Trading Metrics calculated at close of trading on 07-Aug-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-1996 |
07-Aug-1996 |
Change |
Change % |
Previous Week |
Open |
661.02 |
671.69 |
10.67 |
1.6% |
633.39 |
High |
671.74 |
682.48 |
10.74 |
1.6% |
670.59 |
Low |
655.27 |
668.63 |
13.36 |
2.0% |
617.68 |
Close |
671.69 |
682.37 |
10.68 |
1.6% |
667.84 |
Range |
16.47 |
13.85 |
-2.62 |
-15.9% |
52.91 |
ATR |
16.54 |
16.34 |
-0.19 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
719.38 |
714.72 |
689.99 |
|
R3 |
705.53 |
700.87 |
686.18 |
|
R2 |
691.68 |
691.68 |
684.91 |
|
R1 |
687.02 |
687.02 |
683.64 |
689.35 |
PP |
677.83 |
677.83 |
677.83 |
678.99 |
S1 |
673.17 |
673.17 |
681.10 |
675.50 |
S2 |
663.98 |
663.98 |
679.83 |
|
S3 |
650.13 |
659.32 |
678.56 |
|
S4 |
636.28 |
645.47 |
674.75 |
|
|
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 |
682.48 |
635.36 |
47.12 |
6.9% |
15.30 |
2.2% |
100% |
True |
False |
|
10 |
682.48 |
605.05 |
77.43 |
11.3% |
14.65 |
2.1% |
100% |
True |
False |
|
20 |
682.48 |
572.79 |
109.69 |
16.1% |
19.79 |
2.9% |
100% |
True |
False |
|
40 |
702.14 |
572.79 |
129.35 |
19.0% |
15.69 |
2.3% |
85% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
19.2% |
13.56 |
2.0% |
83% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
19.2% |
12.90 |
1.9% |
83% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
19.2% |
12.33 |
1.8% |
83% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
19.2% |
12.37 |
1.8% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
741.34 |
2.618 |
718.74 |
1.618 |
704.89 |
1.000 |
696.33 |
0.618 |
691.04 |
HIGH |
682.48 |
0.618 |
677.19 |
0.500 |
675.56 |
0.382 |
673.92 |
LOW |
668.63 |
0.618 |
660.07 |
1.000 |
654.78 |
1.618 |
646.22 |
2.618 |
632.37 |
4.250 |
609.77 |
|
|
Fisher Pivots for day following 07-Aug-1996 |
Pivot |
1 day |
3 day |
R1 |
680.10 |
677.87 |
PP |
677.83 |
673.37 |
S1 |
675.56 |
668.88 |
|