|