| Trading Metrics calculated at close of trading on 03-Sep-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-1996 |
03-Sep-1996 |
Change |
Change % |
Previous Week |
| Open |
671.10 |
663.57 |
-7.53 |
-1.1% |
677.57 |
| High |
672.86 |
669.41 |
-3.45 |
-0.5% |
681.41 |
| Low |
663.17 |
650.48 |
-12.69 |
-1.9% |
663.17 |
| Close |
663.57 |
669.29 |
5.72 |
0.9% |
663.57 |
| Range |
9.69 |
18.93 |
9.24 |
95.4% |
18.24 |
| ATR |
10.75 |
11.33 |
0.58 |
5.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
719.85 |
713.50 |
679.70 |
|
| R3 |
700.92 |
694.57 |
674.50 |
|
| R2 |
681.99 |
681.99 |
672.76 |
|
| R1 |
675.64 |
675.64 |
671.03 |
678.82 |
| PP |
663.06 |
663.06 |
663.06 |
664.65 |
| S1 |
656.71 |
656.71 |
667.55 |
659.89 |
| S2 |
644.13 |
644.13 |
665.82 |
|
| S3 |
625.20 |
637.78 |
664.08 |
|
| S4 |
606.27 |
618.85 |
658.88 |
|
|
| Weekly Pivots for week ending 30-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
724.10 |
712.08 |
673.60 |
|
| R3 |
705.86 |
693.84 |
668.59 |
|
| R2 |
687.62 |
687.62 |
666.91 |
|
| R1 |
675.60 |
675.60 |
665.24 |
672.49 |
| PP |
669.38 |
669.38 |
669.38 |
667.83 |
| S1 |
657.36 |
657.36 |
661.90 |
654.25 |
| S2 |
651.14 |
651.14 |
660.23 |
|
| S3 |
632.90 |
639.12 |
658.55 |
|
| S4 |
614.66 |
620.88 |
653.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
681.41 |
650.48 |
30.93 |
4.6% |
9.76 |
1.5% |
61% |
False |
True |
|
| 10 |
685.15 |
650.48 |
34.67 |
5.2% |
9.55 |
1.4% |
54% |
False |
True |
|
| 20 |
685.15 |
650.48 |
34.67 |
5.2% |
9.89 |
1.5% |
54% |
False |
True |
|
| 40 |
685.15 |
572.79 |
112.36 |
16.8% |
14.57 |
2.2% |
86% |
False |
False |
|
| 60 |
702.14 |
572.79 |
129.35 |
19.3% |
13.47 |
2.0% |
75% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
19.6% |
12.59 |
1.9% |
73% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
19.6% |
12.11 |
1.8% |
73% |
False |
False |
|
| 120 |
704.09 |
572.79 |
131.30 |
19.6% |
11.85 |
1.8% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
749.86 |
|
2.618 |
718.97 |
|
1.618 |
700.04 |
|
1.000 |
688.34 |
|
0.618 |
681.11 |
|
HIGH |
669.41 |
|
0.618 |
662.18 |
|
0.500 |
659.95 |
|
0.382 |
657.71 |
|
LOW |
650.48 |
|
0.618 |
638.78 |
|
1.000 |
631.55 |
|
1.618 |
619.85 |
|
2.618 |
600.92 |
|
4.250 |
570.03 |
|
|
| Fisher Pivots for day following 03-Sep-1996 |
| Pivot |
1 day |
3 day |
| R1 |
666.18 |
667.89 |
| PP |
663.06 |
666.48 |
| S1 |
659.95 |
665.08 |
|