| Trading Metrics calculated at close of trading on 24-Jan-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-1996 |
24-Jan-1996 |
Change |
Change % |
Previous Week |
| Open |
571.25 |
567.35 |
-3.90 |
-0.7% |
552.75 |
| High |
572.92 |
582.29 |
9.37 |
1.6% |
566.12 |
| Low |
566.92 |
567.35 |
0.43 |
0.1% |
526.80 |
| Close |
567.35 |
582.14 |
14.79 |
2.6% |
564.64 |
| Range |
6.00 |
14.94 |
8.94 |
149.0% |
39.32 |
| ATR |
13.98 |
14.05 |
0.07 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
622.08 |
617.05 |
590.36 |
|
| R3 |
607.14 |
602.11 |
586.25 |
|
| R2 |
592.20 |
592.20 |
584.88 |
|
| R1 |
587.17 |
587.17 |
583.51 |
589.69 |
| PP |
577.26 |
577.26 |
577.26 |
578.52 |
| S1 |
572.23 |
572.23 |
580.77 |
574.75 |
| S2 |
562.32 |
562.32 |
579.40 |
|
| S3 |
547.38 |
557.29 |
578.03 |
|
| S4 |
532.44 |
542.35 |
573.92 |
|
|
| 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 |
582.29 |
545.51 |
36.78 |
6.3% |
10.17 |
1.7% |
100% |
True |
False |
|
| 10 |
582.29 |
526.80 |
55.49 |
9.5% |
14.42 |
2.5% |
100% |
True |
False |
|
| 20 |
587.81 |
526.80 |
61.01 |
10.5% |
14.44 |
2.5% |
91% |
False |
False |
|
| 40 |
604.79 |
526.80 |
77.99 |
13.4% |
14.01 |
2.4% |
71% |
False |
False |
|
| 60 |
623.53 |
526.80 |
96.73 |
16.6% |
13.66 |
2.3% |
57% |
False |
False |
|
| 80 |
623.53 |
526.80 |
96.73 |
16.6% |
13.65 |
2.3% |
57% |
False |
False |
|
| 100 |
623.53 |
526.80 |
96.73 |
16.6% |
13.24 |
2.3% |
57% |
False |
False |
|
| 120 |
623.53 |
526.80 |
96.73 |
16.6% |
12.61 |
2.2% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
645.79 |
|
2.618 |
621.40 |
|
1.618 |
606.46 |
|
1.000 |
597.23 |
|
0.618 |
591.52 |
|
HIGH |
582.29 |
|
0.618 |
576.58 |
|
0.500 |
574.82 |
|
0.382 |
573.06 |
|
LOW |
567.35 |
|
0.618 |
558.12 |
|
1.000 |
552.41 |
|
1.618 |
543.18 |
|
2.618 |
528.24 |
|
4.250 |
503.86 |
|
|
| Fisher Pivots for day following 24-Jan-1996 |
| Pivot |
1 day |
3 day |
| R1 |
579.70 |
579.09 |
| PP |
577.26 |
576.04 |
| S1 |
574.82 |
572.99 |
|