| Trading Metrics calculated at close of trading on 29-Aug-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-1996 |
29-Aug-1996 |
Change |
Change % |
Previous Week |
| Open |
679.05 |
679.67 |
0.62 |
0.1% |
672.28 |
| High |
681.41 |
679.67 |
-1.74 |
-0.3% |
685.15 |
| Low |
676.80 |
670.34 |
-6.46 |
-1.0% |
658.47 |
| Close |
679.67 |
671.10 |
-8.57 |
-1.3% |
677.57 |
| Range |
4.61 |
9.33 |
4.72 |
102.4% |
26.68 |
| ATR |
10.95 |
10.83 |
-0.12 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
701.69 |
695.73 |
676.23 |
|
| R3 |
692.36 |
686.40 |
673.67 |
|
| R2 |
683.03 |
683.03 |
672.81 |
|
| R1 |
677.07 |
677.07 |
671.96 |
675.39 |
| PP |
673.70 |
673.70 |
673.70 |
672.86 |
| S1 |
667.74 |
667.74 |
670.24 |
666.06 |
| S2 |
664.37 |
664.37 |
669.39 |
|
| S3 |
655.04 |
658.41 |
668.53 |
|
| S4 |
645.71 |
649.08 |
665.97 |
|
|
| 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 |
670.34 |
14.81 |
2.2% |
6.98 |
1.0% |
5% |
False |
True |
|
| 10 |
685.15 |
658.47 |
26.68 |
4.0% |
8.17 |
1.2% |
47% |
False |
False |
|
| 20 |
685.15 |
651.07 |
34.08 |
5.1% |
9.94 |
1.5% |
59% |
False |
False |
|
| 40 |
685.15 |
572.79 |
112.36 |
16.7% |
14.50 |
2.2% |
87% |
False |
False |
|
| 60 |
704.09 |
572.79 |
131.30 |
19.6% |
13.58 |
2.0% |
75% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
19.6% |
12.53 |
1.9% |
75% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
19.6% |
12.09 |
1.8% |
75% |
False |
False |
|
| 120 |
704.09 |
572.79 |
131.30 |
19.6% |
11.86 |
1.8% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
719.32 |
|
2.618 |
704.10 |
|
1.618 |
694.77 |
|
1.000 |
689.00 |
|
0.618 |
685.44 |
|
HIGH |
679.67 |
|
0.618 |
676.11 |
|
0.500 |
675.01 |
|
0.382 |
673.90 |
|
LOW |
670.34 |
|
0.618 |
664.57 |
|
1.000 |
661.01 |
|
1.618 |
655.24 |
|
2.618 |
645.91 |
|
4.250 |
630.69 |
|
|
| Fisher Pivots for day following 29-Aug-1996 |
| Pivot |
1 day |
3 day |
| R1 |
675.01 |
675.88 |
| PP |
673.70 |
674.28 |
| S1 |
672.40 |
672.69 |
|