| Trading Metrics calculated at close of trading on 09-Aug-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-1996 |
09-Aug-1996 |
Change |
Change % |
Previous Week |
| Open |
682.37 |
677.52 |
-4.85 |
-0.7% |
667.84 |
| High |
682.33 |
682.27 |
-0.06 |
0.0% |
682.48 |
| Low |
676.34 |
671.44 |
-4.90 |
-0.7% |
655.27 |
| Close |
677.52 |
678.31 |
0.79 |
0.1% |
678.31 |
| Range |
5.99 |
10.83 |
4.84 |
80.8% |
27.21 |
| ATR |
15.61 |
15.27 |
-0.34 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
709.83 |
704.90 |
684.27 |
|
| R3 |
699.00 |
694.07 |
681.29 |
|
| R2 |
688.17 |
688.17 |
680.30 |
|
| R1 |
683.24 |
683.24 |
679.30 |
685.71 |
| PP |
677.34 |
677.34 |
677.34 |
678.57 |
| S1 |
672.41 |
672.41 |
677.32 |
674.88 |
| S2 |
666.51 |
666.51 |
676.32 |
|
| S3 |
655.68 |
661.58 |
675.33 |
|
| S4 |
644.85 |
650.75 |
672.35 |
|
|
| Weekly Pivots for week ending 09-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
753.65 |
743.19 |
693.28 |
|
| R3 |
726.44 |
715.98 |
685.79 |
|
| R2 |
699.23 |
699.23 |
683.30 |
|
| R1 |
688.77 |
688.77 |
680.80 |
694.00 |
| PP |
672.02 |
672.02 |
672.02 |
674.64 |
| S1 |
661.56 |
661.56 |
675.82 |
666.79 |
| S2 |
644.81 |
644.81 |
673.32 |
|
| S3 |
617.60 |
634.35 |
670.83 |
|
| S4 |
590.39 |
607.14 |
663.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
682.48 |
655.27 |
27.21 |
4.0% |
11.45 |
1.7% |
85% |
False |
False |
|
| 10 |
682.48 |
617.68 |
64.80 |
9.6% |
13.46 |
2.0% |
94% |
False |
False |
|
| 20 |
682.48 |
572.79 |
109.69 |
16.2% |
18.14 |
2.7% |
96% |
False |
False |
|
| 40 |
691.84 |
572.79 |
119.05 |
17.6% |
15.53 |
2.3% |
89% |
False |
False |
|
| 60 |
704.09 |
572.79 |
131.30 |
19.4% |
13.52 |
2.0% |
80% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
19.4% |
12.81 |
1.9% |
80% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
19.4% |
12.27 |
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 |
728.30 |
|
2.618 |
710.62 |
|
1.618 |
699.79 |
|
1.000 |
693.10 |
|
0.618 |
688.96 |
|
HIGH |
682.27 |
|
0.618 |
678.13 |
|
0.500 |
676.86 |
|
0.382 |
675.58 |
|
LOW |
671.44 |
|
0.618 |
664.75 |
|
1.000 |
660.61 |
|
1.618 |
653.92 |
|
2.618 |
643.09 |
|
4.250 |
625.41 |
|
|
| Fisher Pivots for day following 09-Aug-1996 |
| Pivot |
1 day |
3 day |
| R1 |
677.83 |
677.39 |
| PP |
677.34 |
676.47 |
| S1 |
676.86 |
675.56 |
|