| Trading Metrics calculated at close of trading on 24-Oct-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-1995 |
24-Oct-1995 |
Change |
Change % |
Previous Week |
| Open |
587.46 |
593.20 |
5.74 |
1.0% |
570.01 |
| High |
594.68 |
597.56 |
2.88 |
0.5% |
605.18 |
| Low |
586.01 |
593.02 |
7.01 |
1.2% |
567.01 |
| Close |
593.27 |
594.23 |
0.96 |
0.2% |
591.88 |
| Range |
8.67 |
4.54 |
-4.13 |
-47.6% |
38.17 |
| ATR |
13.26 |
12.64 |
-0.62 |
-4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Oct-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
608.56 |
605.93 |
596.73 |
|
| R3 |
604.02 |
601.39 |
595.48 |
|
| R2 |
599.48 |
599.48 |
595.06 |
|
| R1 |
596.85 |
596.85 |
594.65 |
598.17 |
| PP |
594.94 |
594.94 |
594.94 |
595.59 |
| S1 |
592.31 |
592.31 |
593.81 |
593.63 |
| S2 |
590.40 |
590.40 |
593.40 |
|
| S3 |
585.86 |
587.77 |
592.98 |
|
| S4 |
581.32 |
583.23 |
591.73 |
|
|
| 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 |
586.01 |
19.17 |
3.2% |
10.44 |
1.8% |
43% |
False |
False |
|
| 10 |
605.18 |
550.76 |
54.42 |
9.2% |
11.22 |
1.9% |
80% |
False |
False |
|
| 20 |
605.18 |
527.89 |
77.29 |
13.0% |
14.43 |
2.4% |
86% |
False |
False |
|
| 40 |
613.78 |
527.89 |
85.89 |
14.5% |
12.42 |
2.1% |
77% |
False |
False |
|
| 60 |
613.78 |
527.89 |
85.89 |
14.5% |
11.65 |
2.0% |
77% |
False |
False |
|
| 80 |
613.78 |
527.89 |
85.89 |
14.5% |
11.73 |
2.0% |
77% |
False |
False |
|
| 100 |
613.78 |
492.65 |
121.13 |
20.4% |
10.98 |
1.8% |
84% |
False |
False |
|
| 120 |
613.78 |
469.71 |
144.07 |
24.2% |
10.57 |
1.8% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
616.86 |
|
2.618 |
609.45 |
|
1.618 |
604.91 |
|
1.000 |
602.10 |
|
0.618 |
600.37 |
|
HIGH |
597.56 |
|
0.618 |
595.83 |
|
0.500 |
595.29 |
|
0.382 |
594.75 |
|
LOW |
593.02 |
|
0.618 |
590.21 |
|
1.000 |
588.48 |
|
1.618 |
585.67 |
|
2.618 |
581.13 |
|
4.250 |
573.73 |
|
|
| Fisher Pivots for day following 24-Oct-1995 |
| Pivot |
1 day |
3 day |
| R1 |
595.29 |
594.12 |
| PP |
594.94 |
594.00 |
| S1 |
594.58 |
593.89 |
|