Trading Metrics calculated at close of trading on 26-Sep-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-1996 |
26-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
736.59 |
745.73 |
9.14 |
1.2% |
707.86 |
High |
746.09 |
757.83 |
11.74 |
1.6% |
745.60 |
Low |
736.59 |
741.57 |
4.98 |
0.7% |
706.65 |
Close |
745.73 |
744.61 |
-1.12 |
-0.2% |
743.42 |
Range |
9.50 |
16.26 |
6.76 |
71.2% |
38.95 |
ATR |
12.15 |
12.44 |
0.29 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
796.78 |
786.96 |
753.55 |
|
R3 |
780.52 |
770.70 |
749.08 |
|
R2 |
764.26 |
764.26 |
747.59 |
|
R1 |
754.44 |
754.44 |
746.10 |
751.22 |
PP |
748.00 |
748.00 |
748.00 |
746.40 |
S1 |
738.18 |
738.18 |
743.12 |
734.96 |
S2 |
731.74 |
731.74 |
741.63 |
|
S3 |
715.48 |
721.92 |
740.14 |
|
S4 |
699.22 |
705.66 |
735.67 |
|
|
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 |
757.83 |
731.30 |
26.53 |
3.6% |
12.02 |
1.6% |
50% |
True |
False |
|
10 |
757.83 |
685.65 |
72.18 |
9.7% |
13.87 |
1.9% |
82% |
True |
False |
|
20 |
757.83 |
650.48 |
107.35 |
14.4% |
12.72 |
1.7% |
88% |
True |
False |
|
40 |
757.83 |
635.36 |
122.47 |
16.4% |
11.51 |
1.5% |
89% |
True |
False |
|
60 |
757.83 |
572.79 |
185.04 |
24.9% |
13.87 |
1.9% |
93% |
True |
False |
|
80 |
757.83 |
572.79 |
185.04 |
24.9% |
13.38 |
1.8% |
93% |
True |
False |
|
100 |
757.83 |
572.79 |
185.04 |
24.9% |
12.55 |
1.7% |
93% |
True |
False |
|
120 |
757.83 |
572.79 |
185.04 |
24.9% |
12.19 |
1.6% |
93% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
826.94 |
2.618 |
800.40 |
1.618 |
784.14 |
1.000 |
774.09 |
0.618 |
767.88 |
HIGH |
757.83 |
0.618 |
751.62 |
0.500 |
749.70 |
0.382 |
747.78 |
LOW |
741.57 |
0.618 |
731.52 |
1.000 |
725.31 |
1.618 |
715.26 |
2.618 |
699.00 |
4.250 |
672.47 |
|
|
Fisher Pivots for day following 26-Sep-1996 |
Pivot |
1 day |
3 day |
R1 |
749.70 |
744.71 |
PP |
748.00 |
744.68 |
S1 |
746.31 |
744.64 |
|