Trading Metrics calculated at close of trading on 24-Jun-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-1996 |
24-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
662.56 |
666.84 |
4.28 |
0.6% |
665.94 |
High |
666.84 |
671.07 |
4.23 |
0.6% |
668.27 |
Low |
662.10 |
666.84 |
4.74 |
0.7% |
658.75 |
Close |
666.84 |
668.85 |
2.01 |
0.3% |
666.84 |
Range |
4.74 |
4.23 |
-0.51 |
-10.8% |
9.52 |
ATR |
5.77 |
5.66 |
-0.11 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
681.61 |
679.46 |
671.18 |
|
R3 |
677.38 |
675.23 |
670.01 |
|
R2 |
673.15 |
673.15 |
669.63 |
|
R1 |
671.00 |
671.00 |
669.24 |
672.08 |
PP |
668.92 |
668.92 |
668.92 |
669.46 |
S1 |
666.77 |
666.77 |
668.46 |
667.85 |
S2 |
664.69 |
664.69 |
668.07 |
|
S3 |
660.46 |
662.54 |
667.69 |
|
S4 |
656.23 |
658.31 |
666.52 |
|
|
Weekly Pivots for week ending 21-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
693.18 |
689.53 |
672.08 |
|
R3 |
683.66 |
680.01 |
669.46 |
|
R2 |
674.14 |
674.14 |
668.59 |
|
R1 |
670.49 |
670.49 |
667.71 |
672.32 |
PP |
664.62 |
664.62 |
664.62 |
665.53 |
S1 |
660.97 |
660.97 |
665.97 |
662.80 |
S2 |
655.10 |
655.10 |
665.09 |
|
S3 |
645.58 |
651.45 |
664.22 |
|
S4 |
636.06 |
641.93 |
661.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
671.07 |
658.75 |
12.32 |
1.8% |
4.92 |
0.7% |
82% |
True |
False |
|
10 |
676.72 |
658.75 |
17.97 |
2.7% |
4.96 |
0.7% |
56% |
False |
False |
|
20 |
680.32 |
658.75 |
21.57 |
3.2% |
5.89 |
0.9% |
47% |
False |
False |
|
40 |
681.10 |
630.07 |
51.03 |
7.6% |
6.18 |
0.9% |
76% |
False |
False |
|
60 |
681.10 |
624.14 |
56.96 |
8.5% |
6.18 |
0.9% |
78% |
False |
False |
|
80 |
681.10 |
624.14 |
56.96 |
8.5% |
6.52 |
1.0% |
78% |
False |
False |
|
100 |
681.10 |
624.14 |
56.96 |
8.5% |
6.68 |
1.0% |
78% |
False |
False |
|
120 |
681.10 |
597.29 |
83.81 |
12.5% |
6.55 |
1.0% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
689.05 |
2.618 |
682.14 |
1.618 |
677.91 |
1.000 |
675.30 |
0.618 |
673.68 |
HIGH |
671.07 |
0.618 |
669.45 |
0.500 |
668.96 |
0.382 |
668.46 |
LOW |
666.84 |
0.618 |
664.23 |
1.000 |
662.61 |
1.618 |
660.00 |
2.618 |
655.77 |
4.250 |
648.86 |
|
|
Fisher Pivots for day following 24-Jun-1996 |
Pivot |
1 day |
3 day |
R1 |
668.96 |
667.54 |
PP |
668.92 |
666.22 |
S1 |
668.89 |
664.91 |
|