Trading Metrics calculated at close of trading on 18-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-1996 |
18-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
755.77 |
755.77 |
0.00 |
0.0% |
765.64 |
High |
772.96 |
758.49 |
-14.47 |
-1.9% |
786.75 |
Low |
755.77 |
751.60 |
-4.17 |
-0.6% |
751.60 |
Close |
755.77 |
756.83 |
1.06 |
0.1% |
756.83 |
Range |
17.19 |
6.89 |
-10.30 |
-59.9% |
35.15 |
ATR |
12.82 |
12.40 |
-0.42 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
776.31 |
773.46 |
760.62 |
|
R3 |
769.42 |
766.57 |
758.72 |
|
R2 |
762.53 |
762.53 |
758.09 |
|
R1 |
759.68 |
759.68 |
757.46 |
761.11 |
PP |
755.64 |
755.64 |
755.64 |
756.35 |
S1 |
752.79 |
752.79 |
756.20 |
754.22 |
S2 |
748.75 |
748.75 |
755.57 |
|
S3 |
741.86 |
745.90 |
754.94 |
|
S4 |
734.97 |
739.01 |
753.04 |
|
|
Weekly Pivots for week ending 18-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
870.51 |
848.82 |
776.16 |
|
R3 |
835.36 |
813.67 |
766.50 |
|
R2 |
800.21 |
800.21 |
763.27 |
|
R1 |
778.52 |
778.52 |
760.05 |
771.79 |
PP |
765.06 |
765.06 |
765.06 |
761.70 |
S1 |
743.37 |
743.37 |
753.61 |
736.64 |
S2 |
729.91 |
729.91 |
750.39 |
|
S3 |
694.76 |
708.22 |
747.16 |
|
S4 |
659.61 |
673.07 |
737.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
786.75 |
751.60 |
35.15 |
4.6% |
12.15 |
1.6% |
15% |
False |
True |
|
10 |
786.75 |
749.10 |
37.65 |
5.0% |
12.52 |
1.7% |
21% |
False |
False |
|
20 |
786.75 |
727.14 |
59.61 |
7.9% |
12.20 |
1.6% |
50% |
False |
False |
|
40 |
786.75 |
650.48 |
136.27 |
18.0% |
11.91 |
1.6% |
78% |
False |
False |
|
60 |
786.75 |
617.68 |
169.07 |
22.3% |
11.85 |
1.6% |
82% |
False |
False |
|
80 |
786.75 |
572.79 |
213.96 |
28.3% |
13.42 |
1.8% |
86% |
False |
False |
|
100 |
786.75 |
572.79 |
213.96 |
28.3% |
13.01 |
1.7% |
86% |
False |
False |
|
120 |
786.75 |
572.79 |
213.96 |
28.3% |
12.49 |
1.7% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
787.77 |
2.618 |
776.53 |
1.618 |
769.64 |
1.000 |
765.38 |
0.618 |
762.75 |
HIGH |
758.49 |
0.618 |
755.86 |
0.500 |
755.05 |
0.382 |
754.23 |
LOW |
751.60 |
0.618 |
747.34 |
1.000 |
744.71 |
1.618 |
740.45 |
2.618 |
733.56 |
4.250 |
722.32 |
|
|
Fisher Pivots for day following 18-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
756.24 |
763.34 |
PP |
755.64 |
761.17 |
S1 |
755.05 |
759.00 |
|