Trading Metrics calculated at close of trading on 19-Aug-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-1996 |
19-Aug-1996 |
Change |
Change % |
Previous Week |
Open |
677.09 |
672.28 |
-4.81 |
-0.7% |
678.31 |
High |
680.74 |
673.00 |
-7.74 |
-1.1% |
681.92 |
Low |
671.92 |
666.96 |
-4.96 |
-0.7% |
666.57 |
Close |
672.28 |
670.25 |
-2.03 |
-0.3% |
672.28 |
Range |
8.82 |
6.04 |
-2.78 |
-31.5% |
15.35 |
ATR |
13.53 |
12.99 |
-0.53 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
688.19 |
685.26 |
673.57 |
|
R3 |
682.15 |
679.22 |
671.91 |
|
R2 |
676.11 |
676.11 |
671.36 |
|
R1 |
673.18 |
673.18 |
670.80 |
671.63 |
PP |
670.07 |
670.07 |
670.07 |
669.29 |
S1 |
667.14 |
667.14 |
669.70 |
665.59 |
S2 |
664.03 |
664.03 |
669.14 |
|
S3 |
657.99 |
661.10 |
668.59 |
|
S4 |
651.95 |
655.06 |
666.93 |
|
|
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 |
680.74 |
666.57 |
14.17 |
2.1% |
8.72 |
1.3% |
26% |
False |
False |
|
10 |
682.48 |
655.27 |
27.21 |
4.1% |
10.23 |
1.5% |
55% |
False |
False |
|
20 |
682.48 |
577.81 |
104.67 |
15.6% |
14.00 |
2.1% |
88% |
False |
False |
|
40 |
687.95 |
572.79 |
115.16 |
17.2% |
15.08 |
2.2% |
85% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
19.6% |
13.64 |
2.0% |
74% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
19.6% |
12.56 |
1.9% |
74% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
19.6% |
12.06 |
1.8% |
74% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
19.6% |
12.23 |
1.8% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
698.67 |
2.618 |
688.81 |
1.618 |
682.77 |
1.000 |
679.04 |
0.618 |
676.73 |
HIGH |
673.00 |
0.618 |
670.69 |
0.500 |
669.98 |
0.382 |
669.27 |
LOW |
666.96 |
0.618 |
663.23 |
1.000 |
660.92 |
1.618 |
657.19 |
2.618 |
651.15 |
4.250 |
641.29 |
|
|
Fisher Pivots for day following 19-Aug-1996 |
Pivot |
1 day |
3 day |
R1 |
670.16 |
673.85 |
PP |
670.07 |
672.65 |
S1 |
669.98 |
671.45 |
|