Trading Metrics calculated at close of trading on 21-Aug-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-1996 |
21-Aug-1996 |
Change |
Change % |
Previous Week |
Open |
670.25 |
662.87 |
-7.38 |
-1.1% |
678.31 |
High |
671.48 |
667.43 |
-4.05 |
-0.6% |
681.92 |
Low |
662.73 |
658.47 |
-4.26 |
-0.6% |
666.57 |
Close |
662.87 |
667.42 |
4.55 |
0.7% |
672.28 |
Range |
8.75 |
8.96 |
0.21 |
2.4% |
15.35 |
ATR |
12.69 |
12.42 |
-0.27 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
691.32 |
688.33 |
672.35 |
|
R3 |
682.36 |
679.37 |
669.88 |
|
R2 |
673.40 |
673.40 |
669.06 |
|
R1 |
670.41 |
670.41 |
668.24 |
671.91 |
PP |
664.44 |
664.44 |
664.44 |
665.19 |
S1 |
661.45 |
661.45 |
666.60 |
662.95 |
S2 |
655.48 |
655.48 |
665.78 |
|
S3 |
646.52 |
652.49 |
664.96 |
|
S4 |
637.56 |
643.53 |
662.49 |
|
|
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 |
658.47 |
22.27 |
3.3% |
7.85 |
1.2% |
40% |
False |
True |
|
10 |
682.33 |
658.47 |
23.86 |
3.6% |
8.97 |
1.3% |
38% |
False |
True |
|
20 |
682.48 |
605.05 |
77.43 |
11.6% |
11.81 |
1.8% |
81% |
False |
False |
|
40 |
687.95 |
572.79 |
115.16 |
17.3% |
15.02 |
2.2% |
82% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
19.7% |
13.70 |
2.1% |
72% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
19.7% |
12.66 |
1.9% |
72% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
19.7% |
12.08 |
1.8% |
72% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
19.7% |
12.11 |
1.8% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
705.51 |
2.618 |
690.89 |
1.618 |
681.93 |
1.000 |
676.39 |
0.618 |
672.97 |
HIGH |
667.43 |
0.618 |
664.01 |
0.500 |
662.95 |
0.382 |
661.89 |
LOW |
658.47 |
0.618 |
652.93 |
1.000 |
649.51 |
1.618 |
643.97 |
2.618 |
635.01 |
4.250 |
620.39 |
|
|
Fisher Pivots for day following 21-Aug-1996 |
Pivot |
1 day |
3 day |
R1 |
665.93 |
666.86 |
PP |
664.44 |
666.30 |
S1 |
662.95 |
665.74 |
|