| Trading Metrics calculated at close of trading on 25-Jul-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-1996 |
25-Jul-1996 |
Change |
Change % |
Previous Week |
| Open |
598.34 |
605.05 |
6.71 |
1.1% |
635.06 |
| High |
609.86 |
620.55 |
10.69 |
1.8% |
644.11 |
| Low |
577.81 |
605.05 |
27.24 |
4.7% |
572.79 |
| Close |
605.05 |
620.39 |
15.34 |
2.5% |
633.05 |
| Range |
32.05 |
15.50 |
-16.55 |
-51.6% |
71.32 |
| ATR |
18.20 |
18.01 |
-0.19 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
661.83 |
656.61 |
628.92 |
|
| R3 |
646.33 |
641.11 |
624.65 |
|
| R2 |
630.83 |
630.83 |
623.23 |
|
| R1 |
625.61 |
625.61 |
621.81 |
628.22 |
| PP |
615.33 |
615.33 |
615.33 |
616.64 |
| S1 |
610.11 |
610.11 |
618.97 |
612.72 |
| S2 |
599.83 |
599.83 |
617.55 |
|
| S3 |
584.33 |
594.61 |
616.13 |
|
| S4 |
568.83 |
579.11 |
611.87 |
|
|
| 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 |
643.75 |
577.81 |
65.94 |
10.6% |
21.37 |
3.4% |
65% |
False |
False |
|
| 10 |
644.11 |
572.79 |
71.32 |
11.5% |
23.28 |
3.8% |
67% |
False |
False |
|
| 20 |
687.95 |
572.79 |
115.16 |
18.6% |
18.13 |
2.9% |
41% |
False |
False |
|
| 40 |
704.09 |
572.79 |
131.30 |
21.2% |
14.73 |
2.4% |
36% |
False |
False |
|
| 60 |
704.09 |
572.79 |
131.30 |
21.2% |
13.13 |
2.1% |
36% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
21.2% |
12.28 |
2.0% |
36% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
21.2% |
12.22 |
2.0% |
36% |
False |
False |
|
| 120 |
704.09 |
572.79 |
131.30 |
21.2% |
12.04 |
1.9% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
686.43 |
|
2.618 |
661.13 |
|
1.618 |
645.63 |
|
1.000 |
636.05 |
|
0.618 |
630.13 |
|
HIGH |
620.55 |
|
0.618 |
614.63 |
|
0.500 |
612.80 |
|
0.382 |
610.97 |
|
LOW |
605.05 |
|
0.618 |
595.47 |
|
1.000 |
589.55 |
|
1.618 |
579.97 |
|
2.618 |
564.47 |
|
4.250 |
539.18 |
|
|
| Fisher Pivots for day following 25-Jul-1996 |
| Pivot |
1 day |
3 day |
| R1 |
617.86 |
614.09 |
| PP |
615.33 |
607.79 |
| S1 |
612.80 |
601.50 |
|