Trading Metrics calculated at close of trading on 17-Sep-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-1996 |
17-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
707.86 |
709.22 |
1.36 |
0.2% |
664.22 |
High |
715.85 |
724.20 |
8.35 |
1.2% |
707.91 |
Low |
706.65 |
709.22 |
2.57 |
0.4% |
663.53 |
Close |
709.22 |
722.50 |
13.28 |
1.9% |
707.86 |
Range |
9.20 |
14.98 |
5.78 |
62.8% |
44.38 |
ATR |
11.82 |
12.05 |
0.23 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
763.58 |
758.02 |
730.74 |
|
R3 |
748.60 |
743.04 |
726.62 |
|
R2 |
733.62 |
733.62 |
725.25 |
|
R1 |
728.06 |
728.06 |
723.87 |
730.84 |
PP |
718.64 |
718.64 |
718.64 |
720.03 |
S1 |
713.08 |
713.08 |
721.13 |
715.86 |
S2 |
703.66 |
703.66 |
719.75 |
|
S3 |
688.68 |
698.10 |
718.38 |
|
S4 |
673.70 |
683.12 |
714.26 |
|
|
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 |
724.20 |
666.03 |
58.17 |
8.1% |
13.92 |
1.9% |
97% |
True |
False |
|
10 |
724.20 |
652.29 |
71.91 |
10.0% |
12.41 |
1.7% |
98% |
True |
False |
|
20 |
724.20 |
650.48 |
73.72 |
10.2% |
10.98 |
1.5% |
98% |
True |
False |
|
40 |
724.20 |
577.81 |
146.39 |
20.3% |
12.49 |
1.7% |
99% |
True |
False |
|
60 |
724.20 |
572.79 |
151.41 |
21.0% |
13.71 |
1.9% |
99% |
True |
False |
|
80 |
724.20 |
572.79 |
151.41 |
21.0% |
12.97 |
1.8% |
99% |
True |
False |
|
100 |
724.20 |
572.79 |
151.41 |
21.0% |
12.24 |
1.7% |
99% |
True |
False |
|
120 |
724.20 |
572.79 |
151.41 |
21.0% |
11.88 |
1.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
787.87 |
2.618 |
763.42 |
1.618 |
748.44 |
1.000 |
739.18 |
0.618 |
733.46 |
HIGH |
724.20 |
0.618 |
718.48 |
0.500 |
716.71 |
0.382 |
714.94 |
LOW |
709.22 |
0.618 |
699.96 |
1.000 |
694.24 |
1.618 |
684.98 |
2.618 |
670.00 |
4.250 |
645.56 |
|
|
Fisher Pivots for day following 17-Sep-1996 |
Pivot |
1 day |
3 day |
R1 |
720.57 |
716.64 |
PP |
718.64 |
710.78 |
S1 |
716.71 |
704.93 |
|