| Trading Metrics calculated at close of trading on 29-Apr-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-1996 |
29-Apr-1996 |
Change |
Change % |
Previous Week |
| Open |
666.68 |
666.65 |
-0.03 |
0.0% |
633.01 |
| High |
669.74 |
668.31 |
-1.43 |
-0.2% |
669.74 |
| Low |
664.48 |
663.96 |
-0.52 |
-0.1% |
633.01 |
| Close |
666.65 |
667.00 |
0.35 |
0.1% |
666.65 |
| Range |
5.26 |
4.35 |
-0.91 |
-17.3% |
36.73 |
| ATR |
10.63 |
10.19 |
-0.45 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Apr-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
679.47 |
677.59 |
669.39 |
|
| R3 |
675.12 |
673.24 |
668.20 |
|
| R2 |
670.77 |
670.77 |
667.80 |
|
| R1 |
668.89 |
668.89 |
667.40 |
669.83 |
| PP |
666.42 |
666.42 |
666.42 |
666.90 |
| S1 |
664.54 |
664.54 |
666.60 |
665.48 |
| S2 |
662.07 |
662.07 |
666.20 |
|
| S3 |
657.72 |
660.19 |
665.80 |
|
| S4 |
653.37 |
655.84 |
664.61 |
|
|
| Weekly Pivots for week ending 26-Apr-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
766.66 |
753.38 |
686.85 |
|
| R3 |
729.93 |
716.65 |
676.75 |
|
| R2 |
693.20 |
693.20 |
673.38 |
|
| R1 |
679.92 |
679.92 |
670.02 |
686.56 |
| PP |
656.47 |
656.47 |
656.47 |
659.79 |
| S1 |
643.19 |
643.19 |
663.28 |
649.83 |
| S2 |
619.74 |
619.74 |
659.92 |
|
| S3 |
583.01 |
606.46 |
656.55 |
|
| S4 |
546.28 |
569.73 |
646.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
669.74 |
643.02 |
26.72 |
4.0% |
7.92 |
1.2% |
90% |
False |
False |
|
| 10 |
669.74 |
611.08 |
58.66 |
8.8% |
10.88 |
1.6% |
95% |
False |
False |
|
| 20 |
669.74 |
597.42 |
72.32 |
10.8% |
9.78 |
1.5% |
96% |
False |
False |
|
| 40 |
669.74 |
585.33 |
84.41 |
12.7% |
11.00 |
1.6% |
97% |
False |
False |
|
| 60 |
669.74 |
585.33 |
84.41 |
12.7% |
11.00 |
1.6% |
97% |
False |
False |
|
| 80 |
669.74 |
526.80 |
142.94 |
21.4% |
11.69 |
1.8% |
98% |
False |
False |
|
| 100 |
669.74 |
526.80 |
142.94 |
21.4% |
11.99 |
1.8% |
98% |
False |
False |
|
| 120 |
669.74 |
526.80 |
142.94 |
21.4% |
12.27 |
1.8% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
686.80 |
|
2.618 |
679.70 |
|
1.618 |
675.35 |
|
1.000 |
672.66 |
|
0.618 |
671.00 |
|
HIGH |
668.31 |
|
0.618 |
666.65 |
|
0.500 |
666.14 |
|
0.382 |
665.62 |
|
LOW |
663.96 |
|
0.618 |
661.27 |
|
1.000 |
659.61 |
|
1.618 |
656.92 |
|
2.618 |
652.57 |
|
4.250 |
645.47 |
|
|
| Fisher Pivots for day following 29-Apr-1996 |
| Pivot |
1 day |
3 day |
| R1 |
666.71 |
665.96 |
| PP |
666.42 |
664.91 |
| S1 |
666.14 |
663.87 |
|