Trading Metrics calculated at close of trading on 28-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-1996 |
28-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
748.41 |
743.55 |
-4.86 |
-0.6% |
756.83 |
High |
754.10 |
753.19 |
-0.91 |
-0.1% |
764.64 |
Low |
743.35 |
741.41 |
-1.94 |
-0.3% |
730.55 |
Close |
743.55 |
741.64 |
-1.91 |
-0.3% |
743.55 |
Range |
10.75 |
11.78 |
1.03 |
9.6% |
34.09 |
ATR |
13.34 |
13.23 |
-0.11 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
780.75 |
772.98 |
748.12 |
|
R3 |
768.97 |
761.20 |
744.88 |
|
R2 |
757.19 |
757.19 |
743.80 |
|
R1 |
749.42 |
749.42 |
742.72 |
747.42 |
PP |
745.41 |
745.41 |
745.41 |
744.41 |
S1 |
737.64 |
737.64 |
740.56 |
735.64 |
S2 |
733.63 |
733.63 |
739.48 |
|
S3 |
721.85 |
725.86 |
738.40 |
|
S4 |
710.07 |
714.08 |
735.16 |
|
|
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 |
760.05 |
730.55 |
29.50 |
4.0% |
13.88 |
1.9% |
38% |
False |
False |
|
10 |
786.75 |
730.55 |
56.20 |
7.6% |
14.41 |
1.9% |
20% |
False |
False |
|
20 |
786.75 |
727.14 |
59.61 |
8.0% |
13.45 |
1.8% |
24% |
False |
False |
|
40 |
786.75 |
650.48 |
136.27 |
18.4% |
13.06 |
1.8% |
67% |
False |
False |
|
60 |
786.75 |
650.48 |
136.27 |
18.4% |
11.86 |
1.6% |
67% |
False |
False |
|
80 |
786.75 |
572.79 |
213.96 |
28.8% |
13.70 |
1.8% |
79% |
False |
False |
|
100 |
786.75 |
572.79 |
213.96 |
28.8% |
13.30 |
1.8% |
79% |
False |
False |
|
120 |
786.75 |
572.79 |
213.96 |
28.8% |
12.64 |
1.7% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
803.26 |
2.618 |
784.03 |
1.618 |
772.25 |
1.000 |
764.97 |
0.618 |
760.47 |
HIGH |
753.19 |
0.618 |
748.69 |
0.500 |
747.30 |
0.382 |
745.91 |
LOW |
741.41 |
0.618 |
734.13 |
1.000 |
729.63 |
1.618 |
722.35 |
2.618 |
710.57 |
4.250 |
691.35 |
|
|
Fisher Pivots for day following 28-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
747.30 |
750.73 |
PP |
745.41 |
747.70 |
S1 |
743.53 |
744.67 |
|