| Trading Metrics calculated at close of trading on 08-Aug-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-1996 |
08-Aug-1996 |
Change |
Change % |
Previous Week |
| Open |
671.69 |
682.37 |
10.68 |
1.6% |
633.39 |
| High |
682.48 |
682.33 |
-0.15 |
0.0% |
670.59 |
| Low |
668.63 |
676.34 |
7.71 |
1.2% |
617.68 |
| Close |
682.37 |
677.52 |
-4.85 |
-0.7% |
667.84 |
| Range |
13.85 |
5.99 |
-7.86 |
-56.8% |
52.91 |
| ATR |
16.34 |
15.61 |
-0.74 |
-4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
696.70 |
693.10 |
680.81 |
|
| R3 |
690.71 |
687.11 |
679.17 |
|
| R2 |
684.72 |
684.72 |
678.62 |
|
| R1 |
681.12 |
681.12 |
678.07 |
679.93 |
| PP |
678.73 |
678.73 |
678.73 |
678.13 |
| S1 |
675.13 |
675.13 |
676.97 |
673.94 |
| S2 |
672.74 |
672.74 |
676.42 |
|
| S3 |
666.75 |
669.14 |
675.87 |
|
| S4 |
660.76 |
663.15 |
674.23 |
|
|
| 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 |
682.48 |
651.07 |
31.41 |
4.6% |
13.19 |
1.9% |
84% |
False |
False |
|
| 10 |
682.48 |
617.68 |
64.80 |
9.6% |
13.70 |
2.0% |
92% |
False |
False |
|
| 20 |
682.48 |
572.79 |
109.69 |
16.2% |
18.49 |
2.7% |
95% |
False |
False |
|
| 40 |
698.32 |
572.79 |
125.53 |
18.5% |
15.56 |
2.3% |
83% |
False |
False |
|
| 60 |
704.09 |
572.79 |
131.30 |
19.4% |
13.51 |
2.0% |
80% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
19.4% |
12.79 |
1.9% |
80% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
19.4% |
12.28 |
1.8% |
80% |
False |
False |
|
| 120 |
704.09 |
572.79 |
131.30 |
19.4% |
12.35 |
1.8% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
707.79 |
|
2.618 |
698.01 |
|
1.618 |
692.02 |
|
1.000 |
688.32 |
|
0.618 |
686.03 |
|
HIGH |
682.33 |
|
0.618 |
680.04 |
|
0.500 |
679.34 |
|
0.382 |
678.63 |
|
LOW |
676.34 |
|
0.618 |
672.64 |
|
1.000 |
670.35 |
|
1.618 |
666.65 |
|
2.618 |
660.66 |
|
4.250 |
650.88 |
|
|
| Fisher Pivots for day following 08-Aug-1996 |
| Pivot |
1 day |
3 day |
| R1 |
679.34 |
674.64 |
| PP |
678.73 |
671.76 |
| S1 |
678.13 |
668.88 |
|