| Trading Metrics calculated at close of trading on 15-Sep-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-1995 |
15-Sep-1995 |
Change |
Change % |
Previous Week |
| Open |
578.77 |
583.61 |
4.84 |
0.8% |
572.68 |
| High |
583.98 |
585.07 |
1.09 |
0.2% |
585.07 |
| Low |
578.77 |
581.79 |
3.02 |
0.5% |
572.68 |
| Close |
583.61 |
583.35 |
-0.26 |
0.0% |
583.35 |
| Range |
5.21 |
3.28 |
-1.93 |
-37.0% |
12.39 |
| ATR |
3.63 |
3.61 |
-0.03 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
593.24 |
591.58 |
585.15 |
|
| R3 |
589.96 |
588.30 |
584.25 |
|
| R2 |
586.68 |
586.68 |
583.95 |
|
| R1 |
585.02 |
585.02 |
583.65 |
584.21 |
| PP |
583.40 |
583.40 |
583.40 |
583.00 |
| S1 |
581.74 |
581.74 |
583.05 |
580.93 |
| S2 |
580.12 |
580.12 |
582.75 |
|
| S3 |
576.84 |
578.46 |
582.45 |
|
| S4 |
573.56 |
575.18 |
581.55 |
|
|
| Weekly Pivots for week ending 15-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
617.54 |
612.83 |
590.16 |
|
| R3 |
605.15 |
600.44 |
586.76 |
|
| R2 |
592.76 |
592.76 |
585.62 |
|
| R1 |
588.05 |
588.05 |
584.49 |
590.41 |
| PP |
580.37 |
580.37 |
580.37 |
581.54 |
| S1 |
575.66 |
575.66 |
582.21 |
578.02 |
| S2 |
567.98 |
567.98 |
581.08 |
|
| S3 |
555.59 |
563.27 |
579.94 |
|
| S4 |
543.20 |
550.88 |
576.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
585.07 |
572.68 |
12.39 |
2.1% |
3.72 |
0.6% |
86% |
True |
False |
|
| 10 |
585.07 |
561.01 |
24.06 |
4.1% |
3.44 |
0.6% |
93% |
True |
False |
|
| 20 |
585.07 |
555.20 |
29.87 |
5.1% |
3.42 |
0.6% |
94% |
True |
False |
|
| 40 |
585.07 |
550.91 |
34.16 |
5.9% |
3.73 |
0.6% |
95% |
True |
False |
|
| 60 |
585.07 |
540.72 |
44.35 |
7.6% |
4.19 |
0.7% |
96% |
True |
False |
|
| 80 |
585.07 |
521.38 |
63.69 |
10.9% |
4.27 |
0.7% |
97% |
True |
False |
|
| 100 |
585.07 |
510.47 |
74.60 |
12.8% |
4.17 |
0.7% |
98% |
True |
False |
|
| 120 |
585.07 |
495.70 |
89.37 |
15.3% |
4.07 |
0.7% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
599.01 |
|
2.618 |
593.66 |
|
1.618 |
590.38 |
|
1.000 |
588.35 |
|
0.618 |
587.10 |
|
HIGH |
585.07 |
|
0.618 |
583.82 |
|
0.500 |
583.43 |
|
0.382 |
583.04 |
|
LOW |
581.79 |
|
0.618 |
579.76 |
|
1.000 |
578.51 |
|
1.618 |
576.48 |
|
2.618 |
573.20 |
|
4.250 |
567.85 |
|
|
| Fisher Pivots for day following 15-Sep-1995 |
| Pivot |
1 day |
3 day |
| R1 |
583.43 |
582.32 |
| PP |
583.40 |
581.30 |
| S1 |
583.38 |
580.27 |
|