| Trading Metrics calculated at close of trading on 21-Feb-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-1996 |
21-Feb-1996 |
Change |
Change % |
Previous Week |
| Open |
619.04 |
616.83 |
-2.21 |
-0.4% |
623.01 |
| High |
621.90 |
627.56 |
5.66 |
0.9% |
629.01 |
| Low |
611.73 |
616.83 |
5.10 |
0.8% |
612.04 |
| Close |
616.83 |
627.28 |
10.45 |
1.7% |
619.04 |
| Range |
10.17 |
10.73 |
0.56 |
5.5% |
16.97 |
| ATR |
10.94 |
10.93 |
-0.02 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
656.08 |
652.41 |
633.18 |
|
| R3 |
645.35 |
641.68 |
630.23 |
|
| R2 |
634.62 |
634.62 |
629.25 |
|
| R1 |
630.95 |
630.95 |
628.26 |
632.79 |
| PP |
623.89 |
623.89 |
623.89 |
624.81 |
| S1 |
620.22 |
620.22 |
626.30 |
622.06 |
| S2 |
613.16 |
613.16 |
625.31 |
|
| S3 |
602.43 |
609.49 |
624.33 |
|
| S4 |
591.70 |
598.76 |
621.38 |
|
|
| 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 |
627.56 |
611.73 |
15.83 |
2.5% |
9.18 |
1.5% |
98% |
True |
False |
|
| 10 |
629.40 |
610.10 |
19.30 |
3.1% |
9.98 |
1.6% |
89% |
False |
False |
|
| 20 |
629.40 |
567.35 |
62.05 |
9.9% |
10.23 |
1.6% |
97% |
False |
False |
|
| 40 |
629.40 |
526.80 |
102.60 |
16.4% |
12.06 |
1.9% |
98% |
False |
False |
|
| 60 |
629.40 |
526.80 |
102.60 |
16.4% |
12.70 |
2.0% |
98% |
False |
False |
|
| 80 |
629.40 |
526.80 |
102.60 |
16.4% |
12.78 |
2.0% |
98% |
False |
False |
|
| 100 |
629.40 |
526.80 |
102.60 |
16.4% |
12.96 |
2.1% |
98% |
False |
False |
|
| 120 |
629.40 |
526.80 |
102.60 |
16.4% |
12.67 |
2.0% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
673.16 |
|
2.618 |
655.65 |
|
1.618 |
644.92 |
|
1.000 |
638.29 |
|
0.618 |
634.19 |
|
HIGH |
627.56 |
|
0.618 |
623.46 |
|
0.500 |
622.20 |
|
0.382 |
620.93 |
|
LOW |
616.83 |
|
0.618 |
610.20 |
|
1.000 |
606.10 |
|
1.618 |
599.47 |
|
2.618 |
588.74 |
|
4.250 |
571.23 |
|
|
| Fisher Pivots for day following 21-Feb-1996 |
| Pivot |
1 day |
3 day |
| R1 |
625.59 |
624.74 |
| PP |
623.89 |
622.19 |
| S1 |
622.20 |
619.65 |
|