Trading Metrics calculated at close of trading on 06-Sep-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-1996 |
06-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
669.20 |
652.32 |
-16.88 |
-2.5% |
663.57 |
High |
669.20 |
666.88 |
-2.32 |
-0.3% |
672.34 |
Low |
652.29 |
652.32 |
0.03 |
0.0% |
650.48 |
Close |
652.32 |
664.22 |
11.90 |
1.8% |
664.22 |
Range |
16.91 |
14.56 |
-2.35 |
-13.9% |
21.86 |
ATR |
11.38 |
11.61 |
0.23 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
704.82 |
699.08 |
672.23 |
|
R3 |
690.26 |
684.52 |
668.22 |
|
R2 |
675.70 |
675.70 |
666.89 |
|
R1 |
669.96 |
669.96 |
665.55 |
672.83 |
PP |
661.14 |
661.14 |
661.14 |
662.58 |
S1 |
655.40 |
655.40 |
662.89 |
658.27 |
S2 |
646.58 |
646.58 |
661.55 |
|
S3 |
632.02 |
640.84 |
660.22 |
|
S4 |
617.46 |
626.28 |
656.21 |
|
|
Weekly Pivots for week ending 06-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
727.93 |
717.93 |
676.24 |
|
R3 |
706.07 |
696.07 |
670.23 |
|
R2 |
684.21 |
684.21 |
668.23 |
|
R1 |
674.21 |
674.21 |
666.22 |
679.21 |
PP |
662.35 |
662.35 |
662.35 |
664.85 |
S1 |
652.35 |
652.35 |
662.22 |
657.35 |
S2 |
640.49 |
640.49 |
660.21 |
|
S3 |
618.63 |
630.49 |
658.21 |
|
S4 |
596.77 |
608.63 |
652.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
672.86 |
650.48 |
22.38 |
3.4% |
13.24 |
2.0% |
61% |
False |
False |
|
10 |
685.15 |
650.48 |
34.67 |
5.2% |
10.11 |
1.5% |
40% |
False |
False |
|
20 |
685.15 |
650.48 |
34.67 |
5.2% |
9.95 |
1.5% |
40% |
False |
False |
|
40 |
685.15 |
572.79 |
112.36 |
16.9% |
14.22 |
2.1% |
81% |
False |
False |
|
60 |
698.32 |
572.79 |
125.53 |
18.9% |
13.69 |
2.1% |
73% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
19.8% |
12.62 |
1.9% |
70% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
19.8% |
12.22 |
1.8% |
70% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
19.8% |
11.89 |
1.8% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
728.76 |
2.618 |
705.00 |
1.618 |
690.44 |
1.000 |
681.44 |
0.618 |
675.88 |
HIGH |
666.88 |
0.618 |
661.32 |
0.500 |
659.60 |
0.382 |
657.88 |
LOW |
652.32 |
0.618 |
643.32 |
1.000 |
637.76 |
1.618 |
628.76 |
2.618 |
614.20 |
4.250 |
590.44 |
|
|
Fisher Pivots for day following 06-Sep-1996 |
Pivot |
1 day |
3 day |
R1 |
662.68 |
663.59 |
PP |
661.14 |
662.95 |
S1 |
659.60 |
662.32 |
|