Trading Metrics calculated at close of trading on 13-Aug-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-1996 |
13-Aug-1996 |
Change |
Change % |
Previous Week |
Open |
678.31 |
679.39 |
1.08 |
0.2% |
667.84 |
High |
681.92 |
679.39 |
-2.53 |
-0.4% |
682.48 |
Low |
670.39 |
666.57 |
-3.82 |
-0.6% |
655.27 |
Close |
679.39 |
669.10 |
-10.29 |
-1.5% |
678.31 |
Range |
11.53 |
12.82 |
1.29 |
11.2% |
27.21 |
ATR |
15.00 |
14.84 |
-0.16 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
710.15 |
702.44 |
676.15 |
|
R3 |
697.33 |
689.62 |
672.63 |
|
R2 |
684.51 |
684.51 |
671.45 |
|
R1 |
676.80 |
676.80 |
670.28 |
674.25 |
PP |
671.69 |
671.69 |
671.69 |
670.41 |
S1 |
663.98 |
663.98 |
667.92 |
661.43 |
S2 |
658.87 |
658.87 |
666.75 |
|
S3 |
646.05 |
651.16 |
665.57 |
|
S4 |
633.23 |
638.34 |
662.05 |
|
|
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 |
666.57 |
15.91 |
2.4% |
11.00 |
1.6% |
16% |
False |
True |
|
10 |
682.48 |
628.30 |
54.18 |
8.1% |
12.96 |
1.9% |
75% |
False |
False |
|
20 |
682.48 |
577.81 |
104.67 |
15.6% |
15.76 |
2.4% |
87% |
False |
False |
|
40 |
687.95 |
572.79 |
115.16 |
17.2% |
15.69 |
2.3% |
84% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
19.6% |
13.61 |
2.0% |
73% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
19.6% |
12.69 |
1.9% |
73% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
19.6% |
12.29 |
1.8% |
73% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
19.6% |
12.32 |
1.8% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
733.88 |
2.618 |
712.95 |
1.618 |
700.13 |
1.000 |
692.21 |
0.618 |
687.31 |
HIGH |
679.39 |
0.618 |
674.49 |
0.500 |
672.98 |
0.382 |
671.47 |
LOW |
666.57 |
0.618 |
658.65 |
1.000 |
653.75 |
1.618 |
645.83 |
2.618 |
633.01 |
4.250 |
612.09 |
|
|
Fisher Pivots for day following 13-Aug-1996 |
Pivot |
1 day |
3 day |
R1 |
672.98 |
674.42 |
PP |
671.69 |
672.65 |
S1 |
670.39 |
670.87 |
|