Trading Metrics calculated at close of trading on 31-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-1996 |
31-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
731.21 |
736.36 |
5.15 |
0.7% |
756.83 |
High |
738.73 |
752.63 |
13.90 |
1.9% |
764.64 |
Low |
731.21 |
736.36 |
5.15 |
0.7% |
730.55 |
Close |
736.36 |
751.99 |
15.63 |
2.1% |
743.55 |
Range |
7.52 |
16.27 |
8.75 |
116.4% |
34.09 |
ATR |
13.18 |
13.40 |
0.22 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
795.80 |
790.17 |
760.94 |
|
R3 |
779.53 |
773.90 |
756.46 |
|
R2 |
763.26 |
763.26 |
754.97 |
|
R1 |
757.63 |
757.63 |
753.48 |
760.45 |
PP |
746.99 |
746.99 |
746.99 |
748.40 |
S1 |
741.36 |
741.36 |
750.50 |
744.18 |
S2 |
730.72 |
730.72 |
749.01 |
|
S3 |
714.45 |
725.09 |
747.52 |
|
S4 |
698.18 |
708.82 |
743.04 |
|
|
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 |
754.10 |
730.45 |
23.65 |
3.1% |
12.98 |
1.7% |
91% |
False |
False |
|
10 |
764.64 |
730.45 |
34.19 |
4.5% |
14.02 |
1.9% |
63% |
False |
False |
|
20 |
786.75 |
730.45 |
56.30 |
7.5% |
13.72 |
1.8% |
38% |
False |
False |
|
40 |
786.75 |
652.32 |
134.43 |
17.9% |
13.07 |
1.7% |
74% |
False |
False |
|
60 |
786.75 |
650.48 |
136.27 |
18.1% |
11.89 |
1.6% |
74% |
False |
False |
|
80 |
786.75 |
572.79 |
213.96 |
28.5% |
13.86 |
1.8% |
84% |
False |
False |
|
100 |
786.75 |
572.79 |
213.96 |
28.5% |
13.41 |
1.8% |
84% |
False |
False |
|
120 |
786.75 |
572.79 |
213.96 |
28.5% |
12.73 |
1.7% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
821.78 |
2.618 |
795.22 |
1.618 |
778.95 |
1.000 |
768.90 |
0.618 |
762.68 |
HIGH |
752.63 |
0.618 |
746.41 |
0.500 |
744.50 |
0.382 |
742.58 |
LOW |
736.36 |
0.618 |
726.31 |
1.000 |
720.09 |
1.618 |
710.04 |
2.618 |
693.77 |
4.250 |
667.21 |
|
|
Fisher Pivots for day following 31-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
749.49 |
748.51 |
PP |
746.99 |
745.02 |
S1 |
744.50 |
741.54 |
|