| Trading Metrics calculated at close of trading on 26-Oct-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-1995 |
26-Oct-1995 |
Change |
Change % |
Previous Week |
| Open |
594.23 |
584.33 |
-9.90 |
-1.7% |
570.01 |
| High |
595.20 |
588.13 |
-7.07 |
-1.2% |
605.18 |
| Low |
584.33 |
572.64 |
-11.69 |
-2.0% |
567.01 |
| Close |
584.33 |
582.47 |
-1.86 |
-0.3% |
591.88 |
| Range |
10.87 |
15.49 |
4.62 |
42.5% |
38.17 |
| ATR |
12.51 |
12.72 |
0.21 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Oct-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
627.55 |
620.50 |
590.99 |
|
| R3 |
612.06 |
605.01 |
586.73 |
|
| R2 |
596.57 |
596.57 |
585.31 |
|
| R1 |
589.52 |
589.52 |
583.89 |
585.30 |
| PP |
581.08 |
581.08 |
581.08 |
578.97 |
| S1 |
574.03 |
574.03 |
581.05 |
569.81 |
| S2 |
565.59 |
565.59 |
579.63 |
|
| S3 |
550.10 |
558.54 |
578.21 |
|
| S4 |
534.61 |
543.05 |
573.95 |
|
|
| 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 |
601.77 |
572.64 |
29.13 |
5.0% |
10.24 |
1.8% |
34% |
False |
True |
|
| 10 |
605.18 |
567.01 |
38.17 |
6.6% |
11.56 |
2.0% |
41% |
False |
False |
|
| 20 |
605.18 |
527.89 |
77.29 |
13.3% |
13.66 |
2.3% |
71% |
False |
False |
|
| 40 |
613.78 |
527.89 |
85.89 |
14.7% |
12.44 |
2.1% |
64% |
False |
False |
|
| 60 |
613.78 |
527.89 |
85.89 |
14.7% |
11.54 |
2.0% |
64% |
False |
False |
|
| 80 |
613.78 |
527.89 |
85.89 |
14.7% |
11.92 |
2.0% |
64% |
False |
False |
|
| 100 |
613.78 |
493.58 |
120.20 |
20.6% |
11.05 |
1.9% |
74% |
False |
False |
|
| 120 |
613.78 |
470.72 |
143.06 |
24.6% |
10.65 |
1.8% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
653.96 |
|
2.618 |
628.68 |
|
1.618 |
613.19 |
|
1.000 |
603.62 |
|
0.618 |
597.70 |
|
HIGH |
588.13 |
|
0.618 |
582.21 |
|
0.500 |
580.39 |
|
0.382 |
578.56 |
|
LOW |
572.64 |
|
0.618 |
563.07 |
|
1.000 |
557.15 |
|
1.618 |
547.58 |
|
2.618 |
532.09 |
|
4.250 |
506.81 |
|
|
| Fisher Pivots for day following 26-Oct-1995 |
| Pivot |
1 day |
3 day |
| R1 |
581.78 |
585.10 |
| PP |
581.08 |
584.22 |
| S1 |
580.39 |
583.35 |
|