Trading Metrics calculated at close of trading on 01-Aug-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-1996 |
01-Aug-1996 |
Change |
Change % |
Previous Week |
Open |
630.32 |
636.01 |
5.69 |
0.9% |
633.05 |
High |
640.20 |
651.90 |
11.70 |
1.8% |
633.68 |
Low |
628.30 |
635.36 |
7.06 |
1.1% |
577.81 |
Close |
636.01 |
651.07 |
15.06 |
2.4% |
633.39 |
Range |
11.90 |
16.54 |
4.64 |
39.0% |
55.87 |
ATR |
16.87 |
16.84 |
-0.02 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
695.73 |
689.94 |
660.17 |
|
R3 |
679.19 |
673.40 |
655.62 |
|
R2 |
662.65 |
662.65 |
654.10 |
|
R1 |
656.86 |
656.86 |
652.59 |
659.76 |
PP |
646.11 |
646.11 |
646.11 |
647.56 |
S1 |
640.32 |
640.32 |
649.55 |
643.22 |
S2 |
629.57 |
629.57 |
648.04 |
|
S3 |
613.03 |
623.78 |
646.52 |
|
S4 |
596.49 |
607.24 |
641.97 |
|
|
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 |
651.90 |
617.68 |
34.22 |
5.3% |
14.22 |
2.2% |
98% |
True |
False |
|
10 |
651.90 |
577.81 |
74.09 |
11.4% |
17.80 |
2.7% |
99% |
True |
False |
|
20 |
673.84 |
572.79 |
101.05 |
15.5% |
19.06 |
2.9% |
77% |
False |
False |
|
40 |
704.09 |
572.79 |
131.30 |
20.2% |
15.40 |
2.4% |
60% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
20.2% |
13.40 |
2.1% |
60% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
20.2% |
12.63 |
1.9% |
60% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
20.2% |
12.24 |
1.9% |
60% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
20.2% |
12.18 |
1.9% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
722.20 |
2.618 |
695.20 |
1.618 |
678.66 |
1.000 |
668.44 |
0.618 |
662.12 |
HIGH |
651.90 |
0.618 |
645.58 |
0.500 |
643.63 |
0.382 |
641.68 |
LOW |
635.36 |
0.618 |
625.14 |
1.000 |
618.82 |
1.618 |
608.60 |
2.618 |
592.06 |
4.250 |
565.07 |
|
|
Fisher Pivots for day following 01-Aug-1996 |
Pivot |
1 day |
3 day |
R1 |
648.59 |
645.64 |
PP |
646.11 |
640.22 |
S1 |
643.63 |
634.79 |
|