| Trading Metrics calculated at close of trading on 31-Jan-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-1996 |
31-Jan-1996 |
Change |
Change % |
Previous Week |
| Open |
576.23 |
583.99 |
7.76 |
1.3% |
564.64 |
| High |
585.26 |
591.84 |
6.58 |
1.1% |
584.56 |
| Low |
576.23 |
580.43 |
4.20 |
0.7% |
563.68 |
| Close |
583.99 |
591.82 |
7.83 |
1.3% |
577.05 |
| Range |
9.03 |
11.41 |
2.38 |
26.4% |
20.88 |
| ATR |
12.77 |
12.67 |
-0.10 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
622.26 |
618.45 |
598.10 |
|
| R3 |
610.85 |
607.04 |
594.96 |
|
| R2 |
599.44 |
599.44 |
593.91 |
|
| R1 |
595.63 |
595.63 |
592.87 |
597.54 |
| PP |
588.03 |
588.03 |
588.03 |
588.98 |
| S1 |
584.22 |
584.22 |
590.77 |
586.13 |
| S2 |
576.62 |
576.62 |
589.73 |
|
| S3 |
565.21 |
572.81 |
588.68 |
|
| S4 |
553.80 |
561.40 |
585.54 |
|
|
| Weekly Pivots for week ending 26-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
637.74 |
628.27 |
588.53 |
|
| R3 |
616.86 |
607.39 |
582.79 |
|
| R2 |
595.98 |
595.98 |
580.88 |
|
| R1 |
586.51 |
586.51 |
578.96 |
591.25 |
| PP |
575.10 |
575.10 |
575.10 |
577.46 |
| S1 |
565.63 |
565.63 |
575.14 |
570.37 |
| S2 |
554.22 |
554.22 |
573.22 |
|
| S3 |
533.34 |
544.75 |
571.31 |
|
| S4 |
512.46 |
523.87 |
565.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
591.84 |
568.33 |
23.51 |
4.0% |
9.65 |
1.6% |
100% |
True |
False |
|
| 10 |
591.84 |
545.51 |
46.33 |
7.8% |
9.91 |
1.7% |
100% |
True |
False |
|
| 20 |
591.84 |
526.80 |
65.04 |
11.0% |
14.25 |
2.4% |
100% |
True |
False |
|
| 40 |
602.39 |
526.80 |
75.59 |
12.8% |
13.44 |
2.3% |
86% |
False |
False |
|
| 60 |
623.53 |
526.80 |
96.73 |
16.3% |
13.45 |
2.3% |
67% |
False |
False |
|
| 80 |
623.53 |
526.80 |
96.73 |
16.3% |
13.34 |
2.3% |
67% |
False |
False |
|
| 100 |
623.53 |
526.80 |
96.73 |
16.3% |
13.16 |
2.2% |
67% |
False |
False |
|
| 120 |
623.53 |
526.80 |
96.73 |
16.3% |
12.74 |
2.2% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
640.33 |
|
2.618 |
621.71 |
|
1.618 |
610.30 |
|
1.000 |
603.25 |
|
0.618 |
598.89 |
|
HIGH |
591.84 |
|
0.618 |
587.48 |
|
0.500 |
586.14 |
|
0.382 |
584.79 |
|
LOW |
580.43 |
|
0.618 |
573.38 |
|
1.000 |
569.02 |
|
1.618 |
561.97 |
|
2.618 |
550.56 |
|
4.250 |
531.94 |
|
|
| Fisher Pivots for day following 31-Jan-1996 |
| Pivot |
1 day |
3 day |
| R1 |
589.93 |
588.93 |
| PP |
588.03 |
586.04 |
| S1 |
586.14 |
583.15 |
|