| Trading Metrics calculated at close of trading on 05-Aug-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-1996 |
05-Aug-1996 |
Change |
Change % |
Previous Week |
| Open |
651.07 |
667.84 |
16.77 |
2.6% |
633.39 |
| High |
670.59 |
670.98 |
0.39 |
0.1% |
670.59 |
| Low |
651.07 |
660.86 |
9.79 |
1.5% |
617.68 |
| Close |
667.84 |
661.02 |
-6.82 |
-1.0% |
667.84 |
| Range |
19.52 |
10.12 |
-9.40 |
-48.2% |
52.91 |
| ATR |
17.04 |
16.54 |
-0.49 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
694.65 |
687.95 |
666.59 |
|
| R3 |
684.53 |
677.83 |
663.80 |
|
| R2 |
674.41 |
674.41 |
662.88 |
|
| R1 |
667.71 |
667.71 |
661.95 |
666.00 |
| PP |
664.29 |
664.29 |
664.29 |
663.43 |
| S1 |
657.59 |
657.59 |
660.09 |
655.88 |
| S2 |
654.17 |
654.17 |
659.16 |
|
| S3 |
644.05 |
647.47 |
658.24 |
|
| S4 |
633.93 |
637.35 |
655.45 |
|
|
| 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 |
670.98 |
617.68 |
53.30 |
8.1% |
14.16 |
2.1% |
81% |
True |
False |
|
| 10 |
670.98 |
577.81 |
93.17 |
14.1% |
17.77 |
2.7% |
89% |
True |
False |
|
| 20 |
670.98 |
572.79 |
98.19 |
14.9% |
19.26 |
2.9% |
90% |
True |
False |
|
| 40 |
702.14 |
572.79 |
129.35 |
19.6% |
15.26 |
2.3% |
68% |
False |
False |
|
| 60 |
704.09 |
572.79 |
131.30 |
19.9% |
13.50 |
2.0% |
67% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
19.9% |
12.66 |
1.9% |
67% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
19.9% |
12.24 |
1.9% |
67% |
False |
False |
|
| 120 |
704.09 |
572.79 |
131.30 |
19.9% |
12.25 |
1.9% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
713.99 |
|
2.618 |
697.47 |
|
1.618 |
687.35 |
|
1.000 |
681.10 |
|
0.618 |
677.23 |
|
HIGH |
670.98 |
|
0.618 |
667.11 |
|
0.500 |
665.92 |
|
0.382 |
664.73 |
|
LOW |
660.86 |
|
0.618 |
654.61 |
|
1.000 |
650.74 |
|
1.618 |
644.49 |
|
2.618 |
634.37 |
|
4.250 |
617.85 |
|
|
| Fisher Pivots for day following 05-Aug-1996 |
| Pivot |
1 day |
3 day |
| R1 |
665.92 |
658.40 |
| PP |
664.29 |
655.79 |
| S1 |
662.65 |
653.17 |
|