| Trading Metrics calculated at close of trading on 20-Oct-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-1995 |
20-Oct-1995 |
Change |
Change % |
Previous Week |
| Open |
597.97 |
601.26 |
3.29 |
0.6% |
570.01 |
| High |
602.60 |
601.77 |
-0.83 |
-0.1% |
605.18 |
| Low |
591.00 |
590.13 |
-0.87 |
-0.1% |
567.01 |
| Close |
601.26 |
591.88 |
-9.38 |
-1.6% |
591.88 |
| Range |
11.60 |
11.64 |
0.04 |
0.3% |
38.17 |
| ATR |
13.76 |
13.61 |
-0.15 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Oct-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
629.51 |
622.34 |
598.28 |
|
| R3 |
617.87 |
610.70 |
595.08 |
|
| R2 |
606.23 |
606.23 |
594.01 |
|
| R1 |
599.06 |
599.06 |
592.95 |
596.83 |
| PP |
594.59 |
594.59 |
594.59 |
593.48 |
| S1 |
587.42 |
587.42 |
590.81 |
585.19 |
| S2 |
582.95 |
582.95 |
589.75 |
|
| S3 |
571.31 |
575.78 |
588.68 |
|
| S4 |
559.67 |
564.14 |
585.48 |
|
|
| Weekly Pivots for week ending 20-Oct-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
702.53 |
685.38 |
612.87 |
|
| R3 |
664.36 |
647.21 |
602.38 |
|
| R2 |
626.19 |
626.19 |
598.88 |
|
| R1 |
609.04 |
609.04 |
595.38 |
617.62 |
| PP |
588.02 |
588.02 |
588.02 |
592.31 |
| S1 |
570.87 |
570.87 |
588.38 |
579.45 |
| S2 |
549.85 |
549.85 |
584.88 |
|
| S3 |
511.68 |
532.70 |
581.38 |
|
| S4 |
473.51 |
494.53 |
570.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
605.18 |
567.01 |
38.17 |
6.4% |
13.20 |
2.2% |
65% |
False |
False |
|
| 10 |
605.18 |
527.89 |
77.29 |
13.1% |
14.67 |
2.5% |
83% |
False |
False |
|
| 20 |
605.18 |
527.89 |
77.29 |
13.1% |
15.03 |
2.5% |
83% |
False |
False |
|
| 40 |
613.78 |
527.89 |
85.89 |
14.5% |
12.60 |
2.1% |
75% |
False |
False |
|
| 60 |
613.78 |
527.89 |
85.89 |
14.5% |
11.82 |
2.0% |
75% |
False |
False |
|
| 80 |
613.78 |
527.89 |
85.89 |
14.5% |
11.73 |
2.0% |
75% |
False |
False |
|
| 100 |
613.78 |
486.07 |
127.71 |
21.6% |
11.01 |
1.9% |
83% |
False |
False |
|
| 120 |
613.78 |
465.38 |
148.40 |
25.1% |
10.63 |
1.8% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
651.24 |
|
2.618 |
632.24 |
|
1.618 |
620.60 |
|
1.000 |
613.41 |
|
0.618 |
608.96 |
|
HIGH |
601.77 |
|
0.618 |
597.32 |
|
0.500 |
595.95 |
|
0.382 |
594.58 |
|
LOW |
590.13 |
|
0.618 |
582.94 |
|
1.000 |
578.49 |
|
1.618 |
571.30 |
|
2.618 |
559.66 |
|
4.250 |
540.66 |
|
|
| Fisher Pivots for day following 20-Oct-1995 |
| Pivot |
1 day |
3 day |
| R1 |
595.95 |
597.31 |
| PP |
594.59 |
595.50 |
| S1 |
593.24 |
593.69 |
|