Trading Metrics calculated at close of trading on 18-Sep-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-1996 |
18-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
709.22 |
722.50 |
13.28 |
1.9% |
664.22 |
High |
724.20 |
735.68 |
11.48 |
1.6% |
707.91 |
Low |
709.22 |
716.72 |
7.50 |
1.1% |
663.53 |
Close |
722.50 |
727.63 |
5.13 |
0.7% |
707.86 |
Range |
14.98 |
18.96 |
3.98 |
26.6% |
44.38 |
ATR |
12.05 |
12.54 |
0.49 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
783.56 |
774.55 |
738.06 |
|
R3 |
764.60 |
755.59 |
732.84 |
|
R2 |
745.64 |
745.64 |
731.11 |
|
R1 |
736.63 |
736.63 |
729.37 |
741.14 |
PP |
726.68 |
726.68 |
726.68 |
728.93 |
S1 |
717.67 |
717.67 |
725.89 |
722.18 |
S2 |
707.72 |
707.72 |
724.15 |
|
S3 |
688.76 |
698.71 |
722.42 |
|
S4 |
669.80 |
679.75 |
717.20 |
|
|
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 |
735.68 |
674.73 |
60.95 |
8.4% |
15.61 |
2.1% |
87% |
True |
False |
|
10 |
735.68 |
652.29 |
83.39 |
11.5% |
13.70 |
1.9% |
90% |
True |
False |
|
20 |
735.68 |
650.48 |
85.20 |
11.7% |
11.49 |
1.6% |
91% |
True |
False |
|
40 |
735.68 |
577.81 |
157.87 |
21.7% |
12.23 |
1.7% |
95% |
True |
False |
|
60 |
735.68 |
572.79 |
162.89 |
22.4% |
13.87 |
1.9% |
95% |
True |
False |
|
80 |
735.68 |
572.79 |
162.89 |
22.4% |
13.14 |
1.8% |
95% |
True |
False |
|
100 |
735.68 |
572.79 |
162.89 |
22.4% |
12.38 |
1.7% |
95% |
True |
False |
|
120 |
735.68 |
572.79 |
162.89 |
22.4% |
11.97 |
1.6% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
816.26 |
2.618 |
785.32 |
1.618 |
766.36 |
1.000 |
754.64 |
0.618 |
747.40 |
HIGH |
735.68 |
0.618 |
728.44 |
0.500 |
726.20 |
0.382 |
723.96 |
LOW |
716.72 |
0.618 |
705.00 |
1.000 |
697.76 |
1.618 |
686.04 |
2.618 |
667.08 |
4.250 |
636.14 |
|
|
Fisher Pivots for day following 18-Sep-1996 |
Pivot |
1 day |
3 day |
R1 |
727.15 |
725.48 |
PP |
726.68 |
723.32 |
S1 |
726.20 |
721.17 |
|