Trading Metrics calculated at close of trading on 10-Sep-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-1996 |
10-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
664.22 |
671.98 |
7.76 |
1.2% |
663.57 |
High |
672.09 |
674.45 |
2.36 |
0.4% |
672.34 |
Low |
663.53 |
666.05 |
2.52 |
0.4% |
650.48 |
Close |
671.98 |
671.65 |
-0.33 |
0.0% |
664.22 |
Range |
8.56 |
8.40 |
-0.16 |
-1.9% |
21.86 |
ATR |
11.39 |
11.18 |
-0.21 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
695.92 |
692.18 |
676.27 |
|
R3 |
687.52 |
683.78 |
673.96 |
|
R2 |
679.12 |
679.12 |
673.19 |
|
R1 |
675.38 |
675.38 |
672.42 |
673.05 |
PP |
670.72 |
670.72 |
670.72 |
669.55 |
S1 |
666.98 |
666.98 |
670.88 |
664.65 |
S2 |
662.32 |
662.32 |
670.11 |
|
S3 |
653.92 |
658.58 |
669.34 |
|
S4 |
645.52 |
650.18 |
667.03 |
|
|
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 |
674.45 |
652.29 |
22.16 |
3.3% |
10.90 |
1.6% |
87% |
True |
False |
|
10 |
681.41 |
650.48 |
30.93 |
4.6% |
10.33 |
1.5% |
68% |
False |
False |
|
20 |
685.15 |
650.48 |
34.67 |
5.2% |
9.68 |
1.4% |
61% |
False |
False |
|
40 |
685.15 |
572.79 |
112.36 |
16.7% |
13.47 |
2.0% |
88% |
False |
False |
|
60 |
687.95 |
572.79 |
115.16 |
17.1% |
13.59 |
2.0% |
86% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
19.5% |
12.56 |
1.9% |
75% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
19.5% |
12.03 |
1.8% |
75% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
19.5% |
11.81 |
1.8% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
710.15 |
2.618 |
696.44 |
1.618 |
688.04 |
1.000 |
682.85 |
0.618 |
679.64 |
HIGH |
674.45 |
0.618 |
671.24 |
0.500 |
670.25 |
0.382 |
669.26 |
LOW |
666.05 |
0.618 |
660.86 |
1.000 |
657.65 |
1.618 |
652.46 |
2.618 |
644.06 |
4.250 |
630.35 |
|
|
Fisher Pivots for day following 10-Sep-1996 |
Pivot |
1 day |
3 day |
R1 |
671.18 |
668.90 |
PP |
670.72 |
666.14 |
S1 |
670.25 |
663.39 |
|