| Trading Metrics calculated at close of trading on 22-May-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-1996 |
22-May-1996 |
Change |
Change % |
Previous Week |
| Open |
693.27 |
687.86 |
-5.41 |
-0.8% |
672.54 |
| High |
696.51 |
691.08 |
-5.43 |
-0.8% |
700.65 |
| Low |
687.86 |
684.16 |
-3.70 |
-0.5% |
672.54 |
| Close |
687.86 |
688.43 |
0.57 |
0.1% |
690.81 |
| Range |
8.65 |
6.92 |
-1.73 |
-20.0% |
28.11 |
| ATR |
9.98 |
9.76 |
-0.22 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
708.65 |
705.46 |
692.24 |
|
| R3 |
701.73 |
698.54 |
690.33 |
|
| R2 |
694.81 |
694.81 |
689.70 |
|
| R1 |
691.62 |
691.62 |
689.06 |
693.22 |
| PP |
687.89 |
687.89 |
687.89 |
688.69 |
| S1 |
684.70 |
684.70 |
687.80 |
686.30 |
| S2 |
680.97 |
680.97 |
687.16 |
|
| S3 |
674.05 |
677.78 |
686.53 |
|
| S4 |
667.13 |
670.86 |
684.62 |
|
|
| 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 |
698.14 |
683.95 |
14.19 |
2.1% |
8.05 |
1.2% |
32% |
False |
False |
|
| 10 |
700.65 |
660.55 |
40.10 |
5.8% |
9.21 |
1.3% |
70% |
False |
False |
|
| 20 |
700.65 |
646.02 |
54.63 |
7.9% |
9.37 |
1.4% |
78% |
False |
False |
|
| 40 |
700.65 |
597.42 |
103.23 |
15.0% |
9.77 |
1.4% |
88% |
False |
False |
|
| 60 |
700.65 |
585.33 |
115.32 |
16.8% |
10.84 |
1.6% |
89% |
False |
False |
|
| 80 |
700.65 |
576.23 |
124.42 |
18.1% |
10.78 |
1.6% |
90% |
False |
False |
|
| 100 |
700.65 |
526.80 |
173.85 |
25.3% |
11.54 |
1.7% |
93% |
False |
False |
|
| 120 |
700.65 |
526.80 |
173.85 |
25.3% |
11.72 |
1.7% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
720.49 |
|
2.618 |
709.20 |
|
1.618 |
702.28 |
|
1.000 |
698.00 |
|
0.618 |
695.36 |
|
HIGH |
691.08 |
|
0.618 |
688.44 |
|
0.500 |
687.62 |
|
0.382 |
686.80 |
|
LOW |
684.16 |
|
0.618 |
679.88 |
|
1.000 |
677.24 |
|
1.618 |
672.96 |
|
2.618 |
666.04 |
|
4.250 |
654.75 |
|
|
| Fisher Pivots for day following 22-May-1996 |
| Pivot |
1 day |
3 day |
| R1 |
688.16 |
690.50 |
| PP |
687.89 |
689.81 |
| S1 |
687.62 |
689.12 |
|