| Trading Metrics calculated at close of trading on 22-Jan-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-1996 |
22-Jan-1996 |
Change |
Change % |
Previous Week |
| Open |
554.32 |
564.64 |
10.32 |
1.9% |
552.75 |
| High |
566.12 |
572.01 |
5.89 |
1.0% |
566.12 |
| Low |
554.28 |
563.68 |
9.40 |
1.7% |
526.80 |
| Close |
564.64 |
571.25 |
6.61 |
1.2% |
564.64 |
| Range |
11.84 |
8.33 |
-3.51 |
-29.6% |
39.32 |
| ATR |
15.07 |
14.59 |
-0.48 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
593.97 |
590.94 |
575.83 |
|
| R3 |
585.64 |
582.61 |
573.54 |
|
| R2 |
577.31 |
577.31 |
572.78 |
|
| R1 |
574.28 |
574.28 |
572.01 |
575.80 |
| PP |
568.98 |
568.98 |
568.98 |
569.74 |
| S1 |
565.95 |
565.95 |
570.49 |
567.47 |
| S2 |
560.65 |
560.65 |
569.72 |
|
| S3 |
552.32 |
557.62 |
568.96 |
|
| S4 |
543.99 |
549.29 |
566.67 |
|
|
| Weekly Pivots for week ending 19-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
670.48 |
656.88 |
586.27 |
|
| R3 |
631.16 |
617.56 |
575.45 |
|
| R2 |
591.84 |
591.84 |
571.85 |
|
| R1 |
578.24 |
578.24 |
568.24 |
585.04 |
| PP |
552.52 |
552.52 |
552.52 |
555.92 |
| S1 |
538.92 |
538.92 |
561.04 |
545.72 |
| S2 |
513.20 |
513.20 |
557.43 |
|
| S3 |
473.88 |
499.60 |
553.83 |
|
| S4 |
434.56 |
460.28 |
543.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
572.01 |
526.80 |
45.21 |
7.9% |
14.08 |
2.5% |
98% |
True |
False |
|
| 10 |
572.01 |
526.80 |
45.21 |
7.9% |
17.02 |
3.0% |
98% |
True |
False |
|
| 20 |
587.81 |
526.80 |
61.01 |
10.7% |
13.83 |
2.4% |
73% |
False |
False |
|
| 40 |
604.79 |
526.80 |
77.99 |
13.7% |
14.02 |
2.5% |
57% |
False |
False |
|
| 60 |
623.53 |
526.80 |
96.73 |
16.9% |
13.79 |
2.4% |
46% |
False |
False |
|
| 80 |
623.53 |
526.80 |
96.73 |
16.9% |
13.81 |
2.4% |
46% |
False |
False |
|
| 100 |
623.53 |
526.80 |
96.73 |
16.9% |
13.18 |
2.3% |
46% |
False |
False |
|
| 120 |
623.53 |
526.80 |
96.73 |
16.9% |
12.69 |
2.2% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
607.41 |
|
2.618 |
593.82 |
|
1.618 |
585.49 |
|
1.000 |
580.34 |
|
0.618 |
577.16 |
|
HIGH |
572.01 |
|
0.618 |
568.83 |
|
0.500 |
567.85 |
|
0.382 |
566.86 |
|
LOW |
563.68 |
|
0.618 |
558.53 |
|
1.000 |
555.35 |
|
1.618 |
550.20 |
|
2.618 |
541.87 |
|
4.250 |
528.28 |
|
|
| Fisher Pivots for day following 22-Jan-1996 |
| Pivot |
1 day |
3 day |
| R1 |
570.12 |
567.09 |
| PP |
568.98 |
562.92 |
| S1 |
567.85 |
558.76 |
|