| Trading Metrics calculated at close of trading on 12-Sep-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-1995 |
12-Sep-1995 |
Change |
Change % |
Previous Week |
| Open |
604.27 |
610.08 |
5.81 |
1.0% |
573.21 |
| High |
612.56 |
613.78 |
1.22 |
0.2% |
604.39 |
| Low |
604.27 |
605.99 |
1.72 |
0.3% |
573.21 |
| Close |
609.75 |
605.99 |
-3.76 |
-0.6% |
604.27 |
| Range |
8.29 |
7.79 |
-0.50 |
-6.0% |
31.18 |
| ATR |
10.89 |
10.67 |
-0.22 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
631.96 |
626.76 |
610.27 |
|
| R3 |
624.17 |
618.97 |
608.13 |
|
| R2 |
616.38 |
616.38 |
607.42 |
|
| R1 |
611.18 |
611.18 |
606.70 |
609.89 |
| PP |
608.59 |
608.59 |
608.59 |
607.94 |
| S1 |
603.39 |
603.39 |
605.28 |
602.10 |
| S2 |
600.80 |
600.80 |
604.56 |
|
| S3 |
593.01 |
595.60 |
603.85 |
|
| S4 |
585.22 |
587.81 |
601.71 |
|
|
| Weekly Pivots for week ending 08-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
687.50 |
677.06 |
621.42 |
|
| R3 |
656.32 |
645.88 |
612.84 |
|
| R2 |
625.14 |
625.14 |
609.99 |
|
| R1 |
614.70 |
614.70 |
607.13 |
619.92 |
| PP |
593.96 |
593.96 |
593.96 |
596.57 |
| S1 |
583.52 |
583.52 |
601.41 |
588.74 |
| S2 |
562.78 |
562.78 |
598.55 |
|
| S3 |
531.60 |
552.34 |
595.70 |
|
| S4 |
500.42 |
521.16 |
587.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
613.78 |
593.90 |
19.88 |
3.3% |
8.19 |
1.4% |
61% |
True |
False |
|
| 10 |
613.78 |
549.12 |
64.66 |
10.7% |
10.43 |
1.7% |
88% |
True |
False |
|
| 20 |
613.78 |
549.12 |
64.66 |
10.7% |
10.52 |
1.7% |
88% |
True |
False |
|
| 40 |
613.78 |
530.40 |
83.38 |
13.8% |
11.12 |
1.8% |
91% |
True |
False |
|
| 60 |
613.78 |
517.55 |
96.23 |
15.9% |
10.69 |
1.8% |
92% |
True |
False |
|
| 80 |
613.78 |
474.40 |
139.38 |
23.0% |
9.97 |
1.6% |
94% |
True |
False |
|
| 100 |
613.78 |
448.93 |
164.85 |
27.2% |
9.41 |
1.6% |
95% |
True |
False |
|
| 120 |
613.78 |
438.38 |
175.40 |
28.9% |
9.03 |
1.5% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
646.89 |
|
2.618 |
634.17 |
|
1.618 |
626.38 |
|
1.000 |
621.57 |
|
0.618 |
618.59 |
|
HIGH |
613.78 |
|
0.618 |
610.80 |
|
0.500 |
609.89 |
|
0.382 |
608.97 |
|
LOW |
605.99 |
|
0.618 |
601.18 |
|
1.000 |
598.20 |
|
1.618 |
593.39 |
|
2.618 |
585.60 |
|
4.250 |
572.88 |
|
|
| Fisher Pivots for day following 12-Sep-1995 |
| Pivot |
1 day |
3 day |
| R1 |
609.89 |
605.27 |
| PP |
608.59 |
604.56 |
| S1 |
607.29 |
603.84 |
|