| Trading Metrics calculated at close of trading on 20-Sep-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-1996 |
20-Sep-1996 |
Change |
Change % |
Previous Week |
| Open |
727.63 |
736.76 |
9.13 |
1.3% |
707.86 |
| High |
738.44 |
745.60 |
7.16 |
1.0% |
745.60 |
| Low |
725.22 |
733.16 |
7.94 |
1.1% |
706.65 |
| Close |
736.76 |
743.42 |
6.66 |
0.9% |
743.42 |
| Range |
13.22 |
12.44 |
-0.78 |
-5.9% |
38.95 |
| ATR |
12.59 |
12.58 |
-0.01 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778.05 |
773.17 |
750.26 |
|
| R3 |
765.61 |
760.73 |
746.84 |
|
| R2 |
753.17 |
753.17 |
745.70 |
|
| R1 |
748.29 |
748.29 |
744.56 |
750.73 |
| PP |
740.73 |
740.73 |
740.73 |
741.95 |
| S1 |
735.85 |
735.85 |
742.28 |
738.29 |
| S2 |
728.29 |
728.29 |
741.14 |
|
| S3 |
715.85 |
723.41 |
740.00 |
|
| S4 |
703.41 |
710.97 |
736.58 |
|
|
| Weekly Pivots for week ending 20-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848.74 |
835.03 |
764.84 |
|
| R3 |
809.79 |
796.08 |
754.13 |
|
| R2 |
770.84 |
770.84 |
750.56 |
|
| R1 |
757.13 |
757.13 |
746.99 |
763.99 |
| PP |
731.89 |
731.89 |
731.89 |
735.32 |
| S1 |
718.18 |
718.18 |
739.85 |
725.04 |
| S2 |
692.94 |
692.94 |
736.28 |
|
| S3 |
653.99 |
679.23 |
732.71 |
|
| S4 |
615.04 |
640.28 |
722.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
745.60 |
706.65 |
38.95 |
5.2% |
13.76 |
1.9% |
94% |
True |
False |
|
| 10 |
745.60 |
663.53 |
82.07 |
11.0% |
13.12 |
1.8% |
97% |
True |
False |
|
| 20 |
745.60 |
650.48 |
95.12 |
12.8% |
11.61 |
1.6% |
98% |
True |
False |
|
| 40 |
745.60 |
617.68 |
127.92 |
17.2% |
11.68 |
1.6% |
98% |
True |
False |
|
| 60 |
745.60 |
572.79 |
172.81 |
23.2% |
13.83 |
1.9% |
99% |
True |
False |
|
| 80 |
745.60 |
572.79 |
172.81 |
23.2% |
13.21 |
1.8% |
99% |
True |
False |
|
| 100 |
745.60 |
572.79 |
172.81 |
23.2% |
12.55 |
1.7% |
99% |
True |
False |
|
| 120 |
745.60 |
572.79 |
172.81 |
23.2% |
12.08 |
1.6% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
798.47 |
|
2.618 |
778.17 |
|
1.618 |
765.73 |
|
1.000 |
758.04 |
|
0.618 |
753.29 |
|
HIGH |
745.60 |
|
0.618 |
740.85 |
|
0.500 |
739.38 |
|
0.382 |
737.91 |
|
LOW |
733.16 |
|
0.618 |
725.47 |
|
1.000 |
720.72 |
|
1.618 |
713.03 |
|
2.618 |
700.59 |
|
4.250 |
680.29 |
|
|
| Fisher Pivots for day following 20-Sep-1996 |
| Pivot |
1 day |
3 day |
| R1 |
742.07 |
739.33 |
| PP |
740.73 |
735.25 |
| S1 |
739.38 |
731.16 |
|