| Trading Metrics calculated at close of trading on 16-Feb-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-1996 |
16-Feb-1996 |
Change |
Change % |
Previous Week |
| Open |
617.59 |
620.23 |
2.64 |
0.4% |
623.01 |
| High |
621.77 |
623.29 |
1.52 |
0.2% |
629.01 |
| Low |
615.55 |
614.91 |
-0.64 |
-0.1% |
612.04 |
| Close |
620.23 |
619.04 |
-1.19 |
-0.2% |
619.04 |
| Range |
6.22 |
8.38 |
2.16 |
34.7% |
16.97 |
| ATR |
11.20 |
11.00 |
-0.20 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
644.22 |
640.01 |
623.65 |
|
| R3 |
635.84 |
631.63 |
621.34 |
|
| R2 |
627.46 |
627.46 |
620.58 |
|
| R1 |
623.25 |
623.25 |
619.81 |
621.17 |
| PP |
619.08 |
619.08 |
619.08 |
618.04 |
| S1 |
614.87 |
614.87 |
618.27 |
612.79 |
| S2 |
610.70 |
610.70 |
617.50 |
|
| S3 |
602.32 |
606.49 |
616.74 |
|
| S4 |
593.94 |
598.11 |
614.43 |
|
|
| Weekly Pivots for week ending 16-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
670.94 |
661.96 |
628.37 |
|
| R3 |
653.97 |
644.99 |
623.71 |
|
| R2 |
637.00 |
637.00 |
622.15 |
|
| R1 |
628.02 |
628.02 |
620.60 |
624.03 |
| PP |
620.03 |
620.03 |
620.03 |
618.03 |
| S1 |
611.05 |
611.05 |
617.48 |
607.06 |
| S2 |
603.06 |
603.06 |
615.93 |
|
| S3 |
586.09 |
594.08 |
614.37 |
|
| S4 |
569.12 |
577.11 |
609.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
629.01 |
612.04 |
16.97 |
2.7% |
9.09 |
1.5% |
41% |
False |
False |
|
| 10 |
629.40 |
600.67 |
28.73 |
4.6% |
10.05 |
1.6% |
64% |
False |
False |
|
| 20 |
629.40 |
563.68 |
65.72 |
10.6% |
9.90 |
1.6% |
84% |
False |
False |
|
| 40 |
629.40 |
526.80 |
102.60 |
16.6% |
12.05 |
1.9% |
90% |
False |
False |
|
| 60 |
629.40 |
526.80 |
102.60 |
16.6% |
12.69 |
2.1% |
90% |
False |
False |
|
| 80 |
629.40 |
526.80 |
102.60 |
16.6% |
12.85 |
2.1% |
90% |
False |
False |
|
| 100 |
629.40 |
526.80 |
102.60 |
16.6% |
13.17 |
2.1% |
90% |
False |
False |
|
| 120 |
629.40 |
526.80 |
102.60 |
16.6% |
12.71 |
2.1% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
658.91 |
|
2.618 |
645.23 |
|
1.618 |
636.85 |
|
1.000 |
631.67 |
|
0.618 |
628.47 |
|
HIGH |
623.29 |
|
0.618 |
620.09 |
|
0.500 |
619.10 |
|
0.382 |
618.11 |
|
LOW |
614.91 |
|
0.618 |
609.73 |
|
1.000 |
606.53 |
|
1.618 |
601.35 |
|
2.618 |
592.97 |
|
4.250 |
579.30 |
|
|
| Fisher Pivots for day following 16-Feb-1996 |
| Pivot |
1 day |
3 day |
| R1 |
619.10 |
618.84 |
| PP |
619.08 |
618.64 |
| S1 |
619.06 |
618.44 |
|