Trading Metrics calculated at close of trading on 23-Sep-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-1996 |
23-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
736.76 |
743.42 |
6.66 |
0.9% |
707.86 |
High |
745.60 |
743.42 |
-2.18 |
-0.3% |
745.60 |
Low |
733.16 |
731.30 |
-1.86 |
-0.3% |
706.65 |
Close |
743.42 |
733.41 |
-10.01 |
-1.3% |
743.42 |
Range |
12.44 |
12.12 |
-0.32 |
-2.6% |
38.95 |
ATR |
12.58 |
12.55 |
-0.03 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
772.40 |
765.03 |
740.08 |
|
R3 |
760.28 |
752.91 |
736.74 |
|
R2 |
748.16 |
748.16 |
735.63 |
|
R1 |
740.79 |
740.79 |
734.52 |
738.42 |
PP |
736.04 |
736.04 |
736.04 |
734.86 |
S1 |
728.67 |
728.67 |
732.30 |
726.30 |
S2 |
723.92 |
723.92 |
731.19 |
|
S3 |
711.80 |
716.55 |
730.08 |
|
S4 |
699.68 |
704.43 |
726.74 |
|
|
Weekly Pivots for week ending 20-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
848.74 |
835.03 |
764.84 |
|
R3 |
809.79 |
796.08 |
754.13 |
|
R2 |
770.84 |
770.84 |
750.56 |
|
R1 |
757.13 |
757.13 |
746.99 |
763.99 |
PP |
731.89 |
731.89 |
731.89 |
735.32 |
S1 |
718.18 |
718.18 |
739.85 |
725.04 |
S2 |
692.94 |
692.94 |
736.28 |
|
S3 |
653.99 |
679.23 |
732.71 |
|
S4 |
615.04 |
640.28 |
722.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
745.60 |
709.22 |
36.38 |
5.0% |
14.34 |
2.0% |
66% |
False |
False |
|
10 |
745.60 |
666.03 |
79.57 |
10.8% |
13.47 |
1.8% |
85% |
False |
False |
|
20 |
745.60 |
650.48 |
95.12 |
13.0% |
11.82 |
1.6% |
87% |
False |
False |
|
40 |
745.60 |
617.68 |
127.92 |
17.4% |
11.65 |
1.6% |
90% |
False |
False |
|
60 |
745.60 |
572.79 |
172.81 |
23.6% |
13.75 |
1.9% |
93% |
False |
False |
|
80 |
745.60 |
572.79 |
172.81 |
23.6% |
13.23 |
1.8% |
93% |
False |
False |
|
100 |
745.60 |
572.79 |
172.81 |
23.6% |
12.59 |
1.7% |
93% |
False |
False |
|
120 |
745.60 |
572.79 |
172.81 |
23.6% |
12.15 |
1.7% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
794.93 |
2.618 |
775.15 |
1.618 |
763.03 |
1.000 |
755.54 |
0.618 |
750.91 |
HIGH |
743.42 |
0.618 |
738.79 |
0.500 |
737.36 |
0.382 |
735.93 |
LOW |
731.30 |
0.618 |
723.81 |
1.000 |
719.18 |
1.618 |
711.69 |
2.618 |
699.57 |
4.250 |
679.79 |
|
|
Fisher Pivots for day following 23-Sep-1996 |
Pivot |
1 day |
3 day |
R1 |
737.36 |
735.41 |
PP |
736.04 |
734.74 |
S1 |
734.73 |
734.08 |
|