Trading Metrics calculated at close of trading on 03-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-1996 |
03-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
734.50 |
743.28 |
8.78 |
1.2% |
743.42 |
High |
749.94 |
752.06 |
2.12 |
0.3% |
757.83 |
Low |
734.50 |
743.28 |
8.78 |
1.2% |
731.30 |
Close |
747.55 |
743.28 |
-4.27 |
-0.6% |
744.73 |
Range |
15.44 |
8.78 |
-6.66 |
-43.1% |
26.53 |
ATR |
12.29 |
12.04 |
-0.25 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
772.55 |
766.69 |
748.11 |
|
R3 |
763.77 |
757.91 |
745.69 |
|
R2 |
754.99 |
754.99 |
744.89 |
|
R1 |
749.13 |
749.13 |
744.08 |
747.67 |
PP |
746.21 |
746.21 |
746.21 |
745.48 |
S1 |
740.35 |
740.35 |
742.48 |
738.89 |
S2 |
737.43 |
737.43 |
741.67 |
|
S3 |
728.65 |
731.57 |
740.87 |
|
S4 |
719.87 |
722.79 |
738.45 |
|
|
Weekly Pivots for week ending 27-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
824.21 |
811.00 |
759.32 |
|
R3 |
797.68 |
784.47 |
752.03 |
|
R2 |
771.15 |
771.15 |
749.59 |
|
R1 |
757.94 |
757.94 |
747.16 |
764.55 |
PP |
744.62 |
744.62 |
744.62 |
747.92 |
S1 |
731.41 |
731.41 |
742.30 |
738.02 |
S2 |
718.09 |
718.09 |
739.87 |
|
S3 |
691.56 |
704.88 |
737.43 |
|
S4 |
665.03 |
678.35 |
730.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
752.06 |
727.14 |
24.92 |
3.4% |
11.05 |
1.5% |
65% |
True |
False |
|
10 |
757.83 |
727.14 |
30.69 |
4.1% |
11.53 |
1.6% |
53% |
False |
False |
|
20 |
757.83 |
652.32 |
105.51 |
14.2% |
12.43 |
1.7% |
86% |
False |
False |
|
40 |
757.83 |
650.48 |
107.35 |
14.4% |
10.98 |
1.5% |
86% |
False |
False |
|
60 |
757.83 |
572.79 |
185.04 |
24.9% |
13.91 |
1.9% |
92% |
False |
False |
|
80 |
757.83 |
572.79 |
185.04 |
24.9% |
13.33 |
1.8% |
92% |
False |
False |
|
100 |
757.83 |
572.79 |
185.04 |
24.9% |
12.53 |
1.7% |
92% |
False |
False |
|
120 |
757.83 |
572.79 |
185.04 |
24.9% |
12.26 |
1.6% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
789.38 |
2.618 |
775.05 |
1.618 |
766.27 |
1.000 |
760.84 |
0.618 |
757.49 |
HIGH |
752.06 |
0.618 |
748.71 |
0.500 |
747.67 |
0.382 |
746.63 |
LOW |
743.28 |
0.618 |
737.85 |
1.000 |
734.50 |
1.618 |
729.07 |
2.618 |
720.29 |
4.250 |
705.97 |
|
|
Fisher Pivots for day following 03-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
747.67 |
742.05 |
PP |
746.21 |
740.83 |
S1 |
744.74 |
739.60 |
|