Trading Metrics calculated at close of trading on 25-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-1996 |
25-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
749.70 |
748.41 |
-1.29 |
-0.2% |
756.83 |
High |
760.05 |
754.10 |
-5.95 |
-0.8% |
764.64 |
Low |
747.26 |
743.35 |
-3.91 |
-0.5% |
730.55 |
Close |
748.41 |
743.55 |
-4.86 |
-0.6% |
743.55 |
Range |
12.79 |
10.75 |
-2.04 |
-15.9% |
34.09 |
ATR |
13.54 |
13.34 |
-0.20 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
779.25 |
772.15 |
749.46 |
|
R3 |
768.50 |
761.40 |
746.51 |
|
R2 |
757.75 |
757.75 |
745.52 |
|
R1 |
750.65 |
750.65 |
744.54 |
748.83 |
PP |
747.00 |
747.00 |
747.00 |
746.09 |
S1 |
739.90 |
739.90 |
742.56 |
738.08 |
S2 |
736.25 |
736.25 |
741.58 |
|
S3 |
725.50 |
729.15 |
740.59 |
|
S4 |
714.75 |
718.40 |
737.64 |
|
|
Weekly Pivots for week ending 25-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
848.52 |
830.12 |
762.30 |
|
R3 |
814.43 |
796.03 |
752.92 |
|
R2 |
780.34 |
780.34 |
749.80 |
|
R1 |
761.94 |
761.94 |
746.67 |
754.10 |
PP |
746.25 |
746.25 |
746.25 |
742.32 |
S1 |
727.85 |
727.85 |
740.43 |
720.01 |
S2 |
712.16 |
712.16 |
737.30 |
|
S3 |
678.07 |
693.76 |
734.18 |
|
S4 |
643.98 |
659.67 |
724.80 |
|
|
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% |
15.82 |
2.1% |
38% |
False |
False |
|
10 |
786.75 |
730.55 |
56.20 |
7.6% |
13.99 |
1.9% |
23% |
False |
False |
|
20 |
786.75 |
727.14 |
59.61 |
8.0% |
13.45 |
1.8% |
28% |
False |
False |
|
40 |
786.75 |
650.48 |
136.27 |
18.3% |
13.01 |
1.7% |
68% |
False |
False |
|
60 |
786.75 |
650.48 |
136.27 |
18.3% |
11.99 |
1.6% |
68% |
False |
False |
|
80 |
786.75 |
572.79 |
213.96 |
28.8% |
13.76 |
1.8% |
80% |
False |
False |
|
100 |
786.75 |
572.79 |
213.96 |
28.8% |
13.35 |
1.8% |
80% |
False |
False |
|
120 |
786.75 |
572.79 |
213.96 |
28.8% |
12.69 |
1.7% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
799.79 |
2.618 |
782.24 |
1.618 |
771.49 |
1.000 |
764.85 |
0.618 |
760.74 |
HIGH |
754.10 |
0.618 |
749.99 |
0.500 |
748.73 |
0.382 |
747.46 |
LOW |
743.35 |
0.618 |
736.71 |
1.000 |
732.60 |
1.618 |
725.96 |
2.618 |
715.21 |
4.250 |
697.66 |
|
|
Fisher Pivots for day following 25-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
748.73 |
746.34 |
PP |
747.00 |
745.41 |
S1 |
745.28 |
744.48 |
|