| Trading Metrics calculated at close of trading on 02-Aug-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-1996 |
02-Aug-1996 |
Change |
Change % |
Previous Week |
| Open |
636.01 |
651.07 |
15.06 |
2.4% |
633.39 |
| High |
651.90 |
670.59 |
18.69 |
2.9% |
670.59 |
| Low |
635.36 |
651.07 |
15.71 |
2.5% |
617.68 |
| Close |
651.07 |
667.84 |
16.77 |
2.6% |
667.84 |
| Range |
16.54 |
19.52 |
2.98 |
18.0% |
52.91 |
| ATR |
16.84 |
17.04 |
0.19 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
721.73 |
714.30 |
678.58 |
|
| R3 |
702.21 |
694.78 |
673.21 |
|
| R2 |
682.69 |
682.69 |
671.42 |
|
| R1 |
675.26 |
675.26 |
669.63 |
678.98 |
| PP |
663.17 |
663.17 |
663.17 |
665.02 |
| S1 |
655.74 |
655.74 |
666.05 |
659.46 |
| S2 |
643.65 |
643.65 |
664.26 |
|
| S3 |
624.13 |
636.22 |
662.47 |
|
| S4 |
604.61 |
616.70 |
657.10 |
|
|
| Weekly Pivots for week ending 02-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
810.77 |
792.21 |
696.94 |
|
| R3 |
757.86 |
739.30 |
682.39 |
|
| R2 |
704.95 |
704.95 |
677.54 |
|
| R1 |
686.39 |
686.39 |
672.69 |
695.67 |
| PP |
652.04 |
652.04 |
652.04 |
656.68 |
| S1 |
633.48 |
633.48 |
662.99 |
642.76 |
| S2 |
599.13 |
599.13 |
658.14 |
|
| S3 |
546.22 |
580.57 |
653.29 |
|
| S4 |
493.31 |
527.66 |
638.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
670.59 |
617.68 |
52.91 |
7.9% |
15.46 |
2.3% |
95% |
True |
False |
|
| 10 |
670.59 |
577.81 |
92.78 |
13.9% |
18.17 |
2.7% |
97% |
True |
False |
|
| 20 |
670.59 |
572.79 |
97.80 |
14.6% |
19.23 |
2.9% |
97% |
True |
False |
|
| 40 |
702.14 |
572.79 |
129.35 |
19.4% |
15.47 |
2.3% |
73% |
False |
False |
|
| 60 |
704.09 |
572.79 |
131.30 |
19.7% |
13.43 |
2.0% |
72% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
19.7% |
12.72 |
1.9% |
72% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
19.7% |
12.31 |
1.8% |
72% |
False |
False |
|
| 120 |
704.09 |
572.79 |
131.30 |
19.7% |
12.29 |
1.8% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
753.55 |
|
2.618 |
721.69 |
|
1.618 |
702.17 |
|
1.000 |
690.11 |
|
0.618 |
682.65 |
|
HIGH |
670.59 |
|
0.618 |
663.13 |
|
0.500 |
660.83 |
|
0.382 |
658.53 |
|
LOW |
651.07 |
|
0.618 |
639.01 |
|
1.000 |
631.55 |
|
1.618 |
619.49 |
|
2.618 |
599.97 |
|
4.250 |
568.11 |
|
|
| Fisher Pivots for day following 02-Aug-1996 |
| Pivot |
1 day |
3 day |
| R1 |
665.50 |
661.71 |
| PP |
663.17 |
655.58 |
| S1 |
660.83 |
649.45 |
|