| Trading Metrics calculated at close of trading on 28-Aug-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-1996 |
28-Aug-1996 |
Change |
Change % |
Previous Week |
| Open |
672.92 |
679.05 |
6.13 |
0.9% |
672.28 |
| High |
679.08 |
681.41 |
2.33 |
0.3% |
685.15 |
| Low |
672.86 |
676.80 |
3.94 |
0.6% |
658.47 |
| Close |
679.05 |
679.67 |
0.62 |
0.1% |
677.57 |
| Range |
6.22 |
4.61 |
-1.61 |
-25.9% |
26.68 |
| ATR |
11.43 |
10.95 |
-0.49 |
-4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
693.12 |
691.01 |
682.21 |
|
| R3 |
688.51 |
686.40 |
680.94 |
|
| R2 |
683.90 |
683.90 |
680.52 |
|
| R1 |
681.79 |
681.79 |
680.09 |
682.85 |
| PP |
679.29 |
679.29 |
679.29 |
679.82 |
| S1 |
677.18 |
677.18 |
679.25 |
678.24 |
| S2 |
674.68 |
674.68 |
678.82 |
|
| S3 |
670.07 |
672.57 |
678.40 |
|
| S4 |
665.46 |
667.96 |
677.13 |
|
|
| 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 |
667.42 |
17.73 |
2.6% |
7.96 |
1.2% |
69% |
False |
False |
|
| 10 |
685.15 |
658.47 |
26.68 |
3.9% |
7.90 |
1.2% |
79% |
False |
False |
|
| 20 |
685.15 |
635.36 |
49.79 |
7.3% |
10.30 |
1.5% |
89% |
False |
False |
|
| 40 |
685.15 |
572.79 |
112.36 |
16.5% |
14.45 |
2.1% |
95% |
False |
False |
|
| 60 |
704.09 |
572.79 |
131.30 |
19.3% |
13.60 |
2.0% |
81% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
19.3% |
12.50 |
1.8% |
81% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
19.3% |
12.08 |
1.8% |
81% |
False |
False |
|
| 120 |
704.09 |
572.79 |
131.30 |
19.3% |
11.89 |
1.7% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
701.00 |
|
2.618 |
693.48 |
|
1.618 |
688.87 |
|
1.000 |
686.02 |
|
0.618 |
684.26 |
|
HIGH |
681.41 |
|
0.618 |
679.65 |
|
0.500 |
679.11 |
|
0.382 |
678.56 |
|
LOW |
676.80 |
|
0.618 |
673.95 |
|
1.000 |
672.19 |
|
1.618 |
669.34 |
|
2.618 |
664.73 |
|
4.250 |
657.21 |
|
|
| Fisher Pivots for day following 28-Aug-1996 |
| Pivot |
1 day |
3 day |
| R1 |
679.48 |
678.63 |
| PP |
679.29 |
677.59 |
| S1 |
679.11 |
676.55 |
|