Trading Metrics calculated at close of trading on 16-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-1996 |
16-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
771.99 |
775.08 |
3.09 |
0.4% |
759.12 |
High |
786.75 |
775.08 |
-11.67 |
-1.5% |
770.74 |
Low |
770.31 |
762.37 |
-7.94 |
-1.0% |
749.10 |
Close |
775.08 |
767.64 |
-7.44 |
-1.0% |
765.64 |
Range |
16.44 |
12.71 |
-3.73 |
-22.7% |
21.64 |
ATR |
12.47 |
12.49 |
0.02 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
806.49 |
799.78 |
774.63 |
|
R3 |
793.78 |
787.07 |
771.14 |
|
R2 |
781.07 |
781.07 |
769.97 |
|
R1 |
774.36 |
774.36 |
768.81 |
771.36 |
PP |
768.36 |
768.36 |
768.36 |
766.87 |
S1 |
761.65 |
761.65 |
766.47 |
758.65 |
S2 |
755.65 |
755.65 |
765.31 |
|
S3 |
742.94 |
748.94 |
764.14 |
|
S4 |
730.23 |
736.23 |
760.65 |
|
|
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% |
12.38 |
1.6% |
49% |
False |
False |
|
10 |
786.75 |
743.28 |
43.47 |
5.7% |
12.58 |
1.6% |
56% |
False |
False |
|
20 |
786.75 |
725.22 |
61.53 |
8.0% |
12.28 |
1.6% |
69% |
False |
False |
|
40 |
786.75 |
650.48 |
136.27 |
17.8% |
11.88 |
1.5% |
86% |
False |
False |
|
60 |
786.75 |
577.81 |
208.94 |
27.2% |
12.24 |
1.6% |
91% |
False |
False |
|
80 |
786.75 |
572.79 |
213.96 |
27.9% |
13.47 |
1.8% |
91% |
False |
False |
|
100 |
786.75 |
572.79 |
213.96 |
27.9% |
12.97 |
1.7% |
91% |
False |
False |
|
120 |
786.75 |
572.79 |
213.96 |
27.9% |
12.36 |
1.6% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
829.10 |
2.618 |
808.35 |
1.618 |
795.64 |
1.000 |
787.79 |
0.618 |
782.93 |
HIGH |
775.08 |
0.618 |
770.22 |
0.500 |
768.73 |
0.382 |
767.23 |
LOW |
762.37 |
0.618 |
754.52 |
1.000 |
749.66 |
1.618 |
741.81 |
2.618 |
729.10 |
4.250 |
708.35 |
|
|
Fisher Pivots for day following 16-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
768.73 |
774.56 |
PP |
768.36 |
772.25 |
S1 |
768.00 |
769.95 |
|