Trading Metrics calculated at close of trading on 16-Aug-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-1996 |
16-Aug-1996 |
Change |
Change % |
Previous Week |
Open |
677.17 |
677.09 |
-0.08 |
0.0% |
678.31 |
High |
680.65 |
680.74 |
0.09 |
0.0% |
681.92 |
Low |
673.99 |
671.92 |
-2.07 |
-0.3% |
666.57 |
Close |
677.09 |
672.28 |
-4.81 |
-0.7% |
672.28 |
Range |
6.66 |
8.82 |
2.16 |
32.4% |
15.35 |
ATR |
13.89 |
13.53 |
-0.36 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
701.44 |
695.68 |
677.13 |
|
R3 |
692.62 |
686.86 |
674.71 |
|
R2 |
683.80 |
683.80 |
673.90 |
|
R1 |
678.04 |
678.04 |
673.09 |
676.51 |
PP |
674.98 |
674.98 |
674.98 |
674.22 |
S1 |
669.22 |
669.22 |
671.47 |
667.69 |
S2 |
666.16 |
666.16 |
670.66 |
|
S3 |
657.34 |
660.40 |
669.85 |
|
S4 |
648.52 |
651.58 |
667.43 |
|
|
Weekly Pivots for week ending 16-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
719.64 |
711.31 |
680.72 |
|
R3 |
704.29 |
695.96 |
676.50 |
|
R2 |
688.94 |
688.94 |
675.09 |
|
R1 |
680.61 |
680.61 |
673.69 |
677.10 |
PP |
673.59 |
673.59 |
673.59 |
671.84 |
S1 |
665.26 |
665.26 |
670.87 |
661.75 |
S2 |
658.24 |
658.24 |
669.47 |
|
S3 |
642.89 |
649.91 |
668.06 |
|
S4 |
627.54 |
634.56 |
663.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
681.92 |
666.57 |
15.35 |
2.3% |
9.82 |
1.5% |
37% |
False |
False |
|
10 |
682.48 |
655.27 |
27.21 |
4.0% |
10.64 |
1.6% |
63% |
False |
False |
|
20 |
682.48 |
577.81 |
104.67 |
15.6% |
14.40 |
2.1% |
90% |
False |
False |
|
40 |
687.95 |
572.79 |
115.16 |
17.1% |
15.15 |
2.3% |
86% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
19.5% |
13.67 |
2.0% |
76% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
19.5% |
12.59 |
1.9% |
76% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
19.5% |
12.11 |
1.8% |
76% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
19.5% |
12.25 |
1.8% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
718.23 |
2.618 |
703.83 |
1.618 |
695.01 |
1.000 |
689.56 |
0.618 |
686.19 |
HIGH |
680.74 |
0.618 |
677.37 |
0.500 |
676.33 |
0.382 |
675.29 |
LOW |
671.92 |
0.618 |
666.47 |
1.000 |
663.10 |
1.618 |
657.65 |
2.618 |
648.83 |
4.250 |
634.44 |
|
|
Fisher Pivots for day following 16-Aug-1996 |
Pivot |
1 day |
3 day |
R1 |
676.33 |
674.92 |
PP |
674.98 |
674.04 |
S1 |
673.63 |
673.16 |
|