Trading Metrics calculated at close of trading on 09-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-1996 |
09-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
764.96 |
753.24 |
-11.72 |
-1.5% |
744.73 |
High |
770.74 |
763.84 |
-6.90 |
-0.9% |
759.13 |
Low |
752.95 |
750.15 |
-2.80 |
-0.4% |
727.14 |
Close |
753.24 |
753.97 |
0.73 |
0.1% |
759.12 |
Range |
17.79 |
13.69 |
-4.10 |
-23.0% |
31.99 |
ATR |
12.41 |
12.50 |
0.09 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
797.06 |
789.20 |
761.50 |
|
R3 |
783.37 |
775.51 |
757.73 |
|
R2 |
769.68 |
769.68 |
756.48 |
|
R1 |
761.82 |
761.82 |
755.22 |
765.75 |
PP |
755.99 |
755.99 |
755.99 |
757.95 |
S1 |
748.13 |
748.13 |
752.72 |
752.06 |
S2 |
742.30 |
742.30 |
751.46 |
|
S3 |
728.61 |
734.44 |
750.21 |
|
S4 |
714.92 |
720.75 |
746.44 |
|
|
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 |
743.28 |
27.46 |
3.6% |
12.78 |
1.7% |
39% |
False |
False |
|
10 |
770.74 |
727.14 |
43.60 |
5.8% |
12.66 |
1.7% |
62% |
False |
False |
|
20 |
770.74 |
674.73 |
96.01 |
12.7% |
13.09 |
1.7% |
83% |
False |
False |
|
40 |
770.74 |
650.48 |
120.26 |
16.0% |
11.32 |
1.5% |
86% |
False |
False |
|
60 |
770.74 |
577.81 |
192.93 |
25.6% |
12.80 |
1.7% |
91% |
False |
False |
|
80 |
770.74 |
572.79 |
197.95 |
26.3% |
13.51 |
1.8% |
92% |
False |
False |
|
100 |
770.74 |
572.79 |
197.95 |
26.3% |
12.70 |
1.7% |
92% |
False |
False |
|
120 |
770.74 |
572.79 |
197.95 |
26.3% |
12.23 |
1.6% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
822.02 |
2.618 |
799.68 |
1.618 |
785.99 |
1.000 |
777.53 |
0.618 |
772.30 |
HIGH |
763.84 |
0.618 |
758.61 |
0.500 |
757.00 |
0.382 |
755.38 |
LOW |
750.15 |
0.618 |
741.69 |
1.000 |
736.46 |
1.618 |
728.00 |
2.618 |
714.31 |
4.250 |
691.97 |
|
|
Fisher Pivots for day following 09-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
757.00 |
760.45 |
PP |
755.99 |
758.29 |
S1 |
754.98 |
756.13 |
|