| Trading Metrics calculated at close of trading on 16-Apr-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-1996 |
16-Apr-1996 |
Change |
Change % |
Previous Week |
| Open |
605.05 |
611.08 |
6.03 |
1.0% |
618.00 |
| High |
611.55 |
625.99 |
14.44 |
2.4% |
619.95 |
| Low |
605.05 |
611.08 |
6.03 |
1.0% |
597.42 |
| Close |
611.08 |
625.94 |
14.86 |
2.4% |
605.05 |
| Range |
6.50 |
14.91 |
8.41 |
129.4% |
22.53 |
| ATR |
10.27 |
10.60 |
0.33 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Apr-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
665.73 |
660.75 |
634.14 |
|
| R3 |
650.82 |
645.84 |
630.04 |
|
| R2 |
635.91 |
635.91 |
628.67 |
|
| R1 |
630.93 |
630.93 |
627.31 |
633.42 |
| PP |
621.00 |
621.00 |
621.00 |
622.25 |
| S1 |
616.02 |
616.02 |
624.57 |
618.51 |
| S2 |
606.09 |
606.09 |
623.21 |
|
| S3 |
591.18 |
601.11 |
621.84 |
|
| S4 |
576.27 |
586.20 |
617.74 |
|
|
| Weekly Pivots for week ending 12-Apr-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
675.06 |
662.59 |
617.44 |
|
| R3 |
652.53 |
640.06 |
611.25 |
|
| R2 |
630.00 |
630.00 |
609.18 |
|
| R1 |
617.53 |
617.53 |
607.12 |
612.50 |
| PP |
607.47 |
607.47 |
607.47 |
604.96 |
| S1 |
595.00 |
595.00 |
602.98 |
589.97 |
| S2 |
584.94 |
584.94 |
600.92 |
|
| S3 |
562.41 |
572.47 |
598.85 |
|
| S4 |
539.88 |
549.94 |
592.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
625.99 |
597.42 |
28.57 |
4.6% |
10.61 |
1.7% |
100% |
True |
False |
|
| 10 |
625.99 |
597.42 |
28.57 |
4.6% |
9.63 |
1.5% |
100% |
True |
False |
|
| 20 |
637.92 |
591.35 |
46.57 |
7.4% |
10.24 |
1.6% |
74% |
False |
False |
|
| 40 |
647.34 |
585.33 |
62.01 |
9.9% |
11.47 |
1.8% |
65% |
False |
False |
|
| 60 |
647.34 |
563.68 |
83.66 |
13.4% |
10.95 |
1.7% |
74% |
False |
False |
|
| 80 |
647.34 |
526.80 |
120.54 |
19.3% |
11.76 |
1.9% |
82% |
False |
False |
|
| 100 |
647.34 |
526.80 |
120.54 |
19.3% |
12.20 |
1.9% |
82% |
False |
False |
|
| 120 |
647.34 |
526.80 |
120.54 |
19.3% |
12.39 |
2.0% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
689.36 |
|
2.618 |
665.02 |
|
1.618 |
650.11 |
|
1.000 |
640.90 |
|
0.618 |
635.20 |
|
HIGH |
625.99 |
|
0.618 |
620.29 |
|
0.500 |
618.54 |
|
0.382 |
616.78 |
|
LOW |
611.08 |
|
0.618 |
601.87 |
|
1.000 |
596.17 |
|
1.618 |
586.96 |
|
2.618 |
572.05 |
|
4.250 |
547.71 |
|
|
| Fisher Pivots for day following 16-Apr-1996 |
| Pivot |
1 day |
3 day |
| R1 |
623.47 |
621.96 |
| PP |
621.00 |
617.99 |
| S1 |
618.54 |
614.01 |
|