Trading Metrics calculated at close of trading on 07-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-1996 |
07-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
743.28 |
759.12 |
15.84 |
2.1% |
744.73 |
High |
759.13 |
765.58 |
6.45 |
0.8% |
759.13 |
Low |
743.28 |
757.81 |
14.53 |
2.0% |
727.14 |
Close |
759.12 |
764.96 |
5.84 |
0.8% |
759.12 |
Range |
15.85 |
7.77 |
-8.08 |
-51.0% |
31.99 |
ATR |
12.32 |
11.99 |
-0.32 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
786.09 |
783.30 |
769.23 |
|
R3 |
778.32 |
775.53 |
767.10 |
|
R2 |
770.55 |
770.55 |
766.38 |
|
R1 |
767.76 |
767.76 |
765.67 |
769.16 |
PP |
762.78 |
762.78 |
762.78 |
763.48 |
S1 |
759.99 |
759.99 |
764.25 |
761.39 |
S2 |
755.01 |
755.01 |
763.54 |
|
S3 |
747.24 |
752.22 |
762.82 |
|
S4 |
739.47 |
744.45 |
760.69 |
|
|
Weekly Pivots for week ending 04-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
844.43 |
833.77 |
776.71 |
|
R3 |
812.44 |
801.78 |
767.92 |
|
R2 |
780.45 |
780.45 |
764.98 |
|
R1 |
769.79 |
769.79 |
762.05 |
775.12 |
PP |
748.46 |
748.46 |
748.46 |
751.13 |
S1 |
737.80 |
737.80 |
756.19 |
743.13 |
S2 |
716.47 |
716.47 |
753.26 |
|
S3 |
684.48 |
705.81 |
750.32 |
|
S4 |
652.49 |
673.82 |
741.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
765.58 |
727.14 |
38.44 |
5.0% |
12.13 |
1.6% |
98% |
True |
False |
|
10 |
765.58 |
727.14 |
38.44 |
5.0% |
11.44 |
1.5% |
98% |
True |
False |
|
20 |
765.58 |
666.03 |
99.55 |
13.0% |
12.46 |
1.6% |
99% |
True |
False |
|
40 |
765.58 |
650.48 |
115.10 |
15.0% |
11.15 |
1.5% |
99% |
True |
False |
|
60 |
765.58 |
572.79 |
192.79 |
25.2% |
13.48 |
1.8% |
100% |
True |
False |
|
80 |
765.58 |
572.79 |
192.79 |
25.2% |
13.34 |
1.7% |
100% |
True |
False |
|
100 |
765.58 |
572.79 |
192.79 |
25.2% |
12.57 |
1.6% |
100% |
True |
False |
|
120 |
765.58 |
572.79 |
192.79 |
25.2% |
12.25 |
1.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
798.60 |
2.618 |
785.92 |
1.618 |
778.15 |
1.000 |
773.35 |
0.618 |
770.38 |
HIGH |
765.58 |
0.618 |
762.61 |
0.500 |
761.70 |
0.382 |
760.78 |
LOW |
757.81 |
0.618 |
753.01 |
1.000 |
750.04 |
1.618 |
745.24 |
2.618 |
737.47 |
4.250 |
724.79 |
|
|
Fisher Pivots for day following 07-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
763.87 |
761.45 |
PP |
762.78 |
757.94 |
S1 |
761.70 |
754.43 |
|