| Trading Metrics calculated at close of trading on 27-Oct-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-1995 |
27-Oct-1995 |
Change |
Change % |
Previous Week |
| Open |
584.33 |
582.47 |
-1.86 |
-0.3% |
587.46 |
| High |
588.13 |
593.53 |
5.40 |
0.9% |
597.56 |
| Low |
572.64 |
580.25 |
7.61 |
1.3% |
572.64 |
| Close |
582.47 |
593.53 |
11.06 |
1.9% |
593.53 |
| Range |
15.49 |
13.28 |
-2.21 |
-14.3% |
24.92 |
| ATR |
12.72 |
12.76 |
0.04 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Oct-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
628.94 |
624.52 |
600.83 |
|
| R3 |
615.66 |
611.24 |
597.18 |
|
| R2 |
602.38 |
602.38 |
595.96 |
|
| R1 |
597.96 |
597.96 |
594.75 |
600.17 |
| PP |
589.10 |
589.10 |
589.10 |
590.21 |
| S1 |
584.68 |
584.68 |
592.31 |
586.89 |
| S2 |
575.82 |
575.82 |
591.10 |
|
| S3 |
562.54 |
571.40 |
589.88 |
|
| S4 |
549.26 |
558.12 |
586.23 |
|
|
| Weekly Pivots for week ending 27-Oct-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
662.67 |
653.02 |
607.24 |
|
| R3 |
637.75 |
628.10 |
600.38 |
|
| R2 |
612.83 |
612.83 |
598.10 |
|
| R1 |
603.18 |
603.18 |
595.81 |
608.01 |
| PP |
587.91 |
587.91 |
587.91 |
590.32 |
| S1 |
578.26 |
578.26 |
591.25 |
583.09 |
| S2 |
562.99 |
562.99 |
588.96 |
|
| S3 |
538.07 |
553.34 |
586.68 |
|
| S4 |
513.15 |
528.42 |
579.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
597.56 |
572.64 |
24.92 |
4.2% |
10.57 |
1.8% |
84% |
False |
False |
|
| 10 |
605.18 |
567.01 |
38.17 |
6.4% |
11.88 |
2.0% |
69% |
False |
False |
|
| 20 |
605.18 |
527.89 |
77.29 |
13.0% |
13.60 |
2.3% |
85% |
False |
False |
|
| 40 |
613.78 |
527.89 |
85.89 |
14.5% |
12.59 |
2.1% |
76% |
False |
False |
|
| 60 |
613.78 |
527.89 |
85.89 |
14.5% |
11.56 |
1.9% |
76% |
False |
False |
|
| 80 |
613.78 |
527.89 |
85.89 |
14.5% |
12.00 |
2.0% |
76% |
False |
False |
|
| 100 |
613.78 |
495.57 |
118.21 |
19.9% |
11.13 |
1.9% |
83% |
False |
False |
|
| 120 |
613.78 |
470.72 |
143.06 |
24.1% |
10.70 |
1.8% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
649.97 |
|
2.618 |
628.30 |
|
1.618 |
615.02 |
|
1.000 |
606.81 |
|
0.618 |
601.74 |
|
HIGH |
593.53 |
|
0.618 |
588.46 |
|
0.500 |
586.89 |
|
0.382 |
585.32 |
|
LOW |
580.25 |
|
0.618 |
572.04 |
|
1.000 |
566.97 |
|
1.618 |
558.76 |
|
2.618 |
545.48 |
|
4.250 |
523.81 |
|
|
| Fisher Pivots for day following 27-Oct-1995 |
| Pivot |
1 day |
3 day |
| R1 |
591.32 |
590.33 |
| PP |
589.10 |
587.12 |
| S1 |
586.89 |
583.92 |
|