| Trading Metrics calculated at close of trading on 15-Aug-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-1996 |
15-Aug-1996 |
Change |
Change % |
Previous Week |
| Open |
669.10 |
677.17 |
8.07 |
1.2% |
667.84 |
| High |
678.37 |
680.65 |
2.28 |
0.3% |
682.48 |
| Low |
669.10 |
673.99 |
4.89 |
0.7% |
655.27 |
| Close |
677.17 |
677.09 |
-0.08 |
0.0% |
678.31 |
| Range |
9.27 |
6.66 |
-2.61 |
-28.2% |
27.21 |
| ATR |
14.45 |
13.89 |
-0.56 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
697.22 |
693.82 |
680.75 |
|
| R3 |
690.56 |
687.16 |
678.92 |
|
| R2 |
683.90 |
683.90 |
678.31 |
|
| R1 |
680.50 |
680.50 |
677.70 |
678.87 |
| PP |
677.24 |
677.24 |
677.24 |
676.43 |
| S1 |
673.84 |
673.84 |
676.48 |
672.21 |
| S2 |
670.58 |
670.58 |
675.87 |
|
| S3 |
663.92 |
667.18 |
675.26 |
|
| S4 |
657.26 |
660.52 |
673.43 |
|
|
| 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 |
682.27 |
666.57 |
15.70 |
2.3% |
10.22 |
1.5% |
67% |
False |
False |
|
| 10 |
682.48 |
651.07 |
31.41 |
4.6% |
11.71 |
1.7% |
83% |
False |
False |
|
| 20 |
682.48 |
577.81 |
104.67 |
15.5% |
14.75 |
2.2% |
95% |
False |
False |
|
| 40 |
687.95 |
572.79 |
115.16 |
17.0% |
15.50 |
2.3% |
91% |
False |
False |
|
| 60 |
704.09 |
572.79 |
131.30 |
19.4% |
13.64 |
2.0% |
79% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
19.4% |
12.60 |
1.9% |
79% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
19.4% |
12.15 |
1.8% |
79% |
False |
False |
|
| 120 |
704.09 |
572.79 |
131.30 |
19.4% |
12.28 |
1.8% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
708.96 |
|
2.618 |
698.09 |
|
1.618 |
691.43 |
|
1.000 |
687.31 |
|
0.618 |
684.77 |
|
HIGH |
680.65 |
|
0.618 |
678.11 |
|
0.500 |
677.32 |
|
0.382 |
676.53 |
|
LOW |
673.99 |
|
0.618 |
669.87 |
|
1.000 |
667.33 |
|
1.618 |
663.21 |
|
2.618 |
656.55 |
|
4.250 |
645.69 |
|
|
| Fisher Pivots for day following 15-Aug-1996 |
| Pivot |
1 day |
3 day |
| R1 |
677.32 |
675.93 |
| PP |
677.24 |
674.77 |
| S1 |
677.17 |
673.61 |
|