Trading Metrics calculated at close of trading on 10-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-1996 |
10-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
753.24 |
753.97 |
0.73 |
0.1% |
744.73 |
High |
763.84 |
760.06 |
-3.78 |
-0.5% |
759.13 |
Low |
750.15 |
749.10 |
-1.05 |
-0.1% |
727.14 |
Close |
753.97 |
751.44 |
-2.53 |
-0.3% |
759.12 |
Range |
13.69 |
10.96 |
-2.73 |
-19.9% |
31.99 |
ATR |
12.50 |
12.39 |
-0.11 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
786.41 |
779.89 |
757.47 |
|
R3 |
775.45 |
768.93 |
754.45 |
|
R2 |
764.49 |
764.49 |
753.45 |
|
R1 |
757.97 |
757.97 |
752.44 |
755.75 |
PP |
753.53 |
753.53 |
753.53 |
752.43 |
S1 |
747.01 |
747.01 |
750.44 |
744.79 |
S2 |
742.57 |
742.57 |
749.43 |
|
S3 |
731.61 |
736.05 |
748.43 |
|
S4 |
720.65 |
725.09 |
745.41 |
|
|
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 |
3.7% |
13.21 |
1.8% |
30% |
False |
False |
|
10 |
770.74 |
727.14 |
43.60 |
5.8% |
12.13 |
1.6% |
56% |
False |
False |
|
20 |
770.74 |
685.65 |
85.09 |
11.3% |
13.00 |
1.7% |
77% |
False |
False |
|
40 |
770.74 |
650.48 |
120.26 |
16.0% |
11.37 |
1.5% |
84% |
False |
False |
|
60 |
770.74 |
577.81 |
192.93 |
25.7% |
12.65 |
1.7% |
90% |
False |
False |
|
80 |
770.74 |
572.79 |
197.95 |
26.3% |
13.46 |
1.8% |
90% |
False |
False |
|
100 |
770.74 |
572.79 |
197.95 |
26.3% |
12.75 |
1.7% |
90% |
False |
False |
|
120 |
770.74 |
572.79 |
197.95 |
26.3% |
12.23 |
1.6% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
806.64 |
2.618 |
788.75 |
1.618 |
777.79 |
1.000 |
771.02 |
0.618 |
766.83 |
HIGH |
760.06 |
0.618 |
755.87 |
0.500 |
754.58 |
0.382 |
753.29 |
LOW |
749.10 |
0.618 |
742.33 |
1.000 |
738.14 |
1.618 |
731.37 |
2.618 |
720.41 |
4.250 |
702.52 |
|
|
Fisher Pivots for day following 10-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
754.58 |
759.92 |
PP |
753.53 |
757.09 |
S1 |
752.49 |
754.27 |
|