Trading Metrics calculated at close of trading on 22-Aug-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-1996 |
22-Aug-1996 |
Change |
Change % |
Previous Week |
Open |
662.87 |
681.63 |
18.76 |
2.8% |
678.31 |
High |
667.43 |
681.63 |
14.20 |
2.1% |
681.92 |
Low |
658.47 |
667.42 |
8.95 |
1.4% |
666.57 |
Close |
667.42 |
681.63 |
14.21 |
2.1% |
672.28 |
Range |
8.96 |
14.21 |
5.25 |
58.6% |
15.35 |
ATR |
12.42 |
12.55 |
0.13 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
719.52 |
714.79 |
689.45 |
|
R3 |
705.31 |
700.58 |
685.54 |
|
R2 |
691.10 |
691.10 |
684.24 |
|
R1 |
686.37 |
686.37 |
682.93 |
688.74 |
PP |
676.89 |
676.89 |
676.89 |
678.08 |
S1 |
672.16 |
672.16 |
680.33 |
674.53 |
S2 |
662.68 |
662.68 |
679.02 |
|
S3 |
648.47 |
657.95 |
677.72 |
|
S4 |
634.26 |
643.74 |
673.81 |
|
|
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 |
681.63 |
658.47 |
23.16 |
3.4% |
9.36 |
1.4% |
100% |
True |
False |
|
10 |
682.27 |
658.47 |
23.80 |
3.5% |
9.79 |
1.4% |
97% |
False |
False |
|
20 |
682.48 |
617.68 |
64.80 |
9.5% |
11.75 |
1.7% |
99% |
False |
False |
|
40 |
687.95 |
572.79 |
115.16 |
16.9% |
14.94 |
2.2% |
95% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
19.3% |
13.74 |
2.0% |
83% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
19.3% |
12.78 |
1.9% |
83% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
19.3% |
12.17 |
1.8% |
83% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
19.3% |
12.14 |
1.8% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
742.02 |
2.618 |
718.83 |
1.618 |
704.62 |
1.000 |
695.84 |
0.618 |
690.41 |
HIGH |
681.63 |
0.618 |
676.20 |
0.500 |
674.53 |
0.382 |
672.85 |
LOW |
667.42 |
0.618 |
658.64 |
1.000 |
653.21 |
1.618 |
644.43 |
2.618 |
630.22 |
4.250 |
607.03 |
|
|
Fisher Pivots for day following 22-Aug-1996 |
Pivot |
1 day |
3 day |
R1 |
679.26 |
677.77 |
PP |
676.89 |
673.91 |
S1 |
674.53 |
670.05 |
|