Trading Metrics calculated at close of trading on 30-Jul-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-1996 |
30-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
633.39 |
620.51 |
-12.88 |
-2.0% |
633.05 |
High |
637.05 |
630.40 |
-6.65 |
-1.0% |
633.68 |
Low |
620.42 |
617.68 |
-2.74 |
-0.4% |
577.81 |
Close |
620.51 |
630.32 |
9.81 |
1.6% |
633.39 |
Range |
16.63 |
12.72 |
-3.91 |
-23.5% |
55.87 |
ATR |
17.60 |
17.25 |
-0.35 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
664.29 |
660.03 |
637.32 |
|
R3 |
651.57 |
647.31 |
633.82 |
|
R2 |
638.85 |
638.85 |
632.65 |
|
R1 |
634.59 |
634.59 |
631.49 |
636.72 |
PP |
626.13 |
626.13 |
626.13 |
627.20 |
S1 |
621.87 |
621.87 |
629.15 |
624.00 |
S2 |
613.41 |
613.41 |
627.99 |
|
S3 |
600.69 |
609.15 |
626.82 |
|
S4 |
587.97 |
596.43 |
623.32 |
|
|
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 |
637.05 |
577.81 |
59.24 |
9.4% |
18.04 |
2.9% |
89% |
False |
False |
|
10 |
644.11 |
577.81 |
66.30 |
10.5% |
18.56 |
2.9% |
79% |
False |
False |
|
20 |
687.07 |
572.79 |
114.28 |
18.1% |
18.36 |
2.9% |
50% |
False |
False |
|
40 |
704.09 |
572.79 |
131.30 |
20.8% |
15.11 |
2.4% |
44% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
20.8% |
13.19 |
2.1% |
44% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
20.8% |
12.59 |
2.0% |
44% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
20.8% |
12.34 |
2.0% |
44% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
20.8% |
12.14 |
1.9% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
684.46 |
2.618 |
663.70 |
1.618 |
650.98 |
1.000 |
643.12 |
0.618 |
638.26 |
HIGH |
630.40 |
0.618 |
625.54 |
0.500 |
624.04 |
0.382 |
622.54 |
LOW |
617.68 |
0.618 |
609.82 |
1.000 |
604.96 |
1.618 |
597.10 |
2.618 |
584.38 |
4.250 |
563.62 |
|
|
Fisher Pivots for day following 30-Jul-1996 |
Pivot |
1 day |
3 day |
R1 |
628.23 |
629.34 |
PP |
626.13 |
628.35 |
S1 |
624.04 |
627.37 |
|