| Trading Metrics calculated at close of trading on 08-May-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-1996 |
08-May-1996 |
Change |
Change % |
Previous Week |
| Open |
662.93 |
663.53 |
0.60 |
0.1% |
666.65 |
| High |
665.60 |
663.53 |
-2.07 |
-0.3% |
673.88 |
| Low |
658.61 |
646.02 |
-12.59 |
-1.9% |
656.62 |
| Close |
660.82 |
663.53 |
2.71 |
0.4% |
661.07 |
| Range |
6.99 |
17.51 |
10.52 |
150.5% |
17.26 |
| ATR |
10.10 |
10.63 |
0.53 |
5.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
710.22 |
704.39 |
673.16 |
|
| R3 |
692.71 |
686.88 |
668.35 |
|
| R2 |
675.20 |
675.20 |
666.74 |
|
| R1 |
669.37 |
669.37 |
665.14 |
672.29 |
| PP |
657.69 |
657.69 |
657.69 |
659.15 |
| S1 |
651.86 |
651.86 |
661.92 |
654.78 |
| S2 |
640.18 |
640.18 |
660.32 |
|
| S3 |
622.67 |
634.35 |
658.71 |
|
| S4 |
605.16 |
616.84 |
653.90 |
|
|
| 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 |
673.55 |
646.02 |
27.53 |
4.1% |
12.81 |
1.9% |
64% |
False |
True |
|
| 10 |
673.88 |
646.02 |
27.86 |
4.2% |
9.53 |
1.4% |
63% |
False |
True |
|
| 20 |
673.88 |
597.42 |
76.46 |
11.5% |
10.60 |
1.6% |
86% |
False |
False |
|
| 40 |
673.88 |
591.35 |
82.53 |
12.4% |
10.62 |
1.6% |
87% |
False |
False |
|
| 60 |
673.88 |
585.33 |
88.55 |
13.3% |
11.15 |
1.7% |
88% |
False |
False |
|
| 80 |
673.88 |
526.80 |
147.08 |
22.2% |
11.12 |
1.7% |
93% |
False |
False |
|
| 100 |
673.88 |
526.80 |
147.08 |
22.2% |
11.87 |
1.8% |
93% |
False |
False |
|
| 120 |
673.88 |
526.80 |
147.08 |
22.2% |
12.04 |
1.8% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
737.95 |
|
2.618 |
709.37 |
|
1.618 |
691.86 |
|
1.000 |
681.04 |
|
0.618 |
674.35 |
|
HIGH |
663.53 |
|
0.618 |
656.84 |
|
0.500 |
654.78 |
|
0.382 |
652.71 |
|
LOW |
646.02 |
|
0.618 |
635.20 |
|
1.000 |
628.51 |
|
1.618 |
617.69 |
|
2.618 |
600.18 |
|
4.250 |
571.60 |
|
|
| Fisher Pivots for day following 08-May-1996 |
| Pivot |
1 day |
3 day |
| R1 |
660.61 |
660.96 |
| PP |
657.69 |
658.38 |
| S1 |
654.78 |
655.81 |
|