| Trading Metrics calculated at close of trading on 05-Feb-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-1996 |
05-Feb-1996 |
Change |
Change % |
Previous Week |
| Open |
601.88 |
601.50 |
-0.38 |
-0.1% |
577.05 |
| High |
606.60 |
615.47 |
8.87 |
1.5% |
606.60 |
| Low |
599.36 |
600.67 |
1.31 |
0.2% |
574.45 |
| Close |
601.42 |
615.47 |
14.05 |
2.3% |
601.42 |
| Range |
7.24 |
14.80 |
7.56 |
104.4% |
32.15 |
| ATR |
12.30 |
12.48 |
0.18 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654.94 |
650.00 |
623.61 |
|
| R3 |
640.14 |
635.20 |
619.54 |
|
| R2 |
625.34 |
625.34 |
618.18 |
|
| R1 |
620.40 |
620.40 |
616.83 |
622.87 |
| PP |
610.54 |
610.54 |
610.54 |
611.77 |
| S1 |
605.60 |
605.60 |
614.11 |
608.07 |
| S2 |
595.74 |
595.74 |
612.76 |
|
| S3 |
580.94 |
590.80 |
611.40 |
|
| S4 |
566.14 |
576.00 |
607.33 |
|
|
| 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 |
615.47 |
576.23 |
39.24 |
6.4% |
11.07 |
1.8% |
100% |
True |
False |
|
| 10 |
615.47 |
566.92 |
48.55 |
7.9% |
10.41 |
1.7% |
100% |
True |
False |
|
| 20 |
615.47 |
526.80 |
88.67 |
14.4% |
13.72 |
2.2% |
100% |
True |
False |
|
| 40 |
615.47 |
526.80 |
88.67 |
14.4% |
13.37 |
2.2% |
100% |
True |
False |
|
| 60 |
621.00 |
526.80 |
94.20 |
15.3% |
13.29 |
2.2% |
94% |
False |
False |
|
| 80 |
623.53 |
526.80 |
96.73 |
15.7% |
13.01 |
2.1% |
92% |
False |
False |
|
| 100 |
623.53 |
526.80 |
96.73 |
15.7% |
13.27 |
2.2% |
92% |
False |
False |
|
| 120 |
623.53 |
526.80 |
96.73 |
15.7% |
12.81 |
2.1% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
678.37 |
|
2.618 |
654.22 |
|
1.618 |
639.42 |
|
1.000 |
630.27 |
|
0.618 |
624.62 |
|
HIGH |
615.47 |
|
0.618 |
609.82 |
|
0.500 |
608.07 |
|
0.382 |
606.32 |
|
LOW |
600.67 |
|
0.618 |
591.52 |
|
1.000 |
585.87 |
|
1.618 |
576.72 |
|
2.618 |
561.92 |
|
4.250 |
537.77 |
|
|
| Fisher Pivots for day following 05-Feb-1996 |
| Pivot |
1 day |
3 day |
| R1 |
613.00 |
611.06 |
| PP |
610.54 |
606.65 |
| S1 |
608.07 |
602.24 |
|