Trading Metrics calculated at close of trading on 14-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-1996 |
14-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
751.44 |
765.64 |
14.20 |
1.9% |
759.12 |
High |
765.70 |
772.85 |
7.15 |
0.9% |
770.74 |
Low |
751.44 |
765.32 |
13.88 |
1.8% |
749.10 |
Close |
765.64 |
771.99 |
6.35 |
0.8% |
765.64 |
Range |
14.26 |
7.53 |
-6.73 |
-47.2% |
21.64 |
ATR |
12.52 |
12.16 |
-0.36 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
792.64 |
789.85 |
776.13 |
|
R3 |
785.11 |
782.32 |
774.06 |
|
R2 |
777.58 |
777.58 |
773.37 |
|
R1 |
774.79 |
774.79 |
772.68 |
776.19 |
PP |
770.05 |
770.05 |
770.05 |
770.75 |
S1 |
767.26 |
767.26 |
771.30 |
768.66 |
S2 |
762.52 |
762.52 |
770.61 |
|
S3 |
754.99 |
759.73 |
769.92 |
|
S4 |
747.46 |
752.20 |
767.85 |
|
|
Weekly Pivots for week ending 11-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
826.75 |
817.83 |
777.54 |
|
R3 |
805.11 |
796.19 |
771.59 |
|
R2 |
783.47 |
783.47 |
769.61 |
|
R1 |
774.55 |
774.55 |
767.62 |
779.01 |
PP |
761.83 |
761.83 |
761.83 |
764.06 |
S1 |
752.91 |
752.91 |
763.66 |
757.37 |
S2 |
740.19 |
740.19 |
761.67 |
|
S3 |
718.55 |
731.27 |
759.69 |
|
S4 |
696.91 |
709.63 |
753.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
772.85 |
749.10 |
23.75 |
3.1% |
12.85 |
1.7% |
96% |
True |
False |
|
10 |
772.85 |
727.14 |
45.71 |
5.9% |
12.49 |
1.6% |
98% |
True |
False |
|
20 |
772.85 |
709.22 |
63.63 |
8.2% |
12.52 |
1.6% |
99% |
True |
False |
|
40 |
772.85 |
650.48 |
122.37 |
15.9% |
11.52 |
1.5% |
99% |
True |
False |
|
60 |
772.85 |
577.81 |
195.04 |
25.3% |
12.48 |
1.6% |
100% |
True |
False |
|
80 |
772.85 |
572.79 |
200.06 |
25.9% |
13.34 |
1.7% |
100% |
True |
False |
|
100 |
772.85 |
572.79 |
200.06 |
25.9% |
12.81 |
1.7% |
100% |
True |
False |
|
120 |
772.85 |
572.79 |
200.06 |
25.9% |
12.24 |
1.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
804.85 |
2.618 |
792.56 |
1.618 |
785.03 |
1.000 |
780.38 |
0.618 |
777.50 |
HIGH |
772.85 |
0.618 |
769.97 |
0.500 |
769.09 |
0.382 |
768.20 |
LOW |
765.32 |
0.618 |
760.67 |
1.000 |
757.79 |
1.618 |
753.14 |
2.618 |
745.61 |
4.250 |
733.32 |
|
|
Fisher Pivots for day following 14-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
771.02 |
768.32 |
PP |
770.05 |
764.65 |
S1 |
769.09 |
760.98 |
|