Trading Metrics calculated at close of trading on 15-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-1996 |
15-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
765.64 |
771.99 |
6.35 |
0.8% |
759.12 |
High |
772.85 |
786.75 |
13.90 |
1.8% |
770.74 |
Low |
765.32 |
770.31 |
4.99 |
0.7% |
749.10 |
Close |
771.99 |
775.08 |
3.09 |
0.4% |
765.64 |
Range |
7.53 |
16.44 |
8.91 |
118.3% |
21.64 |
ATR |
12.16 |
12.47 |
0.31 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
826.70 |
817.33 |
784.12 |
|
R3 |
810.26 |
800.89 |
779.60 |
|
R2 |
793.82 |
793.82 |
778.09 |
|
R1 |
784.45 |
784.45 |
776.59 |
789.14 |
PP |
777.38 |
777.38 |
777.38 |
779.72 |
S1 |
768.01 |
768.01 |
773.57 |
772.70 |
S2 |
760.94 |
760.94 |
772.07 |
|
S3 |
744.50 |
751.57 |
770.56 |
|
S4 |
728.06 |
735.13 |
766.04 |
|
|
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 |
786.75 |
749.10 |
37.65 |
4.9% |
12.58 |
1.6% |
69% |
True |
False |
|
10 |
786.75 |
734.50 |
52.25 |
6.7% |
12.85 |
1.7% |
78% |
True |
False |
|
20 |
786.75 |
716.72 |
70.03 |
9.0% |
12.59 |
1.6% |
83% |
True |
False |
|
40 |
786.75 |
650.48 |
136.27 |
17.6% |
11.78 |
1.5% |
91% |
True |
False |
|
60 |
786.75 |
577.81 |
208.94 |
27.0% |
12.52 |
1.6% |
94% |
True |
False |
|
80 |
786.75 |
572.79 |
213.96 |
27.6% |
13.43 |
1.7% |
95% |
True |
False |
|
100 |
786.75 |
572.79 |
213.96 |
27.6% |
12.90 |
1.7% |
95% |
True |
False |
|
120 |
786.75 |
572.79 |
213.96 |
27.6% |
12.30 |
1.6% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
856.62 |
2.618 |
829.79 |
1.618 |
813.35 |
1.000 |
803.19 |
0.618 |
796.91 |
HIGH |
786.75 |
0.618 |
780.47 |
0.500 |
778.53 |
0.382 |
776.59 |
LOW |
770.31 |
0.618 |
760.15 |
1.000 |
753.87 |
1.618 |
743.71 |
2.618 |
727.27 |
4.250 |
700.44 |
|
|
Fisher Pivots for day following 15-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
778.53 |
773.09 |
PP |
777.38 |
771.09 |
S1 |
776.23 |
769.10 |
|