Trading Metrics calculated at close of trading on 12-Aug-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-1996 |
12-Aug-1996 |
Change |
Change % |
Previous Week |
Open |
677.52 |
678.31 |
0.79 |
0.1% |
667.84 |
High |
682.27 |
681.92 |
-0.35 |
-0.1% |
682.48 |
Low |
671.44 |
670.39 |
-1.05 |
-0.2% |
655.27 |
Close |
678.31 |
679.39 |
1.08 |
0.2% |
678.31 |
Range |
10.83 |
11.53 |
0.70 |
6.5% |
27.21 |
ATR |
15.27 |
15.00 |
-0.27 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
711.82 |
707.14 |
685.73 |
|
R3 |
700.29 |
695.61 |
682.56 |
|
R2 |
688.76 |
688.76 |
681.50 |
|
R1 |
684.08 |
684.08 |
680.45 |
686.42 |
PP |
677.23 |
677.23 |
677.23 |
678.41 |
S1 |
672.55 |
672.55 |
678.33 |
674.89 |
S2 |
665.70 |
665.70 |
677.28 |
|
S3 |
654.17 |
661.02 |
676.22 |
|
S4 |
642.64 |
649.49 |
673.05 |
|
|
Weekly Pivots for week ending 09-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
753.65 |
743.19 |
693.28 |
|
R3 |
726.44 |
715.98 |
685.79 |
|
R2 |
699.23 |
699.23 |
683.30 |
|
R1 |
688.77 |
688.77 |
680.80 |
694.00 |
PP |
672.02 |
672.02 |
672.02 |
674.64 |
S1 |
661.56 |
661.56 |
675.82 |
666.79 |
S2 |
644.81 |
644.81 |
673.32 |
|
S3 |
617.60 |
634.35 |
670.83 |
|
S4 |
590.39 |
607.14 |
663.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
682.48 |
655.27 |
27.21 |
4.0% |
11.73 |
1.7% |
89% |
False |
False |
|
10 |
682.48 |
617.68 |
64.80 |
9.5% |
12.95 |
1.9% |
95% |
False |
False |
|
20 |
682.48 |
572.79 |
109.69 |
16.1% |
17.27 |
2.5% |
97% |
False |
False |
|
40 |
687.95 |
572.79 |
115.16 |
17.0% |
15.55 |
2.3% |
93% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
19.3% |
13.52 |
2.0% |
81% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
19.3% |
12.61 |
1.9% |
81% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
19.3% |
12.23 |
1.8% |
81% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
19.3% |
12.36 |
1.8% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
730.92 |
2.618 |
712.11 |
1.618 |
700.58 |
1.000 |
693.45 |
0.618 |
689.05 |
HIGH |
681.92 |
0.618 |
677.52 |
0.500 |
676.16 |
0.382 |
674.79 |
LOW |
670.39 |
0.618 |
663.26 |
1.000 |
658.86 |
1.618 |
651.73 |
2.618 |
640.20 |
4.250 |
621.39 |
|
|
Fisher Pivots for day following 12-Aug-1996 |
Pivot |
1 day |
3 day |
R1 |
678.31 |
678.38 |
PP |
677.23 |
677.37 |
S1 |
676.16 |
676.36 |
|