| Trading Metrics calculated at close of trading on 23-Oct-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-1995 |
23-Oct-1995 |
Change |
Change % |
Previous Week |
| Open |
590.65 |
587.46 |
-3.19 |
-0.5% |
584.50 |
| High |
590.65 |
587.46 |
-3.19 |
-0.5% |
590.66 |
| Low |
586.82 |
583.73 |
-3.09 |
-0.5% |
581.90 |
| Close |
587.46 |
585.06 |
-2.40 |
-0.4% |
587.46 |
| Range |
3.83 |
3.73 |
-0.10 |
-2.6% |
8.76 |
| ATR |
4.23 |
4.19 |
-0.04 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Oct-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
596.61 |
594.56 |
587.11 |
|
| R3 |
592.88 |
590.83 |
586.09 |
|
| R2 |
589.15 |
589.15 |
585.74 |
|
| R1 |
587.10 |
587.10 |
585.40 |
586.26 |
| PP |
585.42 |
585.42 |
585.42 |
585.00 |
| S1 |
583.37 |
583.37 |
584.72 |
582.53 |
| S2 |
581.69 |
581.69 |
584.38 |
|
| S3 |
577.96 |
579.64 |
584.03 |
|
| S4 |
574.23 |
575.91 |
583.01 |
|
|
| Weekly Pivots for week ending 20-Oct-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
612.95 |
608.97 |
592.28 |
|
| R3 |
604.19 |
600.21 |
589.87 |
|
| R2 |
595.43 |
595.43 |
589.07 |
|
| R1 |
591.45 |
591.45 |
588.26 |
593.44 |
| PP |
586.67 |
586.67 |
586.67 |
587.67 |
| S1 |
582.69 |
582.69 |
586.66 |
584.68 |
| S2 |
577.91 |
577.91 |
585.85 |
|
| S3 |
569.15 |
573.93 |
585.05 |
|
| S4 |
560.39 |
565.17 |
582.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
590.66 |
581.90 |
8.76 |
1.5% |
4.05 |
0.7% |
36% |
False |
False |
|
| 10 |
590.66 |
571.55 |
19.11 |
3.3% |
4.73 |
0.8% |
71% |
False |
False |
|
| 20 |
590.66 |
571.55 |
19.11 |
3.3% |
4.45 |
0.8% |
71% |
False |
False |
|
| 40 |
590.66 |
555.74 |
34.92 |
6.0% |
3.97 |
0.7% |
84% |
False |
False |
|
| 60 |
590.66 |
553.08 |
37.58 |
6.4% |
3.94 |
0.7% |
85% |
False |
False |
|
| 80 |
590.66 |
542.51 |
48.15 |
8.2% |
4.15 |
0.7% |
88% |
False |
False |
|
| 100 |
590.66 |
526.08 |
64.58 |
11.0% |
4.18 |
0.7% |
91% |
False |
False |
|
| 120 |
590.66 |
517.07 |
73.59 |
12.6% |
4.26 |
0.7% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
603.31 |
|
2.618 |
597.23 |
|
1.618 |
593.50 |
|
1.000 |
591.19 |
|
0.618 |
589.77 |
|
HIGH |
587.46 |
|
0.618 |
586.04 |
|
0.500 |
585.60 |
|
0.382 |
585.15 |
|
LOW |
583.73 |
|
0.618 |
581.42 |
|
1.000 |
580.00 |
|
1.618 |
577.69 |
|
2.618 |
573.96 |
|
4.250 |
567.88 |
|
|
| Fisher Pivots for day following 23-Oct-1995 |
| Pivot |
1 day |
3 day |
| R1 |
585.60 |
587.20 |
| PP |
585.42 |
586.48 |
| S1 |
585.24 |
585.77 |
|