| Trading Metrics calculated at close of trading on 13-Sep-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-1995 |
13-Sep-1995 |
Change |
Change % |
Previous Week |
| Open |
573.95 |
576.51 |
2.56 |
0.4% |
563.86 |
| High |
576.51 |
579.72 |
3.21 |
0.6% |
572.68 |
| Low |
573.11 |
575.47 |
2.36 |
0.4% |
563.84 |
| Close |
576.51 |
578.77 |
2.26 |
0.4% |
572.68 |
| Range |
3.40 |
4.25 |
0.85 |
25.0% |
8.84 |
| ATR |
3.45 |
3.51 |
0.06 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
590.74 |
589.00 |
581.11 |
|
| R3 |
586.49 |
584.75 |
579.94 |
|
| R2 |
582.24 |
582.24 |
579.55 |
|
| R1 |
580.50 |
580.50 |
579.16 |
581.37 |
| PP |
577.99 |
577.99 |
577.99 |
578.42 |
| S1 |
576.25 |
576.25 |
578.38 |
577.12 |
| S2 |
573.74 |
573.74 |
577.99 |
|
| S3 |
569.49 |
572.00 |
577.60 |
|
| S4 |
565.24 |
567.75 |
576.43 |
|
|
| Weekly Pivots for week ending 08-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
596.25 |
593.31 |
577.54 |
|
| R3 |
587.41 |
584.47 |
575.11 |
|
| R2 |
578.57 |
578.57 |
574.30 |
|
| R1 |
575.63 |
575.63 |
573.49 |
577.10 |
| PP |
569.73 |
569.73 |
569.73 |
570.47 |
| S1 |
566.79 |
566.79 |
571.87 |
568.26 |
| S2 |
560.89 |
560.89 |
571.06 |
|
| S3 |
552.05 |
557.95 |
570.25 |
|
| S4 |
543.21 |
549.11 |
567.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
579.72 |
569.23 |
10.49 |
1.8% |
3.08 |
0.5% |
91% |
True |
False |
|
| 10 |
579.72 |
559.49 |
20.23 |
3.5% |
2.98 |
0.5% |
95% |
True |
False |
|
| 20 |
579.72 |
555.20 |
24.52 |
4.2% |
3.26 |
0.6% |
96% |
True |
False |
|
| 40 |
579.72 |
542.51 |
37.21 |
6.4% |
4.05 |
0.7% |
97% |
True |
False |
|
| 60 |
579.72 |
540.72 |
39.00 |
6.7% |
4.11 |
0.7% |
98% |
True |
False |
|
| 80 |
579.72 |
519.19 |
60.53 |
10.5% |
4.29 |
0.7% |
98% |
True |
False |
|
| 100 |
579.72 |
507.44 |
72.28 |
12.5% |
4.17 |
0.7% |
99% |
True |
False |
|
| 120 |
579.72 |
495.70 |
84.02 |
14.5% |
4.06 |
0.7% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
597.78 |
|
2.618 |
590.85 |
|
1.618 |
586.60 |
|
1.000 |
583.97 |
|
0.618 |
582.35 |
|
HIGH |
579.72 |
|
0.618 |
578.10 |
|
0.500 |
577.60 |
|
0.382 |
577.09 |
|
LOW |
575.47 |
|
0.618 |
572.84 |
|
1.000 |
571.22 |
|
1.618 |
568.59 |
|
2.618 |
564.34 |
|
4.250 |
557.41 |
|
|
| Fisher Pivots for day following 13-Sep-1995 |
| Pivot |
1 day |
3 day |
| R1 |
578.38 |
577.91 |
| PP |
577.99 |
577.06 |
| S1 |
577.60 |
576.20 |
|