Trading Metrics calculated at close of trading on 25-Sep-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-1996 |
25-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
733.41 |
736.59 |
3.18 |
0.4% |
707.86 |
High |
741.35 |
746.09 |
4.74 |
0.6% |
745.60 |
Low |
731.59 |
736.59 |
5.00 |
0.7% |
706.65 |
Close |
736.59 |
745.73 |
9.14 |
1.2% |
743.42 |
Range |
9.76 |
9.50 |
-0.26 |
-2.7% |
38.95 |
ATR |
12.35 |
12.15 |
-0.20 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
771.30 |
768.02 |
750.96 |
|
R3 |
761.80 |
758.52 |
748.34 |
|
R2 |
752.30 |
752.30 |
747.47 |
|
R1 |
749.02 |
749.02 |
746.60 |
750.66 |
PP |
742.80 |
742.80 |
742.80 |
743.63 |
S1 |
739.52 |
739.52 |
744.86 |
741.16 |
S2 |
733.30 |
733.30 |
743.99 |
|
S3 |
723.80 |
730.02 |
743.12 |
|
S4 |
714.30 |
720.52 |
740.51 |
|
|
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 |
746.09 |
725.22 |
20.87 |
2.8% |
11.41 |
1.5% |
98% |
True |
False |
|
10 |
746.09 |
674.73 |
71.36 |
9.6% |
13.51 |
1.8% |
99% |
True |
False |
|
20 |
746.09 |
650.48 |
95.61 |
12.8% |
12.13 |
1.6% |
100% |
True |
False |
|
40 |
746.09 |
628.30 |
117.79 |
15.8% |
11.40 |
1.5% |
100% |
True |
False |
|
60 |
746.09 |
572.79 |
173.30 |
23.2% |
13.72 |
1.8% |
100% |
True |
False |
|
80 |
746.09 |
572.79 |
173.30 |
23.2% |
13.25 |
1.8% |
100% |
True |
False |
|
100 |
746.09 |
572.79 |
173.30 |
23.2% |
12.47 |
1.7% |
100% |
True |
False |
|
120 |
746.09 |
572.79 |
173.30 |
23.2% |
12.19 |
1.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
786.47 |
2.618 |
770.96 |
1.618 |
761.46 |
1.000 |
755.59 |
0.618 |
751.96 |
HIGH |
746.09 |
0.618 |
742.46 |
0.500 |
741.34 |
0.382 |
740.22 |
LOW |
736.59 |
0.618 |
730.72 |
1.000 |
727.09 |
1.618 |
721.22 |
2.618 |
711.72 |
4.250 |
696.22 |
|
|
Fisher Pivots for day following 25-Sep-1996 |
Pivot |
1 day |
3 day |
R1 |
744.27 |
743.39 |
PP |
742.80 |
741.04 |
S1 |
741.34 |
738.70 |
|