Trading Metrics calculated at close of trading on 27-Aug-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-1996 |
27-Aug-1996 |
Change |
Change % |
Previous Week |
Open |
677.57 |
672.92 |
-4.65 |
-0.7% |
672.28 |
High |
678.48 |
679.08 |
0.60 |
0.1% |
685.15 |
Low |
671.69 |
672.86 |
1.17 |
0.2% |
658.47 |
Close |
672.92 |
679.05 |
6.13 |
0.9% |
677.57 |
Range |
6.79 |
6.22 |
-0.57 |
-8.4% |
26.68 |
ATR |
11.84 |
11.43 |
-0.40 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
695.66 |
693.57 |
682.47 |
|
R3 |
689.44 |
687.35 |
680.76 |
|
R2 |
683.22 |
683.22 |
680.19 |
|
R1 |
681.13 |
681.13 |
679.62 |
682.18 |
PP |
677.00 |
677.00 |
677.00 |
677.52 |
S1 |
674.91 |
674.91 |
678.48 |
675.96 |
S2 |
670.78 |
670.78 |
677.91 |
|
S3 |
664.56 |
668.69 |
677.34 |
|
S4 |
658.34 |
662.47 |
675.63 |
|
|
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 |
3.9% |
8.83 |
1.3% |
77% |
False |
False |
|
10 |
685.15 |
658.47 |
26.68 |
3.9% |
8.37 |
1.2% |
77% |
False |
False |
|
20 |
685.15 |
628.30 |
56.85 |
8.4% |
10.66 |
1.6% |
89% |
False |
False |
|
40 |
687.07 |
572.79 |
114.28 |
16.8% |
14.51 |
2.1% |
93% |
False |
False |
|
60 |
704.09 |
572.79 |
131.30 |
19.3% |
13.63 |
2.0% |
81% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
19.3% |
12.56 |
1.8% |
81% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
19.3% |
12.20 |
1.8% |
81% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
19.3% |
12.06 |
1.8% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
705.52 |
2.618 |
695.36 |
1.618 |
689.14 |
1.000 |
685.30 |
0.618 |
682.92 |
HIGH |
679.08 |
0.618 |
676.70 |
0.500 |
675.97 |
0.382 |
675.24 |
LOW |
672.86 |
0.618 |
669.02 |
1.000 |
666.64 |
1.618 |
662.80 |
2.618 |
656.58 |
4.250 |
646.43 |
|
|
Fisher Pivots for day following 27-Aug-1996 |
Pivot |
1 day |
3 day |
R1 |
678.02 |
678.84 |
PP |
677.00 |
678.63 |
S1 |
675.97 |
678.42 |
|