| Trading Metrics calculated at close of trading on 29-Jul-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-1996 |
29-Jul-1996 |
Change |
Change % |
Previous Week |
| Open |
620.39 |
633.39 |
13.00 |
2.1% |
633.05 |
| High |
633.68 |
637.05 |
3.37 |
0.5% |
633.68 |
| Low |
620.39 |
620.42 |
0.03 |
0.0% |
577.81 |
| Close |
633.39 |
620.51 |
-12.88 |
-2.0% |
633.39 |
| Range |
13.29 |
16.63 |
3.34 |
25.1% |
55.87 |
| ATR |
17.67 |
17.60 |
-0.07 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
675.88 |
664.83 |
629.66 |
|
| R3 |
659.25 |
648.20 |
625.08 |
|
| R2 |
642.62 |
642.62 |
623.56 |
|
| R1 |
631.57 |
631.57 |
622.03 |
628.78 |
| PP |
625.99 |
625.99 |
625.99 |
624.60 |
| S1 |
614.94 |
614.94 |
618.99 |
612.15 |
| S2 |
609.36 |
609.36 |
617.46 |
|
| S3 |
592.73 |
598.31 |
615.94 |
|
| S4 |
576.10 |
581.68 |
611.36 |
|
|
| Weekly Pivots for week ending 26-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
782.57 |
763.85 |
664.12 |
|
| R3 |
726.70 |
707.98 |
648.75 |
|
| R2 |
670.83 |
670.83 |
643.63 |
|
| R1 |
652.11 |
652.11 |
638.51 |
661.47 |
| PP |
614.96 |
614.96 |
614.96 |
619.64 |
| S1 |
596.24 |
596.24 |
628.27 |
605.60 |
| S2 |
559.09 |
559.09 |
623.15 |
|
| S3 |
503.22 |
540.37 |
618.03 |
|
| S4 |
447.35 |
484.50 |
602.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
637.05 |
577.81 |
59.24 |
9.5% |
21.37 |
3.4% |
72% |
True |
False |
|
| 10 |
644.11 |
572.79 |
71.32 |
11.5% |
21.59 |
3.5% |
67% |
False |
False |
|
| 20 |
687.95 |
572.79 |
115.16 |
18.6% |
18.25 |
2.9% |
41% |
False |
False |
|
| 40 |
704.09 |
572.79 |
131.30 |
21.2% |
14.96 |
2.4% |
36% |
False |
False |
|
| 60 |
704.09 |
572.79 |
131.30 |
21.2% |
13.20 |
2.1% |
36% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
21.2% |
12.50 |
2.0% |
36% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
21.2% |
12.27 |
2.0% |
36% |
False |
False |
|
| 120 |
704.09 |
572.79 |
131.30 |
21.2% |
12.11 |
2.0% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
707.73 |
|
2.618 |
680.59 |
|
1.618 |
663.96 |
|
1.000 |
653.68 |
|
0.618 |
647.33 |
|
HIGH |
637.05 |
|
0.618 |
630.70 |
|
0.500 |
628.74 |
|
0.382 |
626.77 |
|
LOW |
620.42 |
|
0.618 |
610.14 |
|
1.000 |
603.79 |
|
1.618 |
593.51 |
|
2.618 |
576.88 |
|
4.250 |
549.74 |
|
|
| Fisher Pivots for day following 29-Jul-1996 |
| Pivot |
1 day |
3 day |
| R1 |
628.74 |
621.05 |
| PP |
625.99 |
620.87 |
| S1 |
623.25 |
620.69 |
|