| Trading Metrics calculated at close of trading on 06-May-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-1996 |
06-May-1996 |
Change |
Change % |
Previous Week |
| Open |
656.73 |
661.07 |
4.34 |
0.7% |
666.65 |
| High |
670.24 |
665.07 |
-5.17 |
-0.8% |
673.88 |
| Low |
656.73 |
655.95 |
-0.78 |
-0.1% |
656.62 |
| Close |
661.07 |
662.93 |
1.86 |
0.3% |
661.07 |
| Range |
13.51 |
9.12 |
-4.39 |
-32.5% |
17.26 |
| ATR |
10.43 |
10.34 |
-0.09 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
688.68 |
684.92 |
667.95 |
|
| R3 |
679.56 |
675.80 |
665.44 |
|
| R2 |
670.44 |
670.44 |
664.60 |
|
| R1 |
666.68 |
666.68 |
663.77 |
668.56 |
| PP |
661.32 |
661.32 |
661.32 |
662.26 |
| S1 |
657.56 |
657.56 |
662.09 |
659.44 |
| S2 |
652.20 |
652.20 |
661.26 |
|
| S3 |
643.08 |
648.44 |
660.42 |
|
| S4 |
633.96 |
639.32 |
657.91 |
|
|
| 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 |
655.95 |
17.93 |
2.7% |
10.47 |
1.6% |
39% |
False |
True |
|
| 10 |
673.88 |
643.02 |
30.86 |
4.7% |
9.19 |
1.4% |
65% |
False |
False |
|
| 20 |
673.88 |
597.42 |
76.46 |
11.5% |
10.41 |
1.6% |
86% |
False |
False |
|
| 40 |
673.88 |
591.35 |
82.53 |
12.4% |
10.68 |
1.6% |
87% |
False |
False |
|
| 60 |
673.88 |
585.33 |
88.55 |
13.4% |
10.99 |
1.7% |
88% |
False |
False |
|
| 80 |
673.88 |
526.80 |
147.08 |
22.2% |
11.22 |
1.7% |
93% |
False |
False |
|
| 100 |
673.88 |
526.80 |
147.08 |
22.2% |
11.93 |
1.8% |
93% |
False |
False |
|
| 120 |
673.88 |
526.80 |
147.08 |
22.2% |
12.10 |
1.8% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
703.83 |
|
2.618 |
688.95 |
|
1.618 |
679.83 |
|
1.000 |
674.19 |
|
0.618 |
670.71 |
|
HIGH |
665.07 |
|
0.618 |
661.59 |
|
0.500 |
660.51 |
|
0.382 |
659.43 |
|
LOW |
655.95 |
|
0.618 |
650.31 |
|
1.000 |
646.83 |
|
1.618 |
641.19 |
|
2.618 |
632.07 |
|
4.250 |
617.19 |
|
|
| Fisher Pivots for day following 06-May-1996 |
| Pivot |
1 day |
3 day |
| R1 |
662.12 |
664.75 |
| PP |
661.32 |
664.14 |
| S1 |
660.51 |
663.54 |
|