Trading Metrics calculated at close of trading on 23-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-1996 |
23-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
746.28 |
736.64 |
-9.64 |
-1.3% |
765.64 |
High |
746.66 |
750.59 |
3.93 |
0.5% |
786.75 |
Low |
730.55 |
732.63 |
2.08 |
0.3% |
751.60 |
Close |
736.64 |
749.70 |
13.06 |
1.8% |
756.83 |
Range |
16.11 |
17.96 |
1.85 |
11.5% |
35.15 |
ATR |
13.27 |
13.60 |
0.34 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
798.19 |
791.90 |
759.58 |
|
R3 |
780.23 |
773.94 |
754.64 |
|
R2 |
762.27 |
762.27 |
752.99 |
|
R1 |
755.98 |
755.98 |
751.35 |
759.13 |
PP |
744.31 |
744.31 |
744.31 |
745.88 |
S1 |
738.02 |
738.02 |
748.05 |
741.17 |
S2 |
726.35 |
726.35 |
746.41 |
|
S3 |
708.39 |
720.06 |
744.76 |
|
S4 |
690.43 |
702.10 |
739.82 |
|
|
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 |
772.96 |
730.55 |
42.41 |
5.7% |
15.93 |
2.1% |
45% |
False |
False |
|
10 |
786.75 |
730.55 |
56.20 |
7.5% |
14.15 |
1.9% |
34% |
False |
False |
|
20 |
786.75 |
727.14 |
59.61 |
8.0% |
13.41 |
1.8% |
38% |
False |
False |
|
40 |
786.75 |
650.48 |
136.27 |
18.2% |
12.77 |
1.7% |
73% |
False |
False |
|
60 |
786.75 |
628.30 |
158.45 |
21.1% |
12.07 |
1.6% |
77% |
False |
False |
|
80 |
786.75 |
572.79 |
213.96 |
28.5% |
13.64 |
1.8% |
83% |
False |
False |
|
100 |
786.75 |
572.79 |
213.96 |
28.5% |
13.28 |
1.8% |
83% |
False |
False |
|
120 |
786.75 |
572.79 |
213.96 |
28.5% |
12.63 |
1.7% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
826.92 |
2.618 |
797.61 |
1.618 |
779.65 |
1.000 |
768.55 |
0.618 |
761.69 |
HIGH |
750.59 |
0.618 |
743.73 |
0.500 |
741.61 |
0.382 |
739.49 |
LOW |
732.63 |
0.618 |
721.53 |
1.000 |
714.67 |
1.618 |
703.57 |
2.618 |
685.61 |
4.250 |
656.30 |
|
|
Fisher Pivots for day following 23-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
747.00 |
749.00 |
PP |
744.31 |
748.30 |
S1 |
741.61 |
747.60 |
|