| Trading Metrics calculated at close of trading on 22-Jul-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-1996 |
22-Jul-1996 |
Change |
Change % |
Previous Week |
| Open |
643.74 |
633.05 |
-10.69 |
-1.7% |
635.06 |
| High |
643.75 |
633.05 |
-10.70 |
-1.7% |
644.11 |
| Low |
627.94 |
618.92 |
-9.02 |
-1.4% |
572.79 |
| Close |
633.05 |
624.03 |
-9.02 |
-1.4% |
633.05 |
| Range |
15.81 |
14.13 |
-1.68 |
-10.6% |
71.32 |
| ATR |
16.36 |
16.20 |
-0.16 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
667.72 |
660.01 |
631.80 |
|
| R3 |
653.59 |
645.88 |
627.92 |
|
| R2 |
639.46 |
639.46 |
626.62 |
|
| R1 |
631.75 |
631.75 |
625.33 |
628.54 |
| PP |
625.33 |
625.33 |
625.33 |
623.73 |
| S1 |
617.62 |
617.62 |
622.73 |
614.41 |
| S2 |
611.20 |
611.20 |
621.44 |
|
| S3 |
597.07 |
603.49 |
620.14 |
|
| S4 |
582.94 |
589.36 |
616.26 |
|
|
| Weekly Pivots for week ending 19-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
830.61 |
803.15 |
672.28 |
|
| R3 |
759.29 |
731.83 |
652.66 |
|
| R2 |
687.97 |
687.97 |
646.13 |
|
| R1 |
660.51 |
660.51 |
639.59 |
638.58 |
| PP |
616.65 |
616.65 |
616.65 |
605.69 |
| S1 |
589.19 |
589.19 |
626.51 |
567.26 |
| S2 |
545.33 |
545.33 |
619.97 |
|
| S3 |
474.01 |
517.87 |
613.44 |
|
| S4 |
402.69 |
446.55 |
593.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
644.11 |
572.79 |
71.32 |
11.4% |
21.82 |
3.5% |
72% |
False |
False |
|
| 10 |
664.20 |
572.79 |
91.41 |
14.6% |
20.75 |
3.3% |
56% |
False |
False |
|
| 20 |
687.95 |
572.79 |
115.16 |
18.5% |
16.16 |
2.6% |
44% |
False |
False |
|
| 40 |
704.09 |
572.79 |
131.30 |
21.0% |
13.46 |
2.2% |
39% |
False |
False |
|
| 60 |
704.09 |
572.79 |
131.30 |
21.0% |
12.08 |
1.9% |
39% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
21.0% |
11.58 |
1.9% |
39% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
21.0% |
11.87 |
1.9% |
39% |
False |
False |
|
| 120 |
704.09 |
572.79 |
131.30 |
21.0% |
11.66 |
1.9% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
693.10 |
|
2.618 |
670.04 |
|
1.618 |
655.91 |
|
1.000 |
647.18 |
|
0.618 |
641.78 |
|
HIGH |
633.05 |
|
0.618 |
627.65 |
|
0.500 |
625.99 |
|
0.382 |
624.32 |
|
LOW |
618.92 |
|
0.618 |
610.19 |
|
1.000 |
604.79 |
|
1.618 |
596.06 |
|
2.618 |
581.93 |
|
4.250 |
558.87 |
|
|
| Fisher Pivots for day following 22-Jul-1996 |
| Pivot |
1 day |
3 day |
| R1 |
625.99 |
631.52 |
| PP |
625.33 |
629.02 |
| S1 |
624.68 |
626.53 |
|