Trading Metrics calculated at close of trading on 22-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-1996 |
22-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
756.83 |
746.28 |
-10.55 |
-1.4% |
765.64 |
High |
764.64 |
746.66 |
-17.98 |
-2.4% |
786.75 |
Low |
743.15 |
730.55 |
-12.60 |
-1.7% |
751.60 |
Close |
746.28 |
736.64 |
-9.64 |
-1.3% |
756.83 |
Range |
21.49 |
16.11 |
-5.38 |
-25.0% |
35.15 |
ATR |
13.05 |
13.27 |
0.22 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
786.28 |
777.57 |
745.50 |
|
R3 |
770.17 |
761.46 |
741.07 |
|
R2 |
754.06 |
754.06 |
739.59 |
|
R1 |
745.35 |
745.35 |
738.12 |
741.65 |
PP |
737.95 |
737.95 |
737.95 |
736.10 |
S1 |
729.24 |
729.24 |
735.16 |
725.54 |
S2 |
721.84 |
721.84 |
733.69 |
|
S3 |
705.73 |
713.13 |
732.21 |
|
S4 |
689.62 |
697.02 |
727.78 |
|
|
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 |
775.08 |
730.55 |
44.53 |
6.0% |
14.88 |
2.0% |
14% |
False |
True |
|
10 |
786.75 |
730.55 |
56.20 |
7.6% |
13.73 |
1.9% |
11% |
False |
True |
|
20 |
786.75 |
727.14 |
59.61 |
8.1% |
12.99 |
1.8% |
16% |
False |
False |
|
40 |
786.75 |
650.48 |
136.27 |
18.5% |
12.48 |
1.7% |
63% |
False |
False |
|
60 |
786.75 |
617.68 |
169.07 |
23.0% |
11.98 |
1.6% |
70% |
False |
False |
|
80 |
786.75 |
572.79 |
213.96 |
29.0% |
13.55 |
1.8% |
77% |
False |
False |
|
100 |
786.75 |
572.79 |
213.96 |
29.0% |
13.17 |
1.8% |
77% |
False |
False |
|
120 |
786.75 |
572.79 |
213.96 |
29.0% |
12.59 |
1.7% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
815.13 |
2.618 |
788.84 |
1.618 |
772.73 |
1.000 |
762.77 |
0.618 |
756.62 |
HIGH |
746.66 |
0.618 |
740.51 |
0.500 |
738.61 |
0.382 |
736.70 |
LOW |
730.55 |
0.618 |
720.59 |
1.000 |
714.44 |
1.618 |
704.48 |
2.618 |
688.37 |
4.250 |
662.08 |
|
|
Fisher Pivots for day following 22-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
738.61 |
747.60 |
PP |
737.95 |
743.94 |
S1 |
737.30 |
740.29 |
|