Trading Metrics calculated at close of trading on 24-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-1996 |
24-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
736.64 |
749.70 |
13.06 |
1.8% |
765.64 |
High |
750.59 |
760.05 |
9.46 |
1.3% |
786.75 |
Low |
732.63 |
747.26 |
14.63 |
2.0% |
751.60 |
Close |
749.70 |
748.41 |
-1.29 |
-0.2% |
756.83 |
Range |
17.96 |
12.79 |
-5.17 |
-28.8% |
35.15 |
ATR |
13.60 |
13.54 |
-0.06 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
790.28 |
782.13 |
755.44 |
|
R3 |
777.49 |
769.34 |
751.93 |
|
R2 |
764.70 |
764.70 |
750.75 |
|
R1 |
756.55 |
756.55 |
749.58 |
754.23 |
PP |
751.91 |
751.91 |
751.91 |
750.75 |
S1 |
743.76 |
743.76 |
747.24 |
741.44 |
S2 |
739.12 |
739.12 |
746.07 |
|
S3 |
726.33 |
730.97 |
744.89 |
|
S4 |
713.54 |
718.18 |
741.38 |
|
|
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 |
764.64 |
730.55 |
34.09 |
4.6% |
15.05 |
2.0% |
52% |
False |
False |
|
10 |
786.75 |
730.55 |
56.20 |
7.5% |
14.34 |
1.9% |
32% |
False |
False |
|
20 |
786.75 |
727.14 |
59.61 |
8.0% |
13.23 |
1.8% |
36% |
False |
False |
|
40 |
786.75 |
650.48 |
136.27 |
18.2% |
12.98 |
1.7% |
72% |
False |
False |
|
60 |
786.75 |
635.36 |
151.39 |
20.2% |
12.08 |
1.6% |
75% |
False |
False |
|
80 |
786.75 |
572.79 |
213.96 |
28.6% |
13.71 |
1.8% |
82% |
False |
False |
|
100 |
786.75 |
572.79 |
213.96 |
28.6% |
13.35 |
1.8% |
82% |
False |
False |
|
120 |
786.75 |
572.79 |
213.96 |
28.6% |
12.66 |
1.7% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
814.41 |
2.618 |
793.53 |
1.618 |
780.74 |
1.000 |
772.84 |
0.618 |
767.95 |
HIGH |
760.05 |
0.618 |
755.16 |
0.500 |
753.66 |
0.382 |
752.15 |
LOW |
747.26 |
0.618 |
739.36 |
1.000 |
734.47 |
1.618 |
726.57 |
2.618 |
713.78 |
4.250 |
692.90 |
|
|
Fisher Pivots for day following 24-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
753.66 |
747.37 |
PP |
751.91 |
746.34 |
S1 |
750.16 |
745.30 |
|