Trading Metrics calculated at close of trading on 06-Aug-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-1996 |
06-Aug-1996 |
Change |
Change % |
Previous Week |
Open |
667.84 |
661.02 |
-6.82 |
-1.0% |
633.39 |
High |
670.98 |
671.74 |
0.76 |
0.1% |
670.59 |
Low |
660.86 |
655.27 |
-5.59 |
-0.8% |
617.68 |
Close |
661.02 |
671.69 |
10.67 |
1.6% |
667.84 |
Range |
10.12 |
16.47 |
6.35 |
62.7% |
52.91 |
ATR |
16.54 |
16.54 |
-0.01 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
715.64 |
710.14 |
680.75 |
|
R3 |
699.17 |
693.67 |
676.22 |
|
R2 |
682.70 |
682.70 |
674.71 |
|
R1 |
677.20 |
677.20 |
673.20 |
679.95 |
PP |
666.23 |
666.23 |
666.23 |
667.61 |
S1 |
660.73 |
660.73 |
670.18 |
663.48 |
S2 |
649.76 |
649.76 |
668.67 |
|
S3 |
633.29 |
644.26 |
667.16 |
|
S4 |
616.82 |
627.79 |
662.63 |
|
|
Weekly Pivots for week ending 02-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
810.77 |
792.21 |
696.94 |
|
R3 |
757.86 |
739.30 |
682.39 |
|
R2 |
704.95 |
704.95 |
677.54 |
|
R1 |
686.39 |
686.39 |
672.69 |
695.67 |
PP |
652.04 |
652.04 |
652.04 |
656.68 |
S1 |
633.48 |
633.48 |
662.99 |
642.76 |
S2 |
599.13 |
599.13 |
658.14 |
|
S3 |
546.22 |
580.57 |
653.29 |
|
S4 |
493.31 |
527.66 |
638.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
671.74 |
628.30 |
43.44 |
6.5% |
14.91 |
2.2% |
100% |
True |
False |
|
10 |
671.74 |
577.81 |
93.93 |
14.0% |
16.47 |
2.5% |
100% |
True |
False |
|
20 |
671.74 |
572.79 |
98.95 |
14.7% |
19.67 |
2.9% |
100% |
True |
False |
|
40 |
702.14 |
572.79 |
129.35 |
19.3% |
15.54 |
2.3% |
76% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
19.5% |
13.60 |
2.0% |
75% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
19.5% |
12.81 |
1.9% |
75% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
19.5% |
12.32 |
1.8% |
75% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
19.5% |
12.30 |
1.8% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
741.74 |
2.618 |
714.86 |
1.618 |
698.39 |
1.000 |
688.21 |
0.618 |
681.92 |
HIGH |
671.74 |
0.618 |
665.45 |
0.500 |
663.51 |
0.382 |
661.56 |
LOW |
655.27 |
0.618 |
645.09 |
1.000 |
638.80 |
1.618 |
628.62 |
2.618 |
612.15 |
4.250 |
585.27 |
|
|
Fisher Pivots for day following 06-Aug-1996 |
Pivot |
1 day |
3 day |
R1 |
668.96 |
668.26 |
PP |
666.23 |
664.83 |
S1 |
663.51 |
661.41 |
|