Trading Metrics calculated at close of trading on 08-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-1996 |
08-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
759.12 |
764.96 |
5.84 |
0.8% |
744.73 |
High |
765.58 |
770.74 |
5.16 |
0.7% |
759.13 |
Low |
757.81 |
752.95 |
-4.86 |
-0.6% |
727.14 |
Close |
764.96 |
753.24 |
-11.72 |
-1.5% |
759.12 |
Range |
7.77 |
17.79 |
10.02 |
129.0% |
31.99 |
ATR |
11.99 |
12.41 |
0.41 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
812.35 |
800.58 |
763.02 |
|
R3 |
794.56 |
782.79 |
758.13 |
|
R2 |
776.77 |
776.77 |
756.50 |
|
R1 |
765.00 |
765.00 |
754.87 |
761.99 |
PP |
758.98 |
758.98 |
758.98 |
757.47 |
S1 |
747.21 |
747.21 |
751.61 |
744.20 |
S2 |
741.19 |
741.19 |
749.98 |
|
S3 |
723.40 |
729.42 |
748.35 |
|
S4 |
705.61 |
711.63 |
743.46 |
|
|
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 |
770.74 |
734.50 |
36.24 |
4.8% |
13.13 |
1.7% |
52% |
True |
False |
|
10 |
770.74 |
727.14 |
43.60 |
5.8% |
12.24 |
1.6% |
60% |
True |
False |
|
20 |
770.74 |
666.03 |
104.71 |
13.9% |
12.93 |
1.7% |
83% |
True |
False |
|
40 |
770.74 |
650.48 |
120.26 |
16.0% |
11.30 |
1.5% |
85% |
True |
False |
|
60 |
770.74 |
572.79 |
197.95 |
26.3% |
13.29 |
1.8% |
91% |
True |
False |
|
80 |
770.74 |
572.79 |
197.95 |
26.3% |
13.43 |
1.8% |
91% |
True |
False |
|
100 |
770.74 |
572.79 |
197.95 |
26.3% |
12.63 |
1.7% |
91% |
True |
False |
|
120 |
770.74 |
572.79 |
197.95 |
26.3% |
12.18 |
1.6% |
91% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
846.35 |
2.618 |
817.31 |
1.618 |
799.52 |
1.000 |
788.53 |
0.618 |
781.73 |
HIGH |
770.74 |
0.618 |
763.94 |
0.500 |
761.85 |
0.382 |
759.75 |
LOW |
752.95 |
0.618 |
741.96 |
1.000 |
735.16 |
1.618 |
724.17 |
2.618 |
706.38 |
4.250 |
677.34 |
|
|
Fisher Pivots for day following 08-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
761.85 |
757.01 |
PP |
758.98 |
755.75 |
S1 |
756.11 |
754.50 |
|