| Trading Metrics calculated at close of trading on 17-Jun-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-1996 |
17-Jun-1996 |
Change |
Change % |
Previous Week |
| Open |
691.84 |
681.13 |
-10.71 |
-1.5% |
691.46 |
| High |
691.84 |
684.26 |
-7.58 |
-1.1% |
702.14 |
| Low |
681.07 |
676.84 |
-4.23 |
-0.6% |
681.07 |
| Close |
681.13 |
678.44 |
-2.69 |
-0.4% |
681.13 |
| Range |
10.77 |
7.42 |
-3.35 |
-31.1% |
21.07 |
| ATR |
10.34 |
10.13 |
-0.21 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
702.11 |
697.69 |
682.52 |
|
| R3 |
694.69 |
690.27 |
680.48 |
|
| R2 |
687.27 |
687.27 |
679.80 |
|
| R1 |
682.85 |
682.85 |
679.12 |
681.35 |
| PP |
679.85 |
679.85 |
679.85 |
679.10 |
| S1 |
675.43 |
675.43 |
677.76 |
673.93 |
| S2 |
672.43 |
672.43 |
677.08 |
|
| S3 |
665.01 |
668.01 |
676.40 |
|
| S4 |
657.59 |
660.59 |
674.36 |
|
|
| Weekly Pivots for week ending 14-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
751.32 |
737.30 |
692.72 |
|
| R3 |
730.25 |
716.23 |
686.92 |
|
| R2 |
709.18 |
709.18 |
684.99 |
|
| R1 |
695.16 |
695.16 |
683.06 |
691.64 |
| PP |
688.11 |
688.11 |
688.11 |
686.35 |
| S1 |
674.09 |
674.09 |
679.20 |
670.57 |
| S2 |
667.04 |
667.04 |
677.27 |
|
| S3 |
645.97 |
653.02 |
675.34 |
|
| S4 |
624.90 |
631.95 |
669.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
702.14 |
676.84 |
25.30 |
3.7% |
9.79 |
1.4% |
6% |
False |
True |
|
| 10 |
704.09 |
673.32 |
30.77 |
4.5% |
10.65 |
1.6% |
17% |
False |
False |
|
| 20 |
704.09 |
673.32 |
30.77 |
4.5% |
9.47 |
1.4% |
17% |
False |
False |
|
| 40 |
704.09 |
633.01 |
71.08 |
10.5% |
9.69 |
1.4% |
64% |
False |
False |
|
| 60 |
704.09 |
591.35 |
112.74 |
16.6% |
10.02 |
1.5% |
77% |
False |
False |
|
| 80 |
704.09 |
585.33 |
118.76 |
17.5% |
10.64 |
1.6% |
78% |
False |
False |
|
| 100 |
704.09 |
568.33 |
135.76 |
20.0% |
10.58 |
1.6% |
81% |
False |
False |
|
| 120 |
704.09 |
526.80 |
177.29 |
26.1% |
11.22 |
1.7% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
715.80 |
|
2.618 |
703.69 |
|
1.618 |
696.27 |
|
1.000 |
691.68 |
|
0.618 |
688.85 |
|
HIGH |
684.26 |
|
0.618 |
681.43 |
|
0.500 |
680.55 |
|
0.382 |
679.67 |
|
LOW |
676.84 |
|
0.618 |
672.25 |
|
1.000 |
669.42 |
|
1.618 |
664.83 |
|
2.618 |
657.41 |
|
4.250 |
645.31 |
|
|
| Fisher Pivots for day following 17-Jun-1996 |
| Pivot |
1 day |
3 day |
| R1 |
680.55 |
687.58 |
| PP |
679.85 |
684.53 |
| S1 |
679.14 |
681.49 |
|