| Trading Metrics calculated at close of trading on 09-Sep-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-1996 |
09-Sep-1996 |
Change |
Change % |
Previous Week |
| Open |
652.32 |
664.22 |
11.90 |
1.8% |
663.57 |
| High |
666.88 |
672.09 |
5.21 |
0.8% |
672.34 |
| Low |
652.32 |
663.53 |
11.21 |
1.7% |
650.48 |
| Close |
664.22 |
671.98 |
7.76 |
1.2% |
664.22 |
| Range |
14.56 |
8.56 |
-6.00 |
-41.2% |
21.86 |
| ATR |
11.61 |
11.39 |
-0.22 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
694.88 |
691.99 |
676.69 |
|
| R3 |
686.32 |
683.43 |
674.33 |
|
| R2 |
677.76 |
677.76 |
673.55 |
|
| R1 |
674.87 |
674.87 |
672.76 |
676.32 |
| PP |
669.20 |
669.20 |
669.20 |
669.92 |
| S1 |
666.31 |
666.31 |
671.20 |
667.76 |
| S2 |
660.64 |
660.64 |
670.41 |
|
| S3 |
652.08 |
657.75 |
669.63 |
|
| S4 |
643.52 |
649.19 |
667.27 |
|
|
| Weekly Pivots for week ending 06-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
727.93 |
717.93 |
676.24 |
|
| R3 |
706.07 |
696.07 |
670.23 |
|
| R2 |
684.21 |
684.21 |
668.23 |
|
| R1 |
674.21 |
674.21 |
666.22 |
679.21 |
| PP |
662.35 |
662.35 |
662.35 |
664.85 |
| S1 |
652.35 |
652.35 |
662.22 |
657.35 |
| S2 |
640.49 |
640.49 |
660.21 |
|
| S3 |
618.63 |
630.49 |
658.21 |
|
| S4 |
596.77 |
608.63 |
652.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
672.34 |
650.48 |
21.86 |
3.3% |
13.01 |
1.9% |
98% |
False |
False |
|
| 10 |
681.41 |
650.48 |
30.93 |
4.6% |
10.17 |
1.5% |
70% |
False |
False |
|
| 20 |
685.15 |
650.48 |
34.67 |
5.2% |
9.84 |
1.5% |
62% |
False |
False |
|
| 40 |
685.15 |
572.79 |
112.36 |
16.7% |
13.99 |
2.1% |
88% |
False |
False |
|
| 60 |
691.84 |
572.79 |
119.05 |
17.7% |
13.63 |
2.0% |
83% |
False |
False |
|
| 80 |
704.09 |
572.79 |
131.30 |
19.5% |
12.60 |
1.9% |
76% |
False |
False |
|
| 100 |
704.09 |
572.79 |
131.30 |
19.5% |
12.21 |
1.8% |
76% |
False |
False |
|
| 120 |
704.09 |
572.79 |
131.30 |
19.5% |
11.87 |
1.8% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
708.47 |
|
2.618 |
694.50 |
|
1.618 |
685.94 |
|
1.000 |
680.65 |
|
0.618 |
677.38 |
|
HIGH |
672.09 |
|
0.618 |
668.82 |
|
0.500 |
667.81 |
|
0.382 |
666.80 |
|
LOW |
663.53 |
|
0.618 |
658.24 |
|
1.000 |
654.97 |
|
1.618 |
649.68 |
|
2.618 |
641.12 |
|
4.250 |
627.15 |
|
|
| Fisher Pivots for day following 09-Sep-1996 |
| Pivot |
1 day |
3 day |
| R1 |
670.59 |
668.72 |
| PP |
669.20 |
665.45 |
| S1 |
667.81 |
662.19 |
|