| Trading Metrics calculated at close of trading on 08-Feb-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-1996 |
08-Feb-1996 |
Change |
Change % |
Previous Week |
| Open |
619.17 |
615.07 |
-4.10 |
-0.7% |
577.05 |
| High |
619.33 |
625.23 |
5.90 |
1.0% |
606.60 |
| Low |
610.35 |
610.10 |
-0.25 |
0.0% |
574.45 |
| Close |
615.07 |
623.80 |
8.73 |
1.4% |
601.42 |
| Range |
8.98 |
15.13 |
6.15 |
68.5% |
32.15 |
| ATR |
11.85 |
12.08 |
0.23 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
665.10 |
659.58 |
632.12 |
|
| R3 |
649.97 |
644.45 |
627.96 |
|
| R2 |
634.84 |
634.84 |
626.57 |
|
| R1 |
629.32 |
629.32 |
625.19 |
632.08 |
| PP |
619.71 |
619.71 |
619.71 |
621.09 |
| S1 |
614.19 |
614.19 |
622.41 |
616.95 |
| S2 |
604.58 |
604.58 |
621.03 |
|
| S3 |
589.45 |
599.06 |
619.64 |
|
| S4 |
574.32 |
583.93 |
615.48 |
|
|
| 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 |
625.23 |
599.36 |
25.87 |
4.1% |
10.59 |
1.7% |
94% |
True |
False |
|
| 10 |
625.23 |
568.33 |
56.90 |
9.1% |
10.10 |
1.6% |
97% |
True |
False |
|
| 20 |
625.23 |
526.80 |
98.43 |
15.8% |
11.92 |
1.9% |
99% |
True |
False |
|
| 40 |
625.23 |
526.80 |
98.43 |
15.8% |
13.34 |
2.1% |
99% |
True |
False |
|
| 60 |
625.23 |
526.80 |
98.43 |
15.8% |
13.20 |
2.1% |
99% |
True |
False |
|
| 80 |
625.23 |
526.80 |
98.43 |
15.8% |
13.07 |
2.1% |
99% |
True |
False |
|
| 100 |
625.23 |
526.80 |
98.43 |
15.8% |
13.24 |
2.1% |
99% |
True |
False |
|
| 120 |
625.23 |
526.80 |
98.43 |
15.8% |
12.84 |
2.1% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
689.53 |
|
2.618 |
664.84 |
|
1.618 |
649.71 |
|
1.000 |
640.36 |
|
0.618 |
634.58 |
|
HIGH |
625.23 |
|
0.618 |
619.45 |
|
0.500 |
617.67 |
|
0.382 |
615.88 |
|
LOW |
610.10 |
|
0.618 |
600.75 |
|
1.000 |
594.97 |
|
1.618 |
585.62 |
|
2.618 |
570.49 |
|
4.250 |
545.80 |
|
|
| Fisher Pivots for day following 08-Feb-1996 |
| Pivot |
1 day |
3 day |
| R1 |
621.76 |
621.76 |
| PP |
619.71 |
619.71 |
| S1 |
617.67 |
617.67 |
|