| Trading Metrics calculated at close of trading on 21-May-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-1996 |
21-May-1996 |
Change |
Change % |
Previous Week |
| Open |
690.81 |
693.27 |
2.46 |
0.4% |
672.54 |
| High |
696.83 |
696.51 |
-0.32 |
0.0% |
700.65 |
| Low |
690.81 |
687.86 |
-2.95 |
-0.4% |
672.54 |
| Close |
693.27 |
687.86 |
-5.41 |
-0.8% |
690.81 |
| Range |
6.02 |
8.65 |
2.63 |
43.7% |
28.11 |
| ATR |
10.09 |
9.98 |
-0.10 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
716.69 |
710.93 |
692.62 |
|
| R3 |
708.04 |
702.28 |
690.24 |
|
| R2 |
699.39 |
699.39 |
689.45 |
|
| R1 |
693.63 |
693.63 |
688.65 |
692.19 |
| PP |
690.74 |
690.74 |
690.74 |
690.02 |
| S1 |
684.98 |
684.98 |
687.07 |
683.54 |
| S2 |
682.09 |
682.09 |
686.27 |
|
| S3 |
673.44 |
676.33 |
685.48 |
|
| S4 |
664.79 |
667.68 |
683.10 |
|
|
| Weekly Pivots for week ending 17-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
772.33 |
759.68 |
706.27 |
|
| R3 |
744.22 |
731.57 |
698.54 |
|
| R2 |
716.11 |
716.11 |
695.96 |
|
| R1 |
703.46 |
703.46 |
693.39 |
709.79 |
| PP |
688.00 |
688.00 |
688.00 |
691.16 |
| S1 |
675.35 |
675.35 |
688.23 |
681.68 |
| S2 |
659.89 |
659.89 |
685.66 |
|
| S3 |
631.78 |
647.24 |
683.08 |
|
| S4 |
603.67 |
619.13 |
675.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
700.65 |
683.95 |
16.70 |
2.4% |
8.77 |
1.3% |
23% |
False |
False |
|
| 10 |
700.65 |
646.02 |
54.63 |
7.9% |
10.27 |
1.5% |
77% |
False |
False |
|
| 20 |
700.65 |
646.02 |
54.63 |
7.9% |
9.50 |
1.4% |
77% |
False |
False |
|
| 40 |
700.65 |
591.35 |
109.30 |
15.9% |
9.93 |
1.4% |
88% |
False |
False |
|
| 60 |
700.65 |
585.33 |
115.32 |
16.8% |
10.92 |
1.6% |
89% |
False |
False |
|
| 80 |
700.65 |
574.45 |
126.20 |
18.3% |
10.77 |
1.6% |
90% |
False |
False |
|
| 100 |
700.65 |
526.80 |
173.85 |
25.3% |
11.55 |
1.7% |
93% |
False |
False |
|
| 120 |
700.65 |
526.80 |
173.85 |
25.3% |
11.73 |
1.7% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
733.27 |
|
2.618 |
719.16 |
|
1.618 |
710.51 |
|
1.000 |
705.16 |
|
0.618 |
701.86 |
|
HIGH |
696.51 |
|
0.618 |
693.21 |
|
0.500 |
692.19 |
|
0.382 |
691.16 |
|
LOW |
687.86 |
|
0.618 |
682.51 |
|
1.000 |
679.21 |
|
1.618 |
673.86 |
|
2.618 |
665.21 |
|
4.250 |
651.10 |
|
|
| Fisher Pivots for day following 21-May-1996 |
| Pivot |
1 day |
3 day |
| R1 |
692.19 |
693.00 |
| PP |
690.74 |
691.29 |
| S1 |
689.30 |
689.57 |
|