Trading Metrics calculated at close of trading on 11-Sep-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-1996 |
11-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
671.98 |
671.98 |
0.00 |
0.0% |
663.57 |
High |
674.45 |
676.50 |
2.05 |
0.3% |
672.34 |
Low |
666.05 |
666.03 |
-0.02 |
0.0% |
650.48 |
Close |
671.65 |
675.12 |
3.47 |
0.5% |
664.22 |
Range |
8.40 |
10.47 |
2.07 |
24.6% |
21.86 |
ATR |
11.18 |
11.13 |
-0.05 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
703.96 |
700.01 |
680.88 |
|
R3 |
693.49 |
689.54 |
678.00 |
|
R2 |
683.02 |
683.02 |
677.04 |
|
R1 |
679.07 |
679.07 |
676.08 |
681.05 |
PP |
672.55 |
672.55 |
672.55 |
673.54 |
S1 |
668.60 |
668.60 |
674.16 |
670.58 |
S2 |
662.08 |
662.08 |
673.20 |
|
S3 |
651.61 |
658.13 |
672.24 |
|
S4 |
641.14 |
647.66 |
669.36 |
|
|
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 |
676.50 |
652.29 |
24.21 |
3.6% |
11.78 |
1.7% |
94% |
True |
False |
|
10 |
681.41 |
650.48 |
30.93 |
4.6% |
10.76 |
1.6% |
80% |
False |
False |
|
20 |
685.15 |
650.48 |
34.67 |
5.1% |
9.56 |
1.4% |
71% |
False |
False |
|
40 |
685.15 |
577.81 |
107.34 |
15.9% |
12.66 |
1.9% |
91% |
False |
False |
|
60 |
687.95 |
572.79 |
115.16 |
17.1% |
13.65 |
2.0% |
89% |
False |
False |
|
80 |
704.09 |
572.79 |
131.30 |
19.4% |
12.60 |
1.9% |
78% |
False |
False |
|
100 |
704.09 |
572.79 |
131.30 |
19.4% |
12.06 |
1.8% |
78% |
False |
False |
|
120 |
704.09 |
572.79 |
131.30 |
19.4% |
11.83 |
1.8% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
721.00 |
2.618 |
703.91 |
1.618 |
693.44 |
1.000 |
686.97 |
0.618 |
682.97 |
HIGH |
676.50 |
0.618 |
672.50 |
0.500 |
671.27 |
0.382 |
670.03 |
LOW |
666.03 |
0.618 |
659.56 |
1.000 |
655.56 |
1.618 |
649.09 |
2.618 |
638.62 |
4.250 |
621.53 |
|
|
Fisher Pivots for day following 11-Sep-1996 |
Pivot |
1 day |
3 day |
R1 |
673.84 |
673.42 |
PP |
672.55 |
671.72 |
S1 |
671.27 |
670.02 |
|