Trading Metrics calculated at close of trading on 29-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-1996 |
29-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
743.55 |
741.64 |
-1.91 |
-0.3% |
756.83 |
High |
753.19 |
749.04 |
-4.15 |
-0.6% |
764.64 |
Low |
741.41 |
730.45 |
-10.96 |
-1.5% |
730.55 |
Close |
741.64 |
731.21 |
-10.43 |
-1.4% |
743.55 |
Range |
11.78 |
18.59 |
6.81 |
57.8% |
34.09 |
ATR |
13.23 |
13.62 |
0.38 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
792.67 |
780.53 |
741.43 |
|
R3 |
774.08 |
761.94 |
736.32 |
|
R2 |
755.49 |
755.49 |
734.62 |
|
R1 |
743.35 |
743.35 |
732.91 |
740.13 |
PP |
736.90 |
736.90 |
736.90 |
735.29 |
S1 |
724.76 |
724.76 |
729.51 |
721.54 |
S2 |
718.31 |
718.31 |
727.80 |
|
S3 |
699.72 |
706.17 |
726.10 |
|
S4 |
681.13 |
687.58 |
720.99 |
|
|
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 |
730.45 |
29.60 |
4.0% |
14.37 |
2.0% |
3% |
False |
True |
|
10 |
775.08 |
730.45 |
44.63 |
6.1% |
14.63 |
2.0% |
2% |
False |
True |
|
20 |
786.75 |
730.45 |
56.30 |
7.7% |
13.74 |
1.9% |
1% |
False |
True |
|
40 |
786.75 |
652.29 |
134.46 |
18.4% |
13.05 |
1.8% |
59% |
False |
False |
|
60 |
786.75 |
650.48 |
136.27 |
18.6% |
12.00 |
1.6% |
59% |
False |
False |
|
80 |
786.75 |
572.79 |
213.96 |
29.3% |
13.81 |
1.9% |
74% |
False |
False |
|
100 |
786.75 |
572.79 |
213.96 |
29.3% |
13.30 |
1.8% |
74% |
False |
False |
|
120 |
786.75 |
572.79 |
213.96 |
29.3% |
12.75 |
1.7% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
828.05 |
2.618 |
797.71 |
1.618 |
779.12 |
1.000 |
767.63 |
0.618 |
760.53 |
HIGH |
749.04 |
0.618 |
741.94 |
0.500 |
739.75 |
0.382 |
737.55 |
LOW |
730.45 |
0.618 |
718.96 |
1.000 |
711.86 |
1.618 |
700.37 |
2.618 |
681.78 |
4.250 |
651.44 |
|
|
Fisher Pivots for day following 29-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
739.75 |
742.28 |
PP |
736.90 |
738.59 |
S1 |
734.06 |
734.90 |
|