| Trading Metrics calculated at close of trading on 16-Sep-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-1996 |
16-Sep-1996 |
Change |
Change % |
Previous Week |
| Open |
685.65 |
707.86 |
22.21 |
3.2% |
664.22 |
| High |
707.91 |
715.85 |
7.94 |
1.1% |
707.91 |
| Low |
685.65 |
706.65 |
21.00 |
3.1% |
663.53 |
| Close |
707.86 |
709.22 |
1.36 |
0.2% |
707.86 |
| Range |
22.26 |
9.20 |
-13.06 |
-58.7% |
44.38 |
| ATR |
12.03 |
11.82 |
-0.20 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
738.17 |
732.90 |
714.28 |
|
| R3 |
728.97 |
723.70 |
711.75 |
|
| R2 |
719.77 |
719.77 |
710.91 |
|
| R1 |
714.50 |
714.50 |
710.06 |
717.14 |
| PP |
710.57 |
710.57 |
710.57 |
711.89 |
| S1 |
705.30 |
705.30 |
708.38 |
707.94 |
| S2 |
701.37 |
701.37 |
707.53 |
|
| S3 |
692.17 |
696.10 |
706.69 |
|
| S4 |
682.97 |
686.90 |
704.16 |
|
|
| Weekly Pivots for week ending 13-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
826.24 |
811.43 |
732.27 |
|
| R3 |
781.86 |
767.05 |
720.06 |
|
| R2 |
737.48 |
737.48 |
716.00 |
|
| R1 |
722.67 |
722.67 |
711.93 |
730.08 |
| PP |
693.10 |
693.10 |
693.10 |
696.80 |
| S1 |
678.29 |
678.29 |
703.79 |
685.70 |
| S2 |
648.72 |
648.72 |
699.72 |
|
| S3 |
604.34 |
633.91 |
695.66 |
|
| S4 |
559.96 |
589.53 |
683.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
715.85 |
666.03 |
49.82 |
7.0% |
12.60 |
1.8% |
87% |
True |
False |
|
| 10 |
715.85 |
650.48 |
65.37 |
9.2% |
12.81 |
1.8% |
90% |
True |
False |
|
| 20 |
715.85 |
650.48 |
65.37 |
9.2% |
10.53 |
1.5% |
90% |
True |
False |
|
| 40 |
715.85 |
577.81 |
138.04 |
19.5% |
12.47 |
1.8% |
95% |
True |
False |
|
| 60 |
715.85 |
572.79 |
143.06 |
20.2% |
13.61 |
1.9% |
95% |
True |
False |
|
| 80 |
715.85 |
572.79 |
143.06 |
20.2% |
12.88 |
1.8% |
95% |
True |
False |
|
| 100 |
715.85 |
572.79 |
143.06 |
20.2% |
12.18 |
1.7% |
95% |
True |
False |
|
| 120 |
715.85 |
572.79 |
143.06 |
20.2% |
11.84 |
1.7% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
754.95 |
|
2.618 |
739.94 |
|
1.618 |
730.74 |
|
1.000 |
725.05 |
|
0.618 |
721.54 |
|
HIGH |
715.85 |
|
0.618 |
712.34 |
|
0.500 |
711.25 |
|
0.382 |
710.16 |
|
LOW |
706.65 |
|
0.618 |
700.96 |
|
1.000 |
697.45 |
|
1.618 |
691.76 |
|
2.618 |
682.56 |
|
4.250 |
667.55 |
|
|
| Fisher Pivots for day following 16-Sep-1996 |
| Pivot |
1 day |
3 day |
| R1 |
711.25 |
704.58 |
| PP |
710.57 |
699.93 |
| S1 |
709.90 |
695.29 |
|