| Trading Metrics calculated at close of trading on 18-Jan-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-1996 |
18-Jan-1996 |
Change |
Change % |
Previous Week |
| Open |
546.05 |
545.51 |
-0.54 |
-0.1% |
565.14 |
| High |
555.70 |
555.24 |
-0.46 |
-0.1% |
568.23 |
| Low |
534.87 |
545.51 |
10.64 |
2.0% |
527.22 |
| Close |
545.51 |
554.32 |
8.81 |
1.6% |
552.71 |
| Range |
20.83 |
9.73 |
-11.10 |
-53.3% |
41.01 |
| ATR |
15.75 |
15.32 |
-0.43 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
580.88 |
577.33 |
559.67 |
|
| R3 |
571.15 |
567.60 |
557.00 |
|
| R2 |
561.42 |
561.42 |
556.10 |
|
| R1 |
557.87 |
557.87 |
555.21 |
559.65 |
| PP |
551.69 |
551.69 |
551.69 |
552.58 |
| S1 |
548.14 |
548.14 |
553.43 |
549.92 |
| S2 |
541.96 |
541.96 |
552.54 |
|
| S3 |
532.23 |
538.41 |
551.64 |
|
| S4 |
522.50 |
528.68 |
548.97 |
|
|
| Weekly Pivots for week ending 12-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
672.42 |
653.57 |
575.27 |
|
| R3 |
631.41 |
612.56 |
563.99 |
|
| R2 |
590.40 |
590.40 |
560.23 |
|
| R1 |
571.55 |
571.55 |
556.47 |
560.47 |
| PP |
549.39 |
549.39 |
549.39 |
543.85 |
| S1 |
530.54 |
530.54 |
548.95 |
519.46 |
| S2 |
508.38 |
508.38 |
545.19 |
|
| S3 |
467.37 |
489.53 |
541.43 |
|
| S4 |
426.36 |
448.52 |
530.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
558.96 |
526.80 |
32.16 |
5.8% |
16.64 |
3.0% |
86% |
False |
False |
|
| 10 |
568.85 |
526.80 |
42.05 |
7.6% |
17.27 |
3.1% |
65% |
False |
False |
|
| 20 |
587.81 |
526.80 |
61.01 |
11.0% |
14.40 |
2.6% |
45% |
False |
False |
|
| 40 |
604.79 |
526.80 |
77.99 |
14.1% |
14.14 |
2.6% |
35% |
False |
False |
|
| 60 |
623.53 |
526.80 |
96.73 |
17.5% |
13.71 |
2.5% |
28% |
False |
False |
|
| 80 |
623.53 |
526.80 |
96.73 |
17.5% |
14.02 |
2.5% |
28% |
False |
False |
|
| 100 |
623.53 |
526.80 |
96.73 |
17.5% |
13.31 |
2.4% |
28% |
False |
False |
|
| 120 |
623.53 |
526.80 |
96.73 |
17.5% |
12.75 |
2.3% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
596.59 |
|
2.618 |
580.71 |
|
1.618 |
570.98 |
|
1.000 |
564.97 |
|
0.618 |
561.25 |
|
HIGH |
555.24 |
|
0.618 |
551.52 |
|
0.500 |
550.38 |
|
0.382 |
549.23 |
|
LOW |
545.51 |
|
0.618 |
539.50 |
|
1.000 |
535.78 |
|
1.618 |
529.77 |
|
2.618 |
520.04 |
|
4.250 |
504.16 |
|
|
| Fisher Pivots for day following 18-Jan-1996 |
| Pivot |
1 day |
3 day |
| R1 |
553.01 |
549.96 |
| PP |
551.69 |
545.61 |
| S1 |
550.38 |
541.25 |
|