| Trading Metrics calculated at close of trading on 07-Feb-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-1996 |
07-Feb-1996 |
Change |
Change % |
Previous Week |
| Open |
641.43 |
646.33 |
4.90 |
0.8% |
621.62 |
| High |
646.67 |
649.93 |
3.26 |
0.5% |
639.26 |
| Low |
639.68 |
645.59 |
5.91 |
0.9% |
621.42 |
| Close |
646.33 |
649.93 |
3.60 |
0.6% |
635.84 |
| Range |
6.99 |
4.34 |
-2.65 |
-37.9% |
17.84 |
| ATR |
5.56 |
5.48 |
-0.09 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
661.50 |
660.06 |
652.32 |
|
| R3 |
657.16 |
655.72 |
651.12 |
|
| R2 |
652.82 |
652.82 |
650.73 |
|
| R1 |
651.38 |
651.38 |
650.33 |
652.10 |
| PP |
648.48 |
648.48 |
648.48 |
648.85 |
| S1 |
647.04 |
647.04 |
649.53 |
647.76 |
| S2 |
644.14 |
644.14 |
649.13 |
|
| S3 |
639.80 |
642.70 |
648.74 |
|
| S4 |
635.46 |
638.36 |
647.54 |
|
|
| Weekly Pivots for week ending 02-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
685.69 |
678.61 |
645.65 |
|
| R3 |
667.85 |
660.77 |
640.75 |
|
| R2 |
650.01 |
650.01 |
639.11 |
|
| R1 |
642.93 |
642.93 |
637.48 |
646.47 |
| PP |
632.17 |
632.17 |
632.17 |
633.95 |
| S1 |
625.09 |
625.09 |
634.20 |
628.63 |
| S2 |
614.33 |
614.33 |
632.57 |
|
| S3 |
596.49 |
607.25 |
630.93 |
|
| S4 |
578.65 |
589.41 |
626.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
649.93 |
633.71 |
16.22 |
2.5% |
5.59 |
0.9% |
100% |
True |
False |
|
| 10 |
649.93 |
615.26 |
34.67 |
5.3% |
5.35 |
0.8% |
100% |
True |
False |
|
| 20 |
649.93 |
597.46 |
52.47 |
8.1% |
5.42 |
0.8% |
100% |
True |
False |
|
| 40 |
649.93 |
597.29 |
52.64 |
8.1% |
5.52 |
0.8% |
100% |
True |
False |
|
| 60 |
649.93 |
588.36 |
61.57 |
9.5% |
4.97 |
0.8% |
100% |
True |
False |
|
| 80 |
649.93 |
572.53 |
77.40 |
11.9% |
4.79 |
0.7% |
100% |
True |
False |
|
| 100 |
649.93 |
571.55 |
78.38 |
12.1% |
4.73 |
0.7% |
100% |
True |
False |
|
| 120 |
649.93 |
555.20 |
94.73 |
14.6% |
4.51 |
0.7% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
668.38 |
|
2.618 |
661.29 |
|
1.618 |
656.95 |
|
1.000 |
654.27 |
|
0.618 |
652.61 |
|
HIGH |
649.93 |
|
0.618 |
648.27 |
|
0.500 |
647.76 |
|
0.382 |
647.25 |
|
LOW |
645.59 |
|
0.618 |
642.91 |
|
1.000 |
641.25 |
|
1.618 |
638.57 |
|
2.618 |
634.23 |
|
4.250 |
627.15 |
|
|
| Fisher Pivots for day following 07-Feb-1996 |
| Pivot |
1 day |
3 day |
| R1 |
649.21 |
647.23 |
| PP |
648.48 |
644.52 |
| S1 |
647.76 |
641.82 |
|