| Trading Metrics calculated at close of trading on 19-Sep-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-1995 |
19-Sep-1995 |
Change |
Change % |
Previous Week |
| Open |
589.01 |
591.13 |
2.12 |
0.4% |
604.27 |
| High |
591.75 |
601.62 |
9.87 |
1.7% |
613.78 |
| Low |
581.79 |
589.63 |
7.84 |
1.3% |
586.27 |
| Close |
591.13 |
601.02 |
9.89 |
1.7% |
589.01 |
| Range |
9.96 |
11.99 |
2.03 |
20.4% |
27.51 |
| ATR |
10.65 |
10.75 |
0.10 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
633.39 |
629.20 |
607.61 |
|
| R3 |
621.40 |
617.21 |
604.32 |
|
| R2 |
609.41 |
609.41 |
603.22 |
|
| R1 |
605.22 |
605.22 |
602.12 |
607.32 |
| PP |
597.42 |
597.42 |
597.42 |
598.47 |
| S1 |
593.23 |
593.23 |
599.92 |
595.33 |
| S2 |
585.43 |
585.43 |
598.82 |
|
| S3 |
573.44 |
581.24 |
597.72 |
|
| S4 |
561.45 |
569.25 |
594.43 |
|
|
| Weekly Pivots for week ending 15-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
678.88 |
661.46 |
604.14 |
|
| R3 |
651.37 |
633.95 |
596.58 |
|
| R2 |
623.86 |
623.86 |
594.05 |
|
| R1 |
606.44 |
606.44 |
591.53 |
601.40 |
| PP |
596.35 |
596.35 |
596.35 |
593.83 |
| S1 |
578.93 |
578.93 |
586.49 |
573.89 |
| S2 |
568.84 |
568.84 |
583.97 |
|
| S3 |
541.33 |
551.42 |
581.44 |
|
| S4 |
513.82 |
523.91 |
573.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
611.05 |
581.79 |
29.26 |
4.9% |
10.74 |
1.8% |
66% |
False |
False |
|
| 10 |
613.78 |
581.79 |
31.99 |
5.3% |
9.47 |
1.6% |
60% |
False |
False |
|
| 20 |
613.78 |
549.12 |
64.66 |
10.8% |
10.43 |
1.7% |
80% |
False |
False |
|
| 40 |
613.78 |
541.64 |
72.14 |
12.0% |
10.36 |
1.7% |
82% |
False |
False |
|
| 60 |
613.78 |
522.09 |
91.69 |
15.3% |
10.80 |
1.8% |
86% |
False |
False |
|
| 80 |
613.78 |
474.40 |
139.38 |
23.2% |
10.16 |
1.7% |
91% |
False |
False |
|
| 100 |
613.78 |
463.43 |
150.35 |
25.0% |
9.67 |
1.6% |
92% |
False |
False |
|
| 120 |
613.78 |
438.38 |
175.40 |
29.2% |
9.20 |
1.5% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
652.58 |
|
2.618 |
633.01 |
|
1.618 |
621.02 |
|
1.000 |
613.61 |
|
0.618 |
609.03 |
|
HIGH |
601.62 |
|
0.618 |
597.04 |
|
0.500 |
595.63 |
|
0.382 |
594.21 |
|
LOW |
589.63 |
|
0.618 |
582.22 |
|
1.000 |
577.64 |
|
1.618 |
570.23 |
|
2.618 |
558.24 |
|
4.250 |
538.67 |
|
|
| Fisher Pivots for day following 19-Sep-1995 |
| Pivot |
1 day |
3 day |
| R1 |
599.22 |
598.33 |
| PP |
597.42 |
595.64 |
| S1 |
595.63 |
592.96 |
|