| Trading Metrics calculated at close of trading on 11-Apr-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-1996 |
11-Apr-1996 |
Change |
Change % |
Previous Week |
| Open |
611.06 |
609.11 |
-1.95 |
-0.3% |
609.69 |
| High |
619.95 |
612.16 |
-7.79 |
-1.3% |
620.59 |
| Low |
608.16 |
597.42 |
-10.74 |
-1.8% |
609.69 |
| Close |
609.11 |
604.07 |
-5.04 |
-0.8% |
618.00 |
| Range |
11.79 |
14.74 |
2.95 |
25.0% |
10.90 |
| ATR |
10.69 |
10.98 |
0.29 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Apr-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
648.77 |
641.16 |
612.18 |
|
| R3 |
634.03 |
626.42 |
608.12 |
|
| R2 |
619.29 |
619.29 |
606.77 |
|
| R1 |
611.68 |
611.68 |
605.42 |
608.12 |
| PP |
604.55 |
604.55 |
604.55 |
602.77 |
| S1 |
596.94 |
596.94 |
602.72 |
593.38 |
| S2 |
589.81 |
589.81 |
601.37 |
|
| S3 |
575.07 |
582.20 |
600.02 |
|
| S4 |
560.33 |
567.46 |
595.96 |
|
|
| Weekly Pivots for week ending 05-Apr-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
648.79 |
644.30 |
624.00 |
|
| R3 |
637.89 |
633.40 |
621.00 |
|
| R2 |
626.99 |
626.99 |
620.00 |
|
| R1 |
622.50 |
622.50 |
619.00 |
624.75 |
| PP |
616.09 |
616.09 |
616.09 |
617.22 |
| S1 |
611.60 |
611.60 |
617.00 |
613.85 |
| S2 |
605.19 |
605.19 |
616.00 |
|
| S3 |
594.29 |
600.70 |
615.00 |
|
| S4 |
583.39 |
589.80 |
612.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
620.59 |
597.42 |
23.17 |
3.8% |
11.48 |
1.9% |
29% |
False |
True |
|
| 10 |
620.59 |
597.42 |
23.17 |
3.8% |
9.08 |
1.5% |
29% |
False |
True |
|
| 20 |
637.92 |
591.35 |
46.57 |
7.7% |
10.53 |
1.7% |
27% |
False |
False |
|
| 40 |
647.34 |
585.33 |
62.01 |
10.3% |
11.43 |
1.9% |
30% |
False |
False |
|
| 60 |
647.34 |
534.87 |
112.47 |
18.6% |
11.21 |
1.9% |
62% |
False |
False |
|
| 80 |
647.34 |
526.80 |
120.54 |
20.0% |
12.24 |
2.0% |
64% |
False |
False |
|
| 100 |
647.34 |
526.80 |
120.54 |
20.0% |
12.36 |
2.0% |
64% |
False |
False |
|
| 120 |
647.34 |
526.80 |
120.54 |
20.0% |
12.38 |
2.0% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
674.81 |
|
2.618 |
650.75 |
|
1.618 |
636.01 |
|
1.000 |
626.90 |
|
0.618 |
621.27 |
|
HIGH |
612.16 |
|
0.618 |
606.53 |
|
0.500 |
604.79 |
|
0.382 |
603.05 |
|
LOW |
597.42 |
|
0.618 |
588.31 |
|
1.000 |
582.68 |
|
1.618 |
573.57 |
|
2.618 |
558.83 |
|
4.250 |
534.78 |
|
|
| Fisher Pivots for day following 11-Apr-1996 |
| Pivot |
1 day |
3 day |
| R1 |
604.79 |
608.69 |
| PP |
604.55 |
607.15 |
| S1 |
604.31 |
605.61 |
|