| Trading Metrics calculated at close of trading on 19-Sep-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-1996 |
19-Sep-1996 |
Change |
Change % |
Previous Week |
| Open |
722.50 |
727.63 |
5.13 |
0.7% |
664.22 |
| High |
735.68 |
738.44 |
2.76 |
0.4% |
707.91 |
| Low |
716.72 |
725.22 |
8.50 |
1.2% |
663.53 |
| Close |
727.63 |
736.76 |
9.13 |
1.3% |
707.86 |
| Range |
18.96 |
13.22 |
-5.74 |
-30.3% |
44.38 |
| ATR |
12.54 |
12.59 |
0.05 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
773.13 |
768.17 |
744.03 |
|
| R3 |
759.91 |
754.95 |
740.40 |
|
| R2 |
746.69 |
746.69 |
739.18 |
|
| R1 |
741.73 |
741.73 |
737.97 |
744.21 |
| PP |
733.47 |
733.47 |
733.47 |
734.72 |
| S1 |
728.51 |
728.51 |
735.55 |
730.99 |
| S2 |
720.25 |
720.25 |
734.34 |
|
| S3 |
707.03 |
715.29 |
733.12 |
|
| S4 |
693.81 |
702.07 |
729.49 |
|
|
| 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 |
738.44 |
685.65 |
52.79 |
7.2% |
15.72 |
2.1% |
97% |
True |
False |
|
| 10 |
738.44 |
652.32 |
86.12 |
11.7% |
13.33 |
1.8% |
98% |
True |
False |
|
| 20 |
738.44 |
650.48 |
87.96 |
11.9% |
11.70 |
1.6% |
98% |
True |
False |
|
| 40 |
738.44 |
605.05 |
133.39 |
18.1% |
11.76 |
1.6% |
99% |
True |
False |
|
| 60 |
738.44 |
572.79 |
165.65 |
22.5% |
13.91 |
1.9% |
99% |
True |
False |
|
| 80 |
738.44 |
572.79 |
165.65 |
22.5% |
13.20 |
1.8% |
99% |
True |
False |
|
| 100 |
738.44 |
572.79 |
165.65 |
22.5% |
12.47 |
1.7% |
99% |
True |
False |
|
| 120 |
738.44 |
572.79 |
165.65 |
22.5% |
12.02 |
1.6% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
794.63 |
|
2.618 |
773.05 |
|
1.618 |
759.83 |
|
1.000 |
751.66 |
|
0.618 |
746.61 |
|
HIGH |
738.44 |
|
0.618 |
733.39 |
|
0.500 |
731.83 |
|
0.382 |
730.27 |
|
LOW |
725.22 |
|
0.618 |
717.05 |
|
1.000 |
712.00 |
|
1.618 |
703.83 |
|
2.618 |
690.61 |
|
4.250 |
669.04 |
|
|
| Fisher Pivots for day following 19-Sep-1996 |
| Pivot |
1 day |
3 day |
| R1 |
735.12 |
732.45 |
| PP |
733.47 |
728.14 |
| S1 |
731.83 |
723.83 |
|