| Trading Metrics calculated at close of trading on 27-Sep-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-1995 |
27-Sep-1995 |
Change |
Change % |
Previous Week |
| Open |
587.93 |
580.70 |
-7.23 |
-1.2% |
589.01 |
| High |
595.83 |
580.70 |
-15.13 |
-2.5% |
608.21 |
| Low |
580.73 |
558.17 |
-22.56 |
-3.9% |
581.79 |
| Close |
580.77 |
576.22 |
-4.55 |
-0.8% |
592.64 |
| Range |
15.10 |
22.53 |
7.43 |
49.2% |
26.42 |
| ATR |
10.61 |
11.47 |
0.86 |
8.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
639.29 |
630.28 |
588.61 |
|
| R3 |
616.76 |
607.75 |
582.42 |
|
| R2 |
594.23 |
594.23 |
580.35 |
|
| R1 |
585.22 |
585.22 |
578.29 |
578.46 |
| PP |
571.70 |
571.70 |
571.70 |
568.32 |
| S1 |
562.69 |
562.69 |
574.15 |
555.93 |
| S2 |
549.17 |
549.17 |
572.09 |
|
| S3 |
526.64 |
540.16 |
570.02 |
|
| S4 |
504.11 |
517.63 |
563.83 |
|
|
| 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 |
603.19 |
558.17 |
45.02 |
7.8% |
13.13 |
2.3% |
40% |
False |
True |
|
| 10 |
610.00 |
558.17 |
51.83 |
9.0% |
11.89 |
2.1% |
35% |
False |
True |
|
| 20 |
613.78 |
558.17 |
55.61 |
9.7% |
10.66 |
1.8% |
32% |
False |
True |
|
| 40 |
613.78 |
541.64 |
72.14 |
12.5% |
10.45 |
1.8% |
48% |
False |
False |
|
| 60 |
613.78 |
530.40 |
83.38 |
14.5% |
11.15 |
1.9% |
55% |
False |
False |
|
| 80 |
613.78 |
493.58 |
120.20 |
20.9% |
10.27 |
1.8% |
69% |
False |
False |
|
| 100 |
613.78 |
469.71 |
144.07 |
25.0% |
9.95 |
1.7% |
74% |
False |
False |
|
| 120 |
613.78 |
439.29 |
174.49 |
30.3% |
9.40 |
1.6% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
676.45 |
|
2.618 |
639.68 |
|
1.618 |
617.15 |
|
1.000 |
603.23 |
|
0.618 |
594.62 |
|
HIGH |
580.70 |
|
0.618 |
572.09 |
|
0.500 |
569.44 |
|
0.382 |
566.78 |
|
LOW |
558.17 |
|
0.618 |
544.25 |
|
1.000 |
535.64 |
|
1.618 |
521.72 |
|
2.618 |
499.19 |
|
4.250 |
462.42 |
|
|
| Fisher Pivots for day following 27-Sep-1995 |
| Pivot |
1 day |
3 day |
| R1 |
573.96 |
577.00 |
| PP |
571.70 |
576.74 |
| S1 |
569.44 |
576.48 |
|