Trading Metrics calculated at close of trading on 13-Sep-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-1996 |
13-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
675.12 |
685.65 |
10.53 |
1.6% |
664.22 |
High |
687.40 |
707.91 |
20.51 |
3.0% |
707.91 |
Low |
674.73 |
685.65 |
10.92 |
1.6% |
663.53 |
Close |
685.65 |
707.86 |
22.21 |
3.2% |
707.86 |
Range |
12.67 |
22.26 |
9.59 |
75.7% |
44.38 |
ATR |
11.24 |
12.03 |
0.79 |
7.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
767.25 |
759.82 |
720.10 |
|
R3 |
744.99 |
737.56 |
713.98 |
|
R2 |
722.73 |
722.73 |
711.94 |
|
R1 |
715.30 |
715.30 |
709.90 |
719.02 |
PP |
700.47 |
700.47 |
700.47 |
702.33 |
S1 |
693.04 |
693.04 |
705.82 |
696.76 |
S2 |
678.21 |
678.21 |
703.78 |
|
S3 |
655.95 |
670.78 |
701.74 |
|
S4 |
633.69 |
648.52 |
695.62 |
|
|
Weekly Pivots for week ending 13-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
826.24 |
811.43 |
732.27 |
|
R3 |
781.86 |
767.05 |
720.06 |
|
R2 |
737.48 |
737.48 |
716.00 |
|
R1 |
722.67 |
722.67 |
711.93 |
730.08 |
PP |
693.10 |
693.10 |
693.10 |
696.80 |
S1 |
678.29 |
678.29 |
703.79 |
685.70 |
S2 |
648.72 |
648.72 |
699.72 |
|
S3 |
604.34 |
633.91 |
695.66 |
|
S4 |
559.96 |
589.53 |
683.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
707.91 |
663.53 |
44.38 |
6.3% |
12.47 |
1.8% |
100% |
True |
False |
|
10 |
707.91 |
650.48 |
57.43 |
8.1% |
12.85 |
1.8% |
100% |
True |
False |
|
20 |
707.91 |
650.48 |
57.43 |
8.1% |
10.51 |
1.5% |
100% |
True |
False |
|
40 |
707.91 |
577.81 |
130.10 |
18.4% |
12.63 |
1.8% |
100% |
True |
False |
|
60 |
707.91 |
572.79 |
135.12 |
19.1% |
13.84 |
2.0% |
100% |
True |
False |
|
80 |
707.91 |
572.79 |
135.12 |
19.1% |
12.85 |
1.8% |
100% |
True |
False |
|
100 |
707.91 |
572.79 |
135.12 |
19.1% |
12.18 |
1.7% |
100% |
True |
False |
|
120 |
707.91 |
572.79 |
135.12 |
19.1% |
11.88 |
1.7% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
802.52 |
2.618 |
766.19 |
1.618 |
743.93 |
1.000 |
730.17 |
0.618 |
721.67 |
HIGH |
707.91 |
0.618 |
699.41 |
0.500 |
696.78 |
0.382 |
694.15 |
LOW |
685.65 |
0.618 |
671.89 |
1.000 |
663.39 |
1.618 |
649.63 |
2.618 |
627.37 |
4.250 |
591.05 |
|
|
Fisher Pivots for day following 13-Sep-1996 |
Pivot |
1 day |
3 day |
R1 |
704.17 |
700.90 |
PP |
700.47 |
693.93 |
S1 |
696.78 |
686.97 |
|