| Trading Metrics calculated at close of trading on 23-Aug-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-1996 |
23-Aug-1996 |
Change |
Change % |
Previous Week |
| Open |
681.63 |
681.63 |
0.00 |
0.0% |
672.28 |
| High |
681.63 |
685.15 |
3.52 |
0.5% |
685.15 |
| Low |
667.42 |
677.19 |
9.77 |
1.5% |
658.47 |
| Close |
681.63 |
677.57 |
-4.06 |
-0.6% |
677.57 |
| Range |
14.21 |
7.96 |
-6.25 |
-44.0% |
26.68 |
| ATR |
12.55 |
12.22 |
-0.33 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
703.85 |
698.67 |
681.95 |
|
| R3 |
695.89 |
690.71 |
679.76 |
|
| R2 |
687.93 |
687.93 |
679.03 |
|
| R1 |
682.75 |
682.75 |
678.30 |
681.36 |
| PP |
679.97 |
679.97 |
679.97 |
679.28 |
| S1 |
674.79 |
674.79 |
676.84 |
673.40 |
| S2 |
672.01 |
672.01 |
676.11 |
|
| S3 |
664.05 |
666.83 |
675.38 |
|
| S4 |
656.09 |
658.87 |
673.19 |
|
|
| Weekly Pivots for week ending 23-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
753.77 |
742.35 |
692.24 |
|
| R3 |
727.09 |
715.67 |
684.91 |
|
| R2 |
700.41 |
700.41 |
682.46 |
|
| R1 |
688.99 |
688.99 |
680.02 |
694.70 |
| PP |
673.73 |
673.73 |
673.73 |
676.59 |
| S1 |
662.31 |
662.31 |
675.12 |
668.02 |
| S2 |
647.05 |
647.05 |
672.68 |
|
| S3 |
620.37 |
635.63 |
670.23 |
|
| S4 |
593.69 |
608.95 |
662.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
685.15 |
658.47 |
26.68 |
3.9% |
9.18 |
1.4% |
72% |
True |
False |
|
| 10 |
685.15 |
658.47 |
26.68 |
3.9% |
9.50 |
1.4% |
72% |
True |
False |
|
| 20 |
685.15 |
617.68 |
67.47 |
10.0% |
11.48 |
1.7% |
89% |
True |
False |
|
| 40 |
687.95 |
572.79 |
115.16 |
17.0% |
14.71 |
2.2% |
91% |
False |
False |
|
| 60 |
704.09 |
572.79 |
131.30 |
19.4% |
13.70 |
2.0% |
80% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
19.4% |
12.78 |
1.9% |
80% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
19.4% |
12.22 |
1.8% |
80% |
False |
False |
|
| 120 |
704.09 |
572.79 |
131.30 |
19.4% |
12.08 |
1.8% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
718.98 |
|
2.618 |
705.99 |
|
1.618 |
698.03 |
|
1.000 |
693.11 |
|
0.618 |
690.07 |
|
HIGH |
685.15 |
|
0.618 |
682.11 |
|
0.500 |
681.17 |
|
0.382 |
680.23 |
|
LOW |
677.19 |
|
0.618 |
672.27 |
|
1.000 |
669.23 |
|
1.618 |
664.31 |
|
2.618 |
656.35 |
|
4.250 |
643.36 |
|
|
| Fisher Pivots for day following 23-Aug-1996 |
| Pivot |
1 day |
3 day |
| R1 |
681.17 |
675.65 |
| PP |
679.97 |
673.73 |
| S1 |
678.77 |
671.81 |
|