Trading Metrics calculated at close of trading on 05-Sep-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-1996 |
05-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
669.29 |
669.20 |
-0.09 |
0.0% |
677.57 |
High |
672.34 |
669.20 |
-3.14 |
-0.5% |
681.41 |
Low |
666.25 |
652.29 |
-13.96 |
-2.1% |
663.17 |
Close |
669.20 |
652.32 |
-16.88 |
-2.5% |
663.57 |
Range |
6.09 |
16.91 |
10.82 |
177.7% |
18.24 |
ATR |
10.96 |
11.38 |
0.43 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
708.67 |
697.40 |
661.62 |
|
R3 |
691.76 |
680.49 |
656.97 |
|
R2 |
674.85 |
674.85 |
655.42 |
|
R1 |
663.58 |
663.58 |
653.87 |
660.76 |
PP |
657.94 |
657.94 |
657.94 |
656.53 |
S1 |
646.67 |
646.67 |
650.77 |
643.85 |
S2 |
641.03 |
641.03 |
649.22 |
|
S3 |
624.12 |
629.76 |
647.67 |
|
S4 |
607.21 |
612.85 |
643.02 |
|
|
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 |
679.67 |
650.48 |
29.19 |
4.5% |
12.19 |
1.9% |
6% |
False |
False |
|
10 |
685.15 |
650.48 |
34.67 |
5.3% |
10.07 |
1.5% |
5% |
False |
False |
|
20 |
685.15 |
650.48 |
34.67 |
5.3% |
9.52 |
1.5% |
5% |
False |
False |
|
40 |
685.15 |
572.79 |
112.36 |
17.2% |
14.66 |
2.2% |
71% |
False |
False |
|
60 |
702.14 |
572.79 |
129.35 |
19.8% |
13.63 |
2.1% |
61% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
20.1% |
12.55 |
1.9% |
61% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
20.1% |
12.22 |
1.9% |
61% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
20.1% |
11.87 |
1.8% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
741.07 |
2.618 |
713.47 |
1.618 |
696.56 |
1.000 |
686.11 |
0.618 |
679.65 |
HIGH |
669.20 |
0.618 |
662.74 |
0.500 |
660.75 |
0.382 |
658.75 |
LOW |
652.29 |
0.618 |
641.84 |
1.000 |
635.38 |
1.618 |
624.93 |
2.618 |
608.02 |
4.250 |
580.42 |
|
|
Fisher Pivots for day following 05-Sep-1996 |
Pivot |
1 day |
3 day |
R1 |
660.75 |
661.41 |
PP |
657.94 |
658.38 |
S1 |
655.13 |
655.35 |
|