| Trading Metrics calculated at close of trading on 10-May-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-1996 |
10-May-1996 |
Change |
Change % |
Previous Week |
| Open |
663.53 |
662.54 |
-0.99 |
-0.1% |
661.07 |
| High |
666.69 |
672.59 |
5.90 |
0.9% |
672.59 |
| Low |
660.55 |
662.54 |
1.99 |
0.3% |
646.02 |
| Close |
662.54 |
672.54 |
10.00 |
1.5% |
672.54 |
| Range |
6.14 |
10.05 |
3.91 |
63.7% |
26.57 |
| ATR |
10.31 |
10.29 |
-0.02 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
699.37 |
696.01 |
678.07 |
|
| R3 |
689.32 |
685.96 |
675.30 |
|
| R2 |
679.27 |
679.27 |
674.38 |
|
| R1 |
675.91 |
675.91 |
673.46 |
677.59 |
| PP |
669.22 |
669.22 |
669.22 |
670.07 |
| S1 |
665.86 |
665.86 |
671.62 |
667.54 |
| S2 |
659.17 |
659.17 |
670.70 |
|
| S3 |
649.12 |
655.81 |
669.78 |
|
| S4 |
639.07 |
645.76 |
667.01 |
|
|
| Weekly Pivots for week ending 10-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
743.43 |
734.55 |
687.15 |
|
| R3 |
716.86 |
707.98 |
679.85 |
|
| R2 |
690.29 |
690.29 |
677.41 |
|
| R1 |
681.41 |
681.41 |
674.98 |
685.85 |
| PP |
663.72 |
663.72 |
663.72 |
665.94 |
| S1 |
654.84 |
654.84 |
670.10 |
659.28 |
| S2 |
637.15 |
637.15 |
667.67 |
|
| S3 |
610.58 |
628.27 |
665.23 |
|
| S4 |
584.01 |
601.70 |
657.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
672.59 |
646.02 |
26.57 |
4.0% |
9.96 |
1.5% |
100% |
True |
False |
|
| 10 |
673.88 |
646.02 |
27.86 |
4.1% |
9.74 |
1.4% |
95% |
False |
False |
|
| 20 |
673.88 |
605.05 |
68.83 |
10.2% |
10.41 |
1.5% |
98% |
False |
False |
|
| 40 |
673.88 |
591.35 |
82.53 |
12.3% |
10.39 |
1.5% |
98% |
False |
False |
|
| 60 |
673.88 |
585.33 |
88.55 |
13.2% |
11.00 |
1.6% |
98% |
False |
False |
|
| 80 |
673.88 |
545.51 |
128.37 |
19.1% |
10.81 |
1.6% |
99% |
False |
False |
|
| 100 |
673.88 |
526.80 |
147.08 |
21.9% |
11.70 |
1.7% |
99% |
False |
False |
|
| 120 |
673.88 |
526.80 |
147.08 |
21.9% |
12.02 |
1.8% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
715.30 |
|
2.618 |
698.90 |
|
1.618 |
688.85 |
|
1.000 |
682.64 |
|
0.618 |
678.80 |
|
HIGH |
672.59 |
|
0.618 |
668.75 |
|
0.500 |
667.57 |
|
0.382 |
666.38 |
|
LOW |
662.54 |
|
0.618 |
656.33 |
|
1.000 |
652.49 |
|
1.618 |
646.28 |
|
2.618 |
636.23 |
|
4.250 |
619.83 |
|
|
| Fisher Pivots for day following 10-May-1996 |
| Pivot |
1 day |
3 day |
| R1 |
670.88 |
668.13 |
| PP |
669.22 |
663.72 |
| S1 |
667.57 |
659.31 |
|