| Trading Metrics calculated at close of trading on 30-Oct-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-1995 |
30-Oct-1995 |
Change |
Change % |
Previous Week |
| Open |
576.72 |
579.70 |
2.98 |
0.5% |
587.46 |
| High |
579.71 |
583.79 |
4.08 |
0.7% |
587.46 |
| Low |
573.21 |
579.70 |
6.49 |
1.1% |
572.53 |
| Close |
579.70 |
583.25 |
3.55 |
0.6% |
579.70 |
| Range |
6.50 |
4.09 |
-2.41 |
-37.1% |
14.93 |
| ATR |
4.75 |
4.70 |
-0.05 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Oct-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
594.52 |
592.97 |
585.50 |
|
| R3 |
590.43 |
588.88 |
584.37 |
|
| R2 |
586.34 |
586.34 |
584.00 |
|
| R1 |
584.79 |
584.79 |
583.62 |
585.57 |
| PP |
582.25 |
582.25 |
582.25 |
582.63 |
| S1 |
580.70 |
580.70 |
582.88 |
581.48 |
| S2 |
578.16 |
578.16 |
582.50 |
|
| S3 |
574.07 |
576.61 |
582.13 |
|
| S4 |
569.98 |
572.52 |
581.00 |
|
|
| Weekly Pivots for week ending 27-Oct-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
624.69 |
617.12 |
587.91 |
|
| R3 |
609.76 |
602.19 |
583.81 |
|
| R2 |
594.83 |
594.83 |
582.44 |
|
| R1 |
587.26 |
587.26 |
581.07 |
583.58 |
| PP |
579.90 |
579.90 |
579.90 |
578.06 |
| S1 |
572.33 |
572.33 |
578.33 |
568.65 |
| S2 |
564.97 |
564.97 |
576.96 |
|
| S3 |
550.04 |
557.40 |
575.59 |
|
| S4 |
535.11 |
542.47 |
571.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
587.31 |
572.53 |
14.78 |
2.5% |
5.79 |
1.0% |
73% |
False |
False |
|
| 10 |
590.66 |
572.53 |
18.13 |
3.1% |
4.92 |
0.8% |
59% |
False |
False |
|
| 20 |
590.66 |
571.55 |
19.11 |
3.3% |
4.70 |
0.8% |
61% |
False |
False |
|
| 40 |
590.66 |
563.84 |
26.82 |
4.6% |
4.30 |
0.7% |
72% |
False |
False |
|
| 60 |
590.66 |
553.08 |
37.58 |
6.4% |
4.04 |
0.7% |
80% |
False |
False |
|
| 80 |
590.66 |
542.51 |
48.15 |
8.3% |
4.25 |
0.7% |
85% |
False |
False |
|
| 100 |
590.66 |
526.08 |
64.58 |
11.1% |
4.26 |
0.7% |
89% |
False |
False |
|
| 120 |
590.66 |
517.07 |
73.59 |
12.6% |
4.31 |
0.7% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
601.17 |
|
2.618 |
594.50 |
|
1.618 |
590.41 |
|
1.000 |
587.88 |
|
0.618 |
586.32 |
|
HIGH |
583.79 |
|
0.618 |
582.23 |
|
0.500 |
581.75 |
|
0.382 |
581.26 |
|
LOW |
579.70 |
|
0.618 |
577.17 |
|
1.000 |
575.61 |
|
1.618 |
573.08 |
|
2.618 |
568.99 |
|
4.250 |
562.32 |
|
|
| Fisher Pivots for day following 30-Oct-1995 |
| Pivot |
1 day |
3 day |
| R1 |
582.75 |
581.55 |
| PP |
582.25 |
579.86 |
| S1 |
581.75 |
578.16 |
|