| Trading Metrics calculated at close of trading on 17-Apr-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-1996 |
17-Apr-1996 |
Change |
Change % |
Previous Week |
| Open |
611.08 |
625.94 |
14.86 |
2.4% |
618.00 |
| High |
625.99 |
627.38 |
1.39 |
0.2% |
619.95 |
| Low |
611.08 |
618.39 |
7.31 |
1.2% |
597.42 |
| Close |
625.94 |
620.71 |
-5.23 |
-0.8% |
605.05 |
| Range |
14.91 |
8.99 |
-5.92 |
-39.7% |
22.53 |
| ATR |
10.60 |
10.49 |
-0.12 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Apr-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
649.13 |
643.91 |
625.65 |
|
| R3 |
640.14 |
634.92 |
623.18 |
|
| R2 |
631.15 |
631.15 |
622.36 |
|
| R1 |
625.93 |
625.93 |
621.53 |
624.05 |
| PP |
622.16 |
622.16 |
622.16 |
621.22 |
| S1 |
616.94 |
616.94 |
619.89 |
615.06 |
| S2 |
613.17 |
613.17 |
619.06 |
|
| S3 |
604.18 |
607.95 |
618.24 |
|
| S4 |
595.19 |
598.96 |
615.77 |
|
|
| 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 |
627.38 |
597.42 |
29.96 |
4.8% |
10.05 |
1.6% |
78% |
True |
False |
|
| 10 |
627.38 |
597.42 |
29.96 |
4.8% |
10.17 |
1.6% |
78% |
True |
False |
|
| 20 |
629.39 |
591.35 |
38.04 |
6.1% |
10.14 |
1.6% |
77% |
False |
False |
|
| 40 |
647.34 |
585.33 |
62.01 |
10.0% |
11.44 |
1.8% |
57% |
False |
False |
|
| 60 |
647.34 |
566.92 |
80.42 |
13.0% |
10.96 |
1.8% |
67% |
False |
False |
|
| 80 |
647.34 |
526.80 |
120.54 |
19.4% |
11.67 |
1.9% |
78% |
False |
False |
|
| 100 |
647.34 |
526.80 |
120.54 |
19.4% |
12.18 |
2.0% |
78% |
False |
False |
|
| 120 |
647.34 |
526.80 |
120.54 |
19.4% |
12.38 |
2.0% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
665.59 |
|
2.618 |
650.92 |
|
1.618 |
641.93 |
|
1.000 |
636.37 |
|
0.618 |
632.94 |
|
HIGH |
627.38 |
|
0.618 |
623.95 |
|
0.500 |
622.89 |
|
0.382 |
621.82 |
|
LOW |
618.39 |
|
0.618 |
612.83 |
|
1.000 |
609.40 |
|
1.618 |
603.84 |
|
2.618 |
594.85 |
|
4.250 |
580.18 |
|
|
| Fisher Pivots for day following 17-Apr-1996 |
| Pivot |
1 day |
3 day |
| R1 |
622.89 |
619.21 |
| PP |
622.16 |
617.71 |
| S1 |
621.44 |
616.22 |
|