| Trading Metrics calculated at close of trading on 22-Sep-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-1995 |
22-Sep-1995 |
Change |
Change % |
Previous Week |
| Open |
603.19 |
594.85 |
-8.34 |
-1.4% |
589.01 |
| High |
603.19 |
594.85 |
-8.34 |
-1.4% |
608.21 |
| Low |
593.34 |
586.84 |
-6.50 |
-1.1% |
581.79 |
| Close |
594.85 |
592.64 |
-2.21 |
-0.4% |
592.64 |
| Range |
9.85 |
8.01 |
-1.84 |
-18.7% |
26.42 |
| ATR |
10.45 |
10.27 |
-0.17 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
615.47 |
612.07 |
597.05 |
|
| R3 |
607.46 |
604.06 |
594.84 |
|
| R2 |
599.45 |
599.45 |
594.11 |
|
| R1 |
596.05 |
596.05 |
593.37 |
593.75 |
| PP |
591.44 |
591.44 |
591.44 |
590.29 |
| S1 |
588.04 |
588.04 |
591.91 |
585.74 |
| S2 |
583.43 |
583.43 |
591.17 |
|
| S3 |
575.42 |
580.03 |
590.44 |
|
| S4 |
567.41 |
572.02 |
588.23 |
|
|
| Weekly Pivots for week ending 22-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673.47 |
659.48 |
607.17 |
|
| R3 |
647.05 |
633.06 |
599.91 |
|
| R2 |
620.63 |
620.63 |
597.48 |
|
| R1 |
606.64 |
606.64 |
595.06 |
613.64 |
| PP |
594.21 |
594.21 |
594.21 |
597.71 |
| S1 |
580.22 |
580.22 |
590.22 |
587.22 |
| S2 |
567.79 |
567.79 |
587.80 |
|
| S3 |
541.37 |
553.80 |
585.37 |
|
| S4 |
514.95 |
527.38 |
578.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
608.21 |
581.79 |
26.42 |
4.5% |
9.40 |
1.6% |
41% |
False |
False |
|
| 10 |
613.78 |
581.79 |
31.99 |
5.4% |
9.48 |
1.6% |
34% |
False |
False |
|
| 20 |
613.78 |
549.12 |
64.66 |
10.9% |
10.18 |
1.7% |
67% |
False |
False |
|
| 40 |
613.78 |
541.64 |
72.14 |
12.2% |
10.21 |
1.7% |
71% |
False |
False |
|
| 60 |
613.78 |
529.85 |
83.93 |
14.2% |
10.63 |
1.8% |
75% |
False |
False |
|
| 80 |
613.78 |
486.07 |
127.71 |
21.5% |
10.00 |
1.7% |
83% |
False |
False |
|
| 100 |
613.78 |
465.38 |
148.40 |
25.0% |
9.75 |
1.6% |
86% |
False |
False |
|
| 120 |
613.78 |
438.38 |
175.40 |
29.6% |
9.18 |
1.5% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
628.89 |
|
2.618 |
615.82 |
|
1.618 |
607.81 |
|
1.000 |
602.86 |
|
0.618 |
599.80 |
|
HIGH |
594.85 |
|
0.618 |
591.79 |
|
0.500 |
590.85 |
|
0.382 |
589.90 |
|
LOW |
586.84 |
|
0.618 |
581.89 |
|
1.000 |
578.83 |
|
1.618 |
573.88 |
|
2.618 |
565.87 |
|
4.250 |
552.80 |
|
|
| Fisher Pivots for day following 22-Sep-1995 |
| Pivot |
1 day |
3 day |
| R1 |
592.04 |
597.53 |
| PP |
591.44 |
595.90 |
| S1 |
590.85 |
594.27 |
|