| Trading Metrics calculated at close of trading on 31-Oct-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-1995 |
31-Oct-1995 |
Change |
Change % |
Previous Week |
| Open |
593.53 |
607.10 |
13.57 |
2.3% |
587.46 |
| High |
609.16 |
613.00 |
3.84 |
0.6% |
597.56 |
| Low |
593.53 |
598.77 |
5.24 |
0.9% |
572.64 |
| Close |
607.10 |
598.78 |
-8.32 |
-1.4% |
593.53 |
| Range |
15.63 |
14.23 |
-1.40 |
-9.0% |
24.92 |
| ATR |
12.97 |
13.06 |
0.09 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Oct-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
646.21 |
636.72 |
606.61 |
|
| R3 |
631.98 |
622.49 |
602.69 |
|
| R2 |
617.75 |
617.75 |
601.39 |
|
| R1 |
608.26 |
608.26 |
600.08 |
605.89 |
| PP |
603.52 |
603.52 |
603.52 |
602.33 |
| S1 |
594.03 |
594.03 |
597.48 |
591.66 |
| S2 |
589.29 |
589.29 |
596.17 |
|
| S3 |
575.06 |
579.80 |
594.87 |
|
| S4 |
560.83 |
565.57 |
590.95 |
|
|
| 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 |
613.00 |
572.64 |
40.36 |
6.7% |
13.90 |
2.3% |
65% |
True |
False |
|
| 10 |
613.00 |
572.64 |
40.36 |
6.7% |
12.17 |
2.0% |
65% |
True |
False |
|
| 20 |
613.00 |
527.89 |
85.11 |
14.2% |
13.77 |
2.3% |
83% |
True |
False |
|
| 40 |
613.78 |
527.89 |
85.89 |
14.3% |
12.57 |
2.1% |
83% |
False |
False |
|
| 60 |
613.78 |
527.89 |
85.89 |
14.3% |
11.83 |
2.0% |
83% |
False |
False |
|
| 80 |
613.78 |
527.89 |
85.89 |
14.3% |
12.06 |
2.0% |
83% |
False |
False |
|
| 100 |
613.78 |
499.41 |
114.37 |
19.1% |
11.32 |
1.9% |
87% |
False |
False |
|
| 120 |
613.78 |
474.40 |
139.38 |
23.3% |
10.81 |
1.8% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
673.48 |
|
2.618 |
650.25 |
|
1.618 |
636.02 |
|
1.000 |
627.23 |
|
0.618 |
621.79 |
|
HIGH |
613.00 |
|
0.618 |
607.56 |
|
0.500 |
605.89 |
|
0.382 |
604.21 |
|
LOW |
598.77 |
|
0.618 |
589.98 |
|
1.000 |
584.54 |
|
1.618 |
575.75 |
|
2.618 |
561.52 |
|
4.250 |
538.29 |
|
|
| Fisher Pivots for day following 31-Oct-1995 |
| Pivot |
1 day |
3 day |
| R1 |
605.89 |
598.06 |
| PP |
603.52 |
597.34 |
| S1 |
601.15 |
596.63 |
|