| Trading Metrics calculated at close of trading on 24-Sep-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-1996 |
24-Sep-1996 |
Change |
Change % |
Previous Week |
| Open |
743.42 |
733.41 |
-10.01 |
-1.3% |
707.86 |
| High |
743.42 |
741.35 |
-2.07 |
-0.3% |
745.60 |
| Low |
731.30 |
731.59 |
0.29 |
0.0% |
706.65 |
| Close |
733.41 |
736.59 |
3.18 |
0.4% |
743.42 |
| Range |
12.12 |
9.76 |
-2.36 |
-19.5% |
38.95 |
| ATR |
12.55 |
12.35 |
-0.20 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
765.79 |
760.95 |
741.96 |
|
| R3 |
756.03 |
751.19 |
739.27 |
|
| R2 |
746.27 |
746.27 |
738.38 |
|
| R1 |
741.43 |
741.43 |
737.48 |
743.85 |
| PP |
736.51 |
736.51 |
736.51 |
737.72 |
| S1 |
731.67 |
731.67 |
735.70 |
734.09 |
| S2 |
726.75 |
726.75 |
734.80 |
|
| S3 |
716.99 |
721.91 |
733.91 |
|
| S4 |
707.23 |
712.15 |
731.22 |
|
|
| 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 |
716.72 |
28.88 |
3.9% |
13.30 |
1.8% |
69% |
False |
False |
|
| 10 |
745.60 |
666.03 |
79.57 |
10.8% |
13.61 |
1.8% |
89% |
False |
False |
|
| 20 |
745.60 |
650.48 |
95.12 |
12.9% |
11.97 |
1.6% |
91% |
False |
False |
|
| 40 |
745.60 |
617.68 |
127.92 |
17.4% |
11.48 |
1.6% |
93% |
False |
False |
|
| 60 |
745.60 |
572.79 |
172.81 |
23.5% |
13.74 |
1.9% |
95% |
False |
False |
|
| 80 |
745.60 |
572.79 |
172.81 |
23.5% |
13.22 |
1.8% |
95% |
False |
False |
|
| 100 |
745.60 |
572.79 |
172.81 |
23.5% |
12.51 |
1.7% |
95% |
False |
False |
|
| 120 |
745.60 |
572.79 |
172.81 |
23.5% |
12.16 |
1.7% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
782.83 |
|
2.618 |
766.90 |
|
1.618 |
757.14 |
|
1.000 |
751.11 |
|
0.618 |
747.38 |
|
HIGH |
741.35 |
|
0.618 |
737.62 |
|
0.500 |
736.47 |
|
0.382 |
735.32 |
|
LOW |
731.59 |
|
0.618 |
725.56 |
|
1.000 |
721.83 |
|
1.618 |
715.80 |
|
2.618 |
706.04 |
|
4.250 |
690.11 |
|
|
| Fisher Pivots for day following 24-Sep-1996 |
| Pivot |
1 day |
3 day |
| R1 |
736.55 |
738.45 |
| PP |
736.51 |
737.83 |
| S1 |
736.47 |
737.21 |
|