| Trading Metrics calculated at close of trading on 09-May-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-1996 |
09-May-1996 |
Change |
Change % |
Previous Week |
| Open |
663.53 |
663.53 |
0.00 |
0.0% |
666.65 |
| High |
663.53 |
666.69 |
3.16 |
0.5% |
673.88 |
| Low |
646.02 |
660.55 |
14.53 |
2.2% |
656.62 |
| Close |
663.53 |
662.54 |
-0.99 |
-0.1% |
661.07 |
| Range |
17.51 |
6.14 |
-11.37 |
-64.9% |
17.26 |
| ATR |
10.63 |
10.31 |
-0.32 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
681.68 |
678.25 |
665.92 |
|
| R3 |
675.54 |
672.11 |
664.23 |
|
| R2 |
669.40 |
669.40 |
663.67 |
|
| R1 |
665.97 |
665.97 |
663.10 |
664.62 |
| PP |
663.26 |
663.26 |
663.26 |
662.58 |
| S1 |
659.83 |
659.83 |
661.98 |
658.48 |
| S2 |
657.12 |
657.12 |
661.41 |
|
| S3 |
650.98 |
653.69 |
660.85 |
|
| S4 |
644.84 |
647.55 |
659.16 |
|
|
| 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 |
670.24 |
646.02 |
24.22 |
3.7% |
10.65 |
1.6% |
68% |
False |
False |
|
| 10 |
673.88 |
646.02 |
27.86 |
4.2% |
9.26 |
1.4% |
59% |
False |
False |
|
| 20 |
673.88 |
602.03 |
71.85 |
10.8% |
10.17 |
1.5% |
84% |
False |
False |
|
| 40 |
673.88 |
591.35 |
82.53 |
12.5% |
10.35 |
1.6% |
86% |
False |
False |
|
| 60 |
673.88 |
585.33 |
88.55 |
13.4% |
11.01 |
1.7% |
87% |
False |
False |
|
| 80 |
673.88 |
534.87 |
139.01 |
21.0% |
10.95 |
1.7% |
92% |
False |
False |
|
| 100 |
673.88 |
526.80 |
147.08 |
22.2% |
11.83 |
1.8% |
92% |
False |
False |
|
| 120 |
673.88 |
526.80 |
147.08 |
22.2% |
12.00 |
1.8% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
692.79 |
|
2.618 |
682.76 |
|
1.618 |
676.62 |
|
1.000 |
672.83 |
|
0.618 |
670.48 |
|
HIGH |
666.69 |
|
0.618 |
664.34 |
|
0.500 |
663.62 |
|
0.382 |
662.90 |
|
LOW |
660.55 |
|
0.618 |
656.76 |
|
1.000 |
654.41 |
|
1.618 |
650.62 |
|
2.618 |
644.48 |
|
4.250 |
634.46 |
|
|
| Fisher Pivots for day following 09-May-1996 |
| Pivot |
1 day |
3 day |
| R1 |
663.62 |
660.48 |
| PP |
663.26 |
658.42 |
| S1 |
662.90 |
656.36 |
|