| Trading Metrics calculated at close of trading on 27-Sep-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-1996 |
27-Sep-1996 |
Change |
Change % |
Previous Week |
| Open |
745.73 |
744.61 |
-1.12 |
-0.2% |
743.42 |
| High |
757.83 |
747.43 |
-10.40 |
-1.4% |
757.83 |
| Low |
741.57 |
740.94 |
-0.63 |
-0.1% |
731.30 |
| Close |
744.61 |
744.73 |
0.12 |
0.0% |
744.73 |
| Range |
16.26 |
6.49 |
-9.77 |
-60.1% |
26.53 |
| ATR |
12.44 |
12.01 |
-0.42 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763.84 |
760.77 |
748.30 |
|
| R3 |
757.35 |
754.28 |
746.51 |
|
| R2 |
750.86 |
750.86 |
745.92 |
|
| R1 |
747.79 |
747.79 |
745.32 |
749.33 |
| PP |
744.37 |
744.37 |
744.37 |
745.13 |
| S1 |
741.30 |
741.30 |
744.14 |
742.84 |
| S2 |
737.88 |
737.88 |
743.54 |
|
| S3 |
731.39 |
734.81 |
742.95 |
|
| S4 |
724.90 |
728.32 |
741.16 |
|
|
| Weekly Pivots for week ending 27-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
824.21 |
811.00 |
759.32 |
|
| R3 |
797.68 |
784.47 |
752.03 |
|
| R2 |
771.15 |
771.15 |
749.59 |
|
| R1 |
757.94 |
757.94 |
747.16 |
764.55 |
| PP |
744.62 |
744.62 |
744.62 |
747.92 |
| S1 |
731.41 |
731.41 |
742.30 |
738.02 |
| S2 |
718.09 |
718.09 |
739.87 |
|
| S3 |
691.56 |
704.88 |
737.43 |
|
| S4 |
665.03 |
678.35 |
730.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
757.83 |
731.30 |
26.53 |
3.6% |
10.83 |
1.5% |
51% |
False |
False |
|
| 10 |
757.83 |
706.65 |
51.18 |
6.9% |
12.29 |
1.7% |
74% |
False |
False |
|
| 20 |
757.83 |
650.48 |
107.35 |
14.4% |
12.57 |
1.7% |
88% |
False |
False |
|
| 40 |
757.83 |
650.48 |
107.35 |
14.4% |
11.26 |
1.5% |
88% |
False |
False |
|
| 60 |
757.83 |
572.79 |
185.04 |
24.8% |
13.86 |
1.9% |
93% |
False |
False |
|
| 80 |
757.83 |
572.79 |
185.04 |
24.8% |
13.33 |
1.8% |
93% |
False |
False |
|
| 100 |
757.83 |
572.79 |
185.04 |
24.8% |
12.54 |
1.7% |
93% |
False |
False |
|
| 120 |
757.83 |
572.79 |
185.04 |
24.8% |
12.17 |
1.6% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
775.01 |
|
2.618 |
764.42 |
|
1.618 |
757.93 |
|
1.000 |
753.92 |
|
0.618 |
751.44 |
|
HIGH |
747.43 |
|
0.618 |
744.95 |
|
0.500 |
744.19 |
|
0.382 |
743.42 |
|
LOW |
740.94 |
|
0.618 |
736.93 |
|
1.000 |
734.45 |
|
1.618 |
730.44 |
|
2.618 |
723.95 |
|
4.250 |
713.36 |
|
|
| Fisher Pivots for day following 27-Sep-1996 |
| Pivot |
1 day |
3 day |
| R1 |
744.55 |
747.21 |
| PP |
744.37 |
746.38 |
| S1 |
744.19 |
745.56 |
|