| Trading Metrics calculated at close of trading on 03-May-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-1996 |
03-May-1996 |
Change |
Change % |
Previous Week |
| Open |
673.36 |
656.73 |
-16.63 |
-2.5% |
666.65 |
| High |
673.55 |
670.24 |
-3.31 |
-0.5% |
673.88 |
| Low |
656.62 |
656.73 |
0.11 |
0.0% |
656.62 |
| Close |
656.73 |
661.07 |
4.34 |
0.7% |
661.07 |
| Range |
16.93 |
13.51 |
-3.42 |
-20.2% |
17.26 |
| ATR |
10.19 |
10.43 |
0.24 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
703.21 |
695.65 |
668.50 |
|
| R3 |
689.70 |
682.14 |
664.79 |
|
| R2 |
676.19 |
676.19 |
663.55 |
|
| R1 |
668.63 |
668.63 |
662.31 |
672.41 |
| PP |
662.68 |
662.68 |
662.68 |
664.57 |
| S1 |
655.12 |
655.12 |
659.83 |
658.90 |
| S2 |
649.17 |
649.17 |
658.59 |
|
| S3 |
635.66 |
641.61 |
657.35 |
|
| S4 |
622.15 |
628.10 |
653.64 |
|
|
| Weekly Pivots for week ending 03-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
715.64 |
705.61 |
670.56 |
|
| R3 |
698.38 |
688.35 |
665.82 |
|
| R2 |
681.12 |
681.12 |
664.23 |
|
| R1 |
671.09 |
671.09 |
662.65 |
667.48 |
| PP |
663.86 |
663.86 |
663.86 |
662.05 |
| S1 |
653.83 |
653.83 |
659.49 |
650.22 |
| S2 |
646.60 |
646.60 |
657.91 |
|
| S3 |
629.34 |
636.57 |
656.32 |
|
| S4 |
612.08 |
619.31 |
651.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
673.88 |
656.62 |
17.26 |
2.6% |
9.52 |
1.4% |
26% |
False |
False |
|
| 10 |
673.88 |
633.01 |
40.87 |
6.2% |
9.42 |
1.4% |
69% |
False |
False |
|
| 20 |
673.88 |
597.42 |
76.46 |
11.6% |
10.78 |
1.6% |
83% |
False |
False |
|
| 40 |
673.88 |
585.33 |
88.55 |
13.4% |
11.05 |
1.7% |
86% |
False |
False |
|
| 60 |
673.88 |
585.33 |
88.55 |
13.4% |
11.09 |
1.7% |
86% |
False |
False |
|
| 80 |
673.88 |
526.80 |
147.08 |
22.2% |
11.36 |
1.7% |
91% |
False |
False |
|
| 100 |
673.88 |
526.80 |
147.08 |
22.2% |
11.97 |
1.8% |
91% |
False |
False |
|
| 120 |
673.88 |
526.80 |
147.08 |
22.2% |
12.09 |
1.8% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
727.66 |
|
2.618 |
705.61 |
|
1.618 |
692.10 |
|
1.000 |
683.75 |
|
0.618 |
678.59 |
|
HIGH |
670.24 |
|
0.618 |
665.08 |
|
0.500 |
663.49 |
|
0.382 |
661.89 |
|
LOW |
656.73 |
|
0.618 |
648.38 |
|
1.000 |
643.22 |
|
1.618 |
634.87 |
|
2.618 |
621.36 |
|
4.250 |
599.31 |
|
|
| Fisher Pivots for day following 03-May-1996 |
| Pivot |
1 day |
3 day |
| R1 |
663.49 |
665.25 |
| PP |
662.68 |
663.86 |
| S1 |
661.88 |
662.46 |
|