Trading Metrics calculated at close of trading on 30-Aug-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-1996 |
30-Aug-1996 |
Change |
Change % |
Previous Week |
Open |
679.67 |
671.10 |
-8.57 |
-1.3% |
677.57 |
High |
679.67 |
672.86 |
-6.81 |
-1.0% |
681.41 |
Low |
670.34 |
663.17 |
-7.17 |
-1.1% |
663.17 |
Close |
671.10 |
663.57 |
-7.53 |
-1.1% |
663.57 |
Range |
9.33 |
9.69 |
0.36 |
3.9% |
18.24 |
ATR |
10.83 |
10.75 |
-0.08 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
695.60 |
689.28 |
668.90 |
|
R3 |
685.91 |
679.59 |
666.23 |
|
R2 |
676.22 |
676.22 |
665.35 |
|
R1 |
669.90 |
669.90 |
664.46 |
668.22 |
PP |
666.53 |
666.53 |
666.53 |
665.69 |
S1 |
660.21 |
660.21 |
662.68 |
658.53 |
S2 |
656.84 |
656.84 |
661.79 |
|
S3 |
647.15 |
650.52 |
660.91 |
|
S4 |
637.46 |
640.83 |
658.24 |
|
|
Weekly Pivots for week ending 30-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
724.10 |
712.08 |
673.60 |
|
R3 |
705.86 |
693.84 |
668.59 |
|
R2 |
687.62 |
687.62 |
666.91 |
|
R1 |
675.60 |
675.60 |
665.24 |
672.49 |
PP |
669.38 |
669.38 |
669.38 |
667.83 |
S1 |
657.36 |
657.36 |
661.90 |
654.25 |
S2 |
651.14 |
651.14 |
660.23 |
|
S3 |
632.90 |
639.12 |
658.55 |
|
S4 |
614.66 |
620.88 |
653.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
681.41 |
663.17 |
18.24 |
2.7% |
7.33 |
1.1% |
2% |
False |
True |
|
10 |
685.15 |
658.47 |
26.68 |
4.0% |
8.26 |
1.2% |
19% |
False |
False |
|
20 |
685.15 |
655.27 |
29.88 |
4.5% |
9.45 |
1.4% |
28% |
False |
False |
|
40 |
685.15 |
572.79 |
112.36 |
16.9% |
14.34 |
2.2% |
81% |
False |
False |
|
60 |
702.14 |
572.79 |
129.35 |
19.5% |
13.46 |
2.0% |
70% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
19.8% |
12.43 |
1.9% |
69% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
19.8% |
12.07 |
1.8% |
69% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
19.8% |
11.83 |
1.8% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
714.04 |
2.618 |
698.23 |
1.618 |
688.54 |
1.000 |
682.55 |
0.618 |
678.85 |
HIGH |
672.86 |
0.618 |
669.16 |
0.500 |
668.02 |
0.382 |
666.87 |
LOW |
663.17 |
0.618 |
657.18 |
1.000 |
653.48 |
1.618 |
647.49 |
2.618 |
637.80 |
4.250 |
621.99 |
|
|
Fisher Pivots for day following 30-Aug-1996 |
Pivot |
1 day |
3 day |
R1 |
668.02 |
672.29 |
PP |
666.53 |
669.38 |
S1 |
665.05 |
666.48 |
|