| Trading Metrics calculated at close of trading on 20-Aug-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-1996 |
20-Aug-1996 |
Change |
Change % |
Previous Week |
| Open |
672.28 |
670.25 |
-2.03 |
-0.3% |
678.31 |
| High |
673.00 |
671.48 |
-1.52 |
-0.2% |
681.92 |
| Low |
666.96 |
662.73 |
-4.23 |
-0.6% |
666.57 |
| Close |
670.25 |
662.87 |
-7.38 |
-1.1% |
672.28 |
| Range |
6.04 |
8.75 |
2.71 |
44.9% |
15.35 |
| ATR |
12.99 |
12.69 |
-0.30 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
691.94 |
686.16 |
667.68 |
|
| R3 |
683.19 |
677.41 |
665.28 |
|
| R2 |
674.44 |
674.44 |
664.47 |
|
| R1 |
668.66 |
668.66 |
663.67 |
667.18 |
| PP |
665.69 |
665.69 |
665.69 |
664.95 |
| S1 |
659.91 |
659.91 |
662.07 |
658.43 |
| S2 |
656.94 |
656.94 |
661.27 |
|
| S3 |
648.19 |
651.16 |
660.46 |
|
| S4 |
639.44 |
642.41 |
658.06 |
|
|
| Weekly Pivots for week ending 16-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
719.64 |
711.31 |
680.72 |
|
| R3 |
704.29 |
695.96 |
676.50 |
|
| R2 |
688.94 |
688.94 |
675.09 |
|
| R1 |
680.61 |
680.61 |
673.69 |
677.10 |
| PP |
673.59 |
673.59 |
673.59 |
671.84 |
| S1 |
665.26 |
665.26 |
670.87 |
661.75 |
| S2 |
658.24 |
658.24 |
669.47 |
|
| S3 |
642.89 |
649.91 |
668.06 |
|
| S4 |
627.54 |
634.56 |
663.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
680.74 |
662.73 |
18.01 |
2.7% |
7.91 |
1.2% |
1% |
False |
True |
|
| 10 |
682.48 |
662.73 |
19.75 |
3.0% |
9.46 |
1.4% |
1% |
False |
True |
|
| 20 |
682.48 |
577.81 |
104.67 |
15.8% |
12.97 |
2.0% |
81% |
False |
False |
|
| 40 |
687.95 |
572.79 |
115.16 |
17.4% |
15.06 |
2.3% |
78% |
False |
False |
|
| 60 |
704.09 |
572.79 |
131.30 |
19.8% |
13.70 |
2.1% |
69% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
19.8% |
12.60 |
1.9% |
69% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
19.8% |
12.06 |
1.8% |
69% |
False |
False |
|
| 120 |
704.09 |
572.79 |
131.30 |
19.8% |
12.21 |
1.8% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
708.67 |
|
2.618 |
694.39 |
|
1.618 |
685.64 |
|
1.000 |
680.23 |
|
0.618 |
676.89 |
|
HIGH |
671.48 |
|
0.618 |
668.14 |
|
0.500 |
667.11 |
|
0.382 |
666.07 |
|
LOW |
662.73 |
|
0.618 |
657.32 |
|
1.000 |
653.98 |
|
1.618 |
648.57 |
|
2.618 |
639.82 |
|
4.250 |
625.54 |
|
|
| Fisher Pivots for day following 20-Aug-1996 |
| Pivot |
1 day |
3 day |
| R1 |
667.11 |
671.74 |
| PP |
665.69 |
668.78 |
| S1 |
664.28 |
665.83 |
|