| Trading Metrics calculated at close of trading on 31-Jul-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-1996 |
31-Jul-1996 |
Change |
Change % |
Previous Week |
| Open |
620.51 |
630.32 |
9.81 |
1.6% |
633.05 |
| High |
630.40 |
640.20 |
9.80 |
1.6% |
633.68 |
| Low |
617.68 |
628.30 |
10.62 |
1.7% |
577.81 |
| Close |
630.32 |
636.01 |
5.69 |
0.9% |
633.39 |
| Range |
12.72 |
11.90 |
-0.82 |
-6.4% |
55.87 |
| ATR |
17.25 |
16.87 |
-0.38 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
670.54 |
665.17 |
642.56 |
|
| R3 |
658.64 |
653.27 |
639.28 |
|
| R2 |
646.74 |
646.74 |
638.19 |
|
| R1 |
641.37 |
641.37 |
637.10 |
644.06 |
| PP |
634.84 |
634.84 |
634.84 |
636.18 |
| S1 |
629.47 |
629.47 |
634.92 |
632.16 |
| S2 |
622.94 |
622.94 |
633.83 |
|
| S3 |
611.04 |
617.57 |
632.74 |
|
| S4 |
599.14 |
605.67 |
629.47 |
|
|
| 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 |
640.20 |
605.05 |
35.15 |
5.5% |
14.01 |
2.2% |
88% |
True |
False |
|
| 10 |
644.11 |
577.81 |
66.30 |
10.4% |
17.74 |
2.8% |
88% |
False |
False |
|
| 20 |
680.71 |
572.79 |
107.92 |
17.0% |
18.61 |
2.9% |
59% |
False |
False |
|
| 40 |
704.09 |
572.79 |
131.30 |
20.6% |
15.26 |
2.4% |
48% |
False |
False |
|
| 60 |
704.09 |
572.79 |
131.30 |
20.6% |
13.24 |
2.1% |
48% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
20.6% |
12.53 |
2.0% |
48% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
20.6% |
12.21 |
1.9% |
48% |
False |
False |
|
| 120 |
704.09 |
572.79 |
131.30 |
20.6% |
12.12 |
1.9% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
690.78 |
|
2.618 |
671.35 |
|
1.618 |
659.45 |
|
1.000 |
652.10 |
|
0.618 |
647.55 |
|
HIGH |
640.20 |
|
0.618 |
635.65 |
|
0.500 |
634.25 |
|
0.382 |
632.85 |
|
LOW |
628.30 |
|
0.618 |
620.95 |
|
1.000 |
616.40 |
|
1.618 |
609.05 |
|
2.618 |
597.15 |
|
4.250 |
577.73 |
|
|
| Fisher Pivots for day following 31-Jul-1996 |
| Pivot |
1 day |
3 day |
| R1 |
635.42 |
633.65 |
| PP |
634.84 |
631.30 |
| S1 |
634.25 |
628.94 |
|