Trading Metrics calculated at close of trading on 14-Aug-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-1996 |
14-Aug-1996 |
Change |
Change % |
Previous Week |
Open |
679.39 |
669.10 |
-10.29 |
-1.5% |
667.84 |
High |
679.39 |
678.37 |
-1.02 |
-0.2% |
682.48 |
Low |
666.57 |
669.10 |
2.53 |
0.4% |
655.27 |
Close |
669.10 |
677.17 |
8.07 |
1.2% |
678.31 |
Range |
12.82 |
9.27 |
-3.55 |
-27.7% |
27.21 |
ATR |
14.84 |
14.45 |
-0.40 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
702.69 |
699.20 |
682.27 |
|
R3 |
693.42 |
689.93 |
679.72 |
|
R2 |
684.15 |
684.15 |
678.87 |
|
R1 |
680.66 |
680.66 |
678.02 |
682.41 |
PP |
674.88 |
674.88 |
674.88 |
675.75 |
S1 |
671.39 |
671.39 |
676.32 |
673.14 |
S2 |
665.61 |
665.61 |
675.47 |
|
S3 |
656.34 |
662.12 |
674.62 |
|
S4 |
647.07 |
652.85 |
672.07 |
|
|
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 |
682.33 |
666.57 |
15.76 |
2.3% |
10.09 |
1.5% |
67% |
False |
False |
|
10 |
682.48 |
635.36 |
47.12 |
7.0% |
12.69 |
1.9% |
89% |
False |
False |
|
20 |
682.48 |
577.81 |
104.67 |
15.5% |
15.21 |
2.2% |
95% |
False |
False |
|
40 |
687.95 |
572.79 |
115.16 |
17.0% |
15.55 |
2.3% |
91% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
19.4% |
13.67 |
2.0% |
79% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
19.4% |
12.66 |
1.9% |
79% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
19.4% |
12.29 |
1.8% |
79% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
19.4% |
12.30 |
1.8% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
717.77 |
2.618 |
702.64 |
1.618 |
693.37 |
1.000 |
687.64 |
0.618 |
684.10 |
HIGH |
678.37 |
0.618 |
674.83 |
0.500 |
673.74 |
0.382 |
672.64 |
LOW |
669.10 |
0.618 |
663.37 |
1.000 |
659.83 |
1.618 |
654.10 |
2.618 |
644.83 |
4.250 |
629.70 |
|
|
Fisher Pivots for day following 14-Aug-1996 |
Pivot |
1 day |
3 day |
R1 |
676.03 |
676.20 |
PP |
674.88 |
675.22 |
S1 |
673.74 |
674.25 |
|