| Trading Metrics calculated at close of trading on 03-Oct-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-1995 |
03-Oct-1995 |
Change |
Change % |
Previous Week |
| Open |
585.08 |
573.87 |
-11.21 |
-1.9% |
592.64 |
| High |
587.90 |
575.80 |
-12.10 |
-2.1% |
599.31 |
| Low |
573.17 |
564.11 |
-9.06 |
-1.6% |
558.17 |
| Close |
573.87 |
573.16 |
-0.71 |
-0.1% |
585.08 |
| Range |
14.73 |
11.69 |
-3.04 |
-20.6% |
41.14 |
| ATR |
12.37 |
12.32 |
-0.05 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Oct-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
606.09 |
601.32 |
579.59 |
|
| R3 |
594.40 |
589.63 |
576.37 |
|
| R2 |
582.71 |
582.71 |
575.30 |
|
| R1 |
577.94 |
577.94 |
574.23 |
574.48 |
| PP |
571.02 |
571.02 |
571.02 |
569.30 |
| S1 |
566.25 |
566.25 |
572.09 |
562.79 |
| S2 |
559.33 |
559.33 |
571.02 |
|
| S3 |
547.64 |
554.56 |
569.95 |
|
| S4 |
535.95 |
542.87 |
566.73 |
|
|
| Weekly Pivots for week ending 29-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
704.27 |
685.82 |
607.71 |
|
| R3 |
663.13 |
644.68 |
596.39 |
|
| R2 |
621.99 |
621.99 |
592.62 |
|
| R1 |
603.54 |
603.54 |
588.85 |
592.20 |
| PP |
580.85 |
580.85 |
580.85 |
575.18 |
| S1 |
562.40 |
562.40 |
581.31 |
551.06 |
| S2 |
539.71 |
539.71 |
577.54 |
|
| S3 |
498.57 |
521.26 |
573.77 |
|
| S4 |
457.43 |
480.12 |
562.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
599.31 |
558.17 |
41.14 |
7.2% |
16.51 |
2.9% |
36% |
False |
False |
|
| 10 |
608.21 |
558.17 |
50.04 |
8.7% |
13.29 |
2.3% |
30% |
False |
False |
|
| 20 |
613.78 |
558.17 |
55.61 |
9.7% |
11.38 |
2.0% |
27% |
False |
False |
|
| 40 |
613.78 |
549.12 |
64.66 |
11.3% |
10.85 |
1.9% |
37% |
False |
False |
|
| 60 |
613.78 |
530.40 |
83.38 |
14.5% |
11.49 |
2.0% |
51% |
False |
False |
|
| 80 |
613.78 |
499.41 |
114.37 |
20.0% |
10.71 |
1.9% |
64% |
False |
False |
|
| 100 |
613.78 |
474.40 |
139.38 |
24.3% |
10.22 |
1.8% |
71% |
False |
False |
|
| 120 |
613.78 |
442.86 |
170.92 |
29.8% |
9.72 |
1.7% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
625.48 |
|
2.618 |
606.40 |
|
1.618 |
594.71 |
|
1.000 |
587.49 |
|
0.618 |
583.02 |
|
HIGH |
575.80 |
|
0.618 |
571.33 |
|
0.500 |
569.96 |
|
0.382 |
568.58 |
|
LOW |
564.11 |
|
0.618 |
556.89 |
|
1.000 |
552.42 |
|
1.618 |
545.20 |
|
2.618 |
533.51 |
|
4.250 |
514.43 |
|
|
| Fisher Pivots for day following 03-Oct-1995 |
| Pivot |
1 day |
3 day |
| R1 |
572.09 |
581.71 |
| PP |
571.02 |
578.86 |
| S1 |
569.96 |
576.01 |
|