Trading Metrics calculated at close of trading on 26-Aug-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-1996 |
26-Aug-1996 |
Change |
Change % |
Previous Week |
Open |
681.63 |
677.57 |
-4.06 |
-0.6% |
672.28 |
High |
685.15 |
678.48 |
-6.67 |
-1.0% |
685.15 |
Low |
677.19 |
671.69 |
-5.50 |
-0.8% |
658.47 |
Close |
677.57 |
672.92 |
-4.65 |
-0.7% |
677.57 |
Range |
7.96 |
6.79 |
-1.17 |
-14.7% |
26.68 |
ATR |
12.22 |
11.84 |
-0.39 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
694.73 |
690.62 |
676.65 |
|
R3 |
687.94 |
683.83 |
674.79 |
|
R2 |
681.15 |
681.15 |
674.16 |
|
R1 |
677.04 |
677.04 |
673.54 |
675.70 |
PP |
674.36 |
674.36 |
674.36 |
673.70 |
S1 |
670.25 |
670.25 |
672.30 |
668.91 |
S2 |
667.57 |
667.57 |
671.68 |
|
S3 |
660.78 |
663.46 |
671.05 |
|
S4 |
653.99 |
656.67 |
669.19 |
|
|
Weekly Pivots for week ending 23-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
753.77 |
742.35 |
692.24 |
|
R3 |
727.09 |
715.67 |
684.91 |
|
R2 |
700.41 |
700.41 |
682.46 |
|
R1 |
688.99 |
688.99 |
680.02 |
694.70 |
PP |
673.73 |
673.73 |
673.73 |
676.59 |
S1 |
662.31 |
662.31 |
675.12 |
668.02 |
S2 |
647.05 |
647.05 |
672.68 |
|
S3 |
620.37 |
635.63 |
670.23 |
|
S4 |
593.69 |
608.95 |
662.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
685.15 |
658.47 |
26.68 |
4.0% |
9.33 |
1.4% |
54% |
False |
False |
|
10 |
685.15 |
658.47 |
26.68 |
4.0% |
9.03 |
1.3% |
54% |
False |
False |
|
20 |
685.15 |
617.68 |
67.47 |
10.0% |
10.99 |
1.6% |
82% |
False |
False |
|
40 |
687.95 |
572.79 |
115.16 |
17.1% |
14.62 |
2.2% |
87% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
19.5% |
13.64 |
2.0% |
76% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
19.5% |
12.65 |
1.9% |
76% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
19.5% |
12.19 |
1.8% |
76% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
19.5% |
12.06 |
1.8% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
707.34 |
2.618 |
696.26 |
1.618 |
689.47 |
1.000 |
685.27 |
0.618 |
682.68 |
HIGH |
678.48 |
0.618 |
675.89 |
0.500 |
675.09 |
0.382 |
674.28 |
LOW |
671.69 |
0.618 |
667.49 |
1.000 |
664.90 |
1.618 |
660.70 |
2.618 |
653.91 |
4.250 |
642.83 |
|
|
Fisher Pivots for day following 26-Aug-1996 |
Pivot |
1 day |
3 day |
R1 |
675.09 |
676.29 |
PP |
674.36 |
675.16 |
S1 |
673.64 |
674.04 |
|