| Trading Metrics calculated at close of trading on 23-Jul-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-1996 |
23-Jul-1996 |
Change |
Change % |
Previous Week |
| Open |
633.05 |
624.03 |
-9.02 |
-1.4% |
635.06 |
| High |
633.05 |
625.18 |
-7.87 |
-1.2% |
644.11 |
| Low |
618.92 |
595.80 |
-23.12 |
-3.7% |
572.79 |
| Close |
624.03 |
598.34 |
-25.69 |
-4.1% |
633.05 |
| Range |
14.13 |
29.38 |
15.25 |
107.9% |
71.32 |
| ATR |
16.20 |
17.14 |
0.94 |
5.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
694.58 |
675.84 |
614.50 |
|
| R3 |
665.20 |
646.46 |
606.42 |
|
| R2 |
635.82 |
635.82 |
603.73 |
|
| R1 |
617.08 |
617.08 |
601.03 |
611.76 |
| PP |
606.44 |
606.44 |
606.44 |
603.78 |
| S1 |
587.70 |
587.70 |
595.65 |
582.38 |
| S2 |
577.06 |
577.06 |
592.95 |
|
| S3 |
547.68 |
558.32 |
590.26 |
|
| S4 |
518.30 |
528.94 |
582.18 |
|
|
| 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 |
595.80 |
48.31 |
8.1% |
19.09 |
3.2% |
5% |
False |
True |
|
| 10 |
660.76 |
572.79 |
87.97 |
14.7% |
22.87 |
3.8% |
29% |
False |
False |
|
| 20 |
687.95 |
572.79 |
115.16 |
19.2% |
17.16 |
2.9% |
22% |
False |
False |
|
| 40 |
704.09 |
572.79 |
131.30 |
21.9% |
14.06 |
2.4% |
19% |
False |
False |
|
| 60 |
704.09 |
572.79 |
131.30 |
21.9% |
12.48 |
2.1% |
19% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
21.9% |
11.84 |
2.0% |
19% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
21.9% |
12.06 |
2.0% |
19% |
False |
False |
|
| 120 |
704.09 |
572.79 |
131.30 |
21.9% |
11.81 |
2.0% |
19% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
750.05 |
|
2.618 |
702.10 |
|
1.618 |
672.72 |
|
1.000 |
654.56 |
|
0.618 |
643.34 |
|
HIGH |
625.18 |
|
0.618 |
613.96 |
|
0.500 |
610.49 |
|
0.382 |
607.02 |
|
LOW |
595.80 |
|
0.618 |
577.64 |
|
1.000 |
566.42 |
|
1.618 |
548.26 |
|
2.618 |
518.88 |
|
4.250 |
470.94 |
|
|
| Fisher Pivots for day following 23-Jul-1996 |
| Pivot |
1 day |
3 day |
| R1 |
610.49 |
619.78 |
| PP |
606.44 |
612.63 |
| S1 |
602.39 |
605.49 |
|