| Trading Metrics calculated at close of trading on 04-Sep-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-1996 |
04-Sep-1996 |
Change |
Change % |
Previous Week |
| Open |
663.57 |
669.29 |
5.72 |
0.9% |
677.57 |
| High |
669.41 |
672.34 |
2.93 |
0.4% |
681.41 |
| Low |
650.48 |
666.25 |
15.77 |
2.4% |
663.17 |
| Close |
669.29 |
669.20 |
-0.09 |
0.0% |
663.57 |
| Range |
18.93 |
6.09 |
-12.84 |
-67.8% |
18.24 |
| ATR |
11.33 |
10.96 |
-0.37 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
687.53 |
684.46 |
672.55 |
|
| R3 |
681.44 |
678.37 |
670.87 |
|
| R2 |
675.35 |
675.35 |
670.32 |
|
| R1 |
672.28 |
672.28 |
669.76 |
670.77 |
| PP |
669.26 |
669.26 |
669.26 |
668.51 |
| S1 |
666.19 |
666.19 |
668.64 |
664.68 |
| S2 |
663.17 |
663.17 |
668.08 |
|
| S3 |
657.08 |
660.10 |
667.53 |
|
| S4 |
650.99 |
654.01 |
665.85 |
|
|
| 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% |
9.73 |
1.5% |
61% |
False |
False |
|
| 10 |
685.15 |
650.48 |
34.67 |
5.2% |
9.28 |
1.4% |
54% |
False |
False |
|
| 20 |
685.15 |
650.48 |
34.67 |
5.2% |
9.37 |
1.4% |
54% |
False |
False |
|
| 40 |
685.15 |
572.79 |
112.36 |
16.8% |
14.52 |
2.2% |
86% |
False |
False |
|
| 60 |
702.14 |
572.79 |
129.35 |
19.3% |
13.48 |
2.0% |
75% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
19.6% |
12.54 |
1.9% |
73% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
19.6% |
12.12 |
1.8% |
73% |
False |
False |
|
| 120 |
704.09 |
572.79 |
131.30 |
19.6% |
11.83 |
1.8% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
698.22 |
|
2.618 |
688.28 |
|
1.618 |
682.19 |
|
1.000 |
678.43 |
|
0.618 |
676.10 |
|
HIGH |
672.34 |
|
0.618 |
670.01 |
|
0.500 |
669.30 |
|
0.382 |
668.58 |
|
LOW |
666.25 |
|
0.618 |
662.49 |
|
1.000 |
660.16 |
|
1.618 |
656.40 |
|
2.618 |
650.31 |
|
4.250 |
640.37 |
|
|
| Fisher Pivots for day following 04-Sep-1996 |
| Pivot |
1 day |
3 day |
| R1 |
669.30 |
666.69 |
| PP |
669.26 |
664.18 |
| S1 |
669.23 |
661.67 |
|