| Trading Metrics calculated at close of trading on 02-Feb-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-1996 |
02-Feb-1996 |
Change |
Change % |
Previous Week |
| Open |
591.82 |
601.88 |
10.06 |
1.7% |
577.05 |
| High |
601.88 |
606.60 |
4.72 |
0.8% |
606.60 |
| Low |
589.01 |
599.36 |
10.35 |
1.8% |
574.45 |
| Close |
601.88 |
601.42 |
-0.46 |
-0.1% |
601.42 |
| Range |
12.87 |
7.24 |
-5.63 |
-43.7% |
32.15 |
| ATR |
12.69 |
12.30 |
-0.39 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
624.18 |
620.04 |
605.40 |
|
| R3 |
616.94 |
612.80 |
603.41 |
|
| R2 |
609.70 |
609.70 |
602.75 |
|
| R1 |
605.56 |
605.56 |
602.08 |
604.01 |
| PP |
602.46 |
602.46 |
602.46 |
601.69 |
| S1 |
598.32 |
598.32 |
600.76 |
596.77 |
| S2 |
595.22 |
595.22 |
600.09 |
|
| S3 |
587.98 |
591.08 |
599.43 |
|
| S4 |
580.74 |
583.84 |
597.44 |
|
|
| Weekly Pivots for week ending 02-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
690.61 |
678.16 |
619.10 |
|
| R3 |
658.46 |
646.01 |
610.26 |
|
| R2 |
626.31 |
626.31 |
607.31 |
|
| R1 |
613.86 |
613.86 |
604.37 |
620.09 |
| PP |
594.16 |
594.16 |
594.16 |
597.27 |
| S1 |
581.71 |
581.71 |
598.47 |
587.94 |
| S2 |
562.01 |
562.01 |
595.53 |
|
| S3 |
529.86 |
549.56 |
592.58 |
|
| S4 |
497.71 |
517.41 |
583.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
606.60 |
574.45 |
32.15 |
5.3% |
9.32 |
1.5% |
84% |
True |
False |
|
| 10 |
606.60 |
563.68 |
42.92 |
7.1% |
9.76 |
1.6% |
88% |
True |
False |
|
| 20 |
606.60 |
526.80 |
79.80 |
13.3% |
13.28 |
2.2% |
94% |
True |
False |
|
| 40 |
606.60 |
526.80 |
79.80 |
13.3% |
13.32 |
2.2% |
94% |
True |
False |
|
| 60 |
621.00 |
526.80 |
94.20 |
15.7% |
13.24 |
2.2% |
79% |
False |
False |
|
| 80 |
623.53 |
526.80 |
96.73 |
16.1% |
13.00 |
2.2% |
77% |
False |
False |
|
| 100 |
623.53 |
526.80 |
96.73 |
16.1% |
13.20 |
2.2% |
77% |
False |
False |
|
| 120 |
623.53 |
526.80 |
96.73 |
16.1% |
12.76 |
2.1% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
637.37 |
|
2.618 |
625.55 |
|
1.618 |
618.31 |
|
1.000 |
613.84 |
|
0.618 |
611.07 |
|
HIGH |
606.60 |
|
0.618 |
603.83 |
|
0.500 |
602.98 |
|
0.382 |
602.13 |
|
LOW |
599.36 |
|
0.618 |
594.89 |
|
1.000 |
592.12 |
|
1.618 |
587.65 |
|
2.618 |
580.41 |
|
4.250 |
568.59 |
|
|
| Fisher Pivots for day following 02-Feb-1996 |
| Pivot |
1 day |
3 day |
| R1 |
602.98 |
598.79 |
| PP |
602.46 |
596.15 |
| S1 |
601.94 |
593.52 |
|