| Trading Metrics calculated at close of trading on 16-Jul-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-1996 |
16-Jul-1996 |
Change |
Change % |
Previous Week |
| Open |
635.06 |
606.89 |
-28.17 |
-4.4% |
657.68 |
| High |
635.06 |
615.82 |
-19.24 |
-3.0% |
665.12 |
| Low |
606.07 |
572.79 |
-33.28 |
-5.5% |
625.09 |
| Close |
606.89 |
614.25 |
7.36 |
1.2% |
635.06 |
| Range |
28.99 |
43.03 |
14.04 |
48.4% |
40.03 |
| ATR |
14.08 |
16.15 |
2.07 |
14.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
730.04 |
715.18 |
637.92 |
|
| R3 |
687.01 |
672.15 |
626.08 |
|
| R2 |
643.98 |
643.98 |
622.14 |
|
| R1 |
629.12 |
629.12 |
618.19 |
636.55 |
| PP |
600.95 |
600.95 |
600.95 |
604.67 |
| S1 |
586.09 |
586.09 |
610.31 |
593.52 |
| S2 |
557.92 |
557.92 |
606.36 |
|
| S3 |
514.89 |
543.06 |
602.42 |
|
| S4 |
471.86 |
500.03 |
590.58 |
|
|
| Weekly Pivots for week ending 12-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
761.85 |
738.48 |
657.08 |
|
| R3 |
721.82 |
698.45 |
646.07 |
|
| R2 |
681.79 |
681.79 |
642.40 |
|
| R1 |
658.42 |
658.42 |
638.73 |
650.09 |
| PP |
641.76 |
641.76 |
641.76 |
637.59 |
| S1 |
618.39 |
618.39 |
631.39 |
610.06 |
| S2 |
601.73 |
601.73 |
627.72 |
|
| S3 |
561.70 |
578.36 |
624.05 |
|
| S4 |
521.67 |
538.33 |
613.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
660.76 |
572.79 |
87.97 |
14.3% |
26.65 |
4.3% |
47% |
False |
True |
|
| 10 |
687.07 |
572.79 |
114.28 |
18.6% |
18.15 |
3.0% |
36% |
False |
True |
|
| 20 |
687.95 |
572.79 |
115.16 |
18.7% |
15.62 |
2.5% |
36% |
False |
True |
|
| 40 |
704.09 |
572.79 |
131.30 |
21.4% |
12.54 |
2.0% |
32% |
False |
True |
|
| 60 |
704.09 |
572.79 |
131.30 |
21.4% |
11.67 |
1.9% |
32% |
False |
True |
|
| 80 |
704.09 |
572.79 |
131.30 |
21.4% |
11.42 |
1.9% |
32% |
False |
True |
|
| 100 |
704.09 |
572.79 |
131.30 |
21.4% |
11.64 |
1.9% |
32% |
False |
True |
|
| 120 |
704.09 |
568.33 |
135.76 |
22.1% |
11.42 |
1.9% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
798.70 |
|
2.618 |
728.47 |
|
1.618 |
685.44 |
|
1.000 |
658.85 |
|
0.618 |
642.41 |
|
HIGH |
615.82 |
|
0.618 |
599.38 |
|
0.500 |
594.31 |
|
0.382 |
589.23 |
|
LOW |
572.79 |
|
0.618 |
546.20 |
|
1.000 |
529.76 |
|
1.618 |
503.17 |
|
2.618 |
460.14 |
|
4.250 |
389.91 |
|
|
| Fisher Pivots for day following 16-Jul-1996 |
| Pivot |
1 day |
3 day |
| R1 |
607.60 |
612.11 |
| PP |
600.95 |
609.97 |
| S1 |
594.31 |
607.83 |
|