| Trading Metrics calculated at close of trading on 13-Feb-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-1996 |
13-Feb-1996 |
Change |
Change % |
Previous Week |
| Open |
623.01 |
625.30 |
2.29 |
0.4% |
601.50 |
| High |
629.01 |
626.51 |
-2.50 |
-0.4% |
629.40 |
| Low |
623.01 |
612.04 |
-10.97 |
-1.8% |
600.67 |
| Close |
625.29 |
618.54 |
-6.75 |
-1.1% |
623.01 |
| Range |
6.00 |
14.47 |
8.47 |
141.2% |
28.73 |
| ATR |
11.47 |
11.68 |
0.21 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
662.44 |
654.96 |
626.50 |
|
| R3 |
647.97 |
640.49 |
622.52 |
|
| R2 |
633.50 |
633.50 |
621.19 |
|
| R1 |
626.02 |
626.02 |
619.87 |
622.53 |
| PP |
619.03 |
619.03 |
619.03 |
617.28 |
| S1 |
611.55 |
611.55 |
617.21 |
608.06 |
| S2 |
604.56 |
604.56 |
615.89 |
|
| S3 |
590.09 |
597.08 |
614.56 |
|
| S4 |
575.62 |
582.61 |
610.58 |
|
|
| Weekly Pivots for week ending 09-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
703.88 |
692.18 |
638.81 |
|
| R3 |
675.15 |
663.45 |
630.91 |
|
| R2 |
646.42 |
646.42 |
628.28 |
|
| R1 |
634.72 |
634.72 |
625.64 |
640.57 |
| PP |
617.69 |
617.69 |
617.69 |
620.62 |
| S1 |
605.99 |
605.99 |
620.38 |
611.84 |
| S2 |
588.96 |
588.96 |
617.74 |
|
| S3 |
560.23 |
577.26 |
615.11 |
|
| S4 |
531.50 |
548.53 |
607.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
629.40 |
610.10 |
19.30 |
3.1% |
10.78 |
1.7% |
44% |
False |
False |
|
| 10 |
629.40 |
580.43 |
48.97 |
7.9% |
10.70 |
1.7% |
78% |
False |
False |
|
| 20 |
629.40 |
534.87 |
94.53 |
15.3% |
10.77 |
1.7% |
89% |
False |
False |
|
| 40 |
629.40 |
526.80 |
102.60 |
16.6% |
13.06 |
2.1% |
89% |
False |
False |
|
| 60 |
629.40 |
526.80 |
102.60 |
16.6% |
12.99 |
2.1% |
89% |
False |
False |
|
| 80 |
629.40 |
526.80 |
102.60 |
16.6% |
12.85 |
2.1% |
89% |
False |
False |
|
| 100 |
629.40 |
526.80 |
102.60 |
16.6% |
13.25 |
2.1% |
89% |
False |
False |
|
| 120 |
629.40 |
526.80 |
102.60 |
16.6% |
12.77 |
2.1% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
688.01 |
|
2.618 |
664.39 |
|
1.618 |
649.92 |
|
1.000 |
640.98 |
|
0.618 |
635.45 |
|
HIGH |
626.51 |
|
0.618 |
620.98 |
|
0.500 |
619.28 |
|
0.382 |
617.57 |
|
LOW |
612.04 |
|
0.618 |
603.10 |
|
1.000 |
597.57 |
|
1.618 |
588.63 |
|
2.618 |
574.16 |
|
4.250 |
550.54 |
|
|
| Fisher Pivots for day following 13-Feb-1996 |
| Pivot |
1 day |
3 day |
| R1 |
619.28 |
620.72 |
| PP |
619.03 |
619.99 |
| S1 |
618.79 |
619.27 |
|