| Trading Metrics calculated at close of trading on 23-Oct-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-1995 |
23-Oct-1995 |
Change |
Change % |
Previous Week |
| Open |
601.26 |
587.46 |
-13.80 |
-2.3% |
570.01 |
| High |
601.77 |
594.68 |
-7.09 |
-1.2% |
605.18 |
| Low |
590.13 |
586.01 |
-4.12 |
-0.7% |
567.01 |
| Close |
591.88 |
593.27 |
1.39 |
0.2% |
591.88 |
| Range |
11.64 |
8.67 |
-2.97 |
-25.5% |
38.17 |
| ATR |
13.61 |
13.26 |
-0.35 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Oct-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
617.33 |
613.97 |
598.04 |
|
| R3 |
608.66 |
605.30 |
595.65 |
|
| R2 |
599.99 |
599.99 |
594.86 |
|
| R1 |
596.63 |
596.63 |
594.06 |
598.31 |
| PP |
591.32 |
591.32 |
591.32 |
592.16 |
| S1 |
587.96 |
587.96 |
592.48 |
589.64 |
| S2 |
582.65 |
582.65 |
591.68 |
|
| S3 |
573.98 |
579.29 |
590.89 |
|
| S4 |
565.31 |
570.62 |
588.50 |
|
|
| 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 |
569.34 |
35.84 |
6.0% |
13.55 |
2.3% |
67% |
False |
False |
|
| 10 |
605.18 |
527.89 |
77.29 |
13.0% |
13.14 |
2.2% |
85% |
False |
False |
|
| 20 |
605.18 |
527.89 |
77.29 |
13.0% |
14.95 |
2.5% |
85% |
False |
False |
|
| 40 |
613.78 |
527.89 |
85.89 |
14.5% |
12.70 |
2.1% |
76% |
False |
False |
|
| 60 |
613.78 |
527.89 |
85.89 |
14.5% |
11.78 |
2.0% |
76% |
False |
False |
|
| 80 |
613.78 |
527.89 |
85.89 |
14.5% |
11.74 |
2.0% |
76% |
False |
False |
|
| 100 |
613.78 |
486.07 |
127.71 |
21.5% |
11.03 |
1.9% |
84% |
False |
False |
|
| 120 |
613.78 |
469.71 |
144.07 |
24.3% |
10.62 |
1.8% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
631.53 |
|
2.618 |
617.38 |
|
1.618 |
608.71 |
|
1.000 |
603.35 |
|
0.618 |
600.04 |
|
HIGH |
594.68 |
|
0.618 |
591.37 |
|
0.500 |
590.35 |
|
0.382 |
589.32 |
|
LOW |
586.01 |
|
0.618 |
580.65 |
|
1.000 |
577.34 |
|
1.618 |
571.98 |
|
2.618 |
563.31 |
|
4.250 |
549.16 |
|
|
| Fisher Pivots for day following 23-Oct-1995 |
| Pivot |
1 day |
3 day |
| R1 |
592.30 |
594.31 |
| PP |
591.32 |
593.96 |
| S1 |
590.35 |
593.62 |
|