| Trading Metrics calculated at close of trading on 30-Sep-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-1996 |
30-Sep-1996 |
Change |
Change % |
Previous Week |
| Open |
744.61 |
744.73 |
0.12 |
0.0% |
743.42 |
| High |
747.43 |
748.87 |
1.44 |
0.2% |
757.83 |
| Low |
740.94 |
737.14 |
-3.80 |
-0.5% |
731.30 |
| Close |
744.73 |
737.58 |
-7.15 |
-1.0% |
744.73 |
| Range |
6.49 |
11.73 |
5.24 |
80.7% |
26.53 |
| ATR |
12.01 |
11.99 |
-0.02 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
776.39 |
768.71 |
744.03 |
|
| R3 |
764.66 |
756.98 |
740.81 |
|
| R2 |
752.93 |
752.93 |
739.73 |
|
| R1 |
745.25 |
745.25 |
738.66 |
743.23 |
| PP |
741.20 |
741.20 |
741.20 |
740.18 |
| S1 |
733.52 |
733.52 |
736.50 |
731.50 |
| S2 |
729.47 |
729.47 |
735.43 |
|
| S3 |
717.74 |
721.79 |
734.35 |
|
| S4 |
706.01 |
710.06 |
731.13 |
|
|
| 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 |
731.59 |
26.24 |
3.6% |
10.75 |
1.5% |
23% |
False |
False |
|
| 10 |
757.83 |
709.22 |
48.61 |
6.6% |
12.55 |
1.7% |
58% |
False |
False |
|
| 20 |
757.83 |
650.48 |
107.35 |
14.6% |
12.68 |
1.7% |
81% |
False |
False |
|
| 40 |
757.83 |
650.48 |
107.35 |
14.6% |
11.06 |
1.5% |
81% |
False |
False |
|
| 60 |
757.83 |
572.79 |
185.04 |
25.1% |
13.78 |
1.9% |
89% |
False |
False |
|
| 80 |
757.83 |
572.79 |
185.04 |
25.1% |
13.26 |
1.8% |
89% |
False |
False |
|
| 100 |
757.83 |
572.79 |
185.04 |
25.1% |
12.48 |
1.7% |
89% |
False |
False |
|
| 120 |
757.83 |
572.79 |
185.04 |
25.1% |
12.17 |
1.6% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
798.72 |
|
2.618 |
779.58 |
|
1.618 |
767.85 |
|
1.000 |
760.60 |
|
0.618 |
756.12 |
|
HIGH |
748.87 |
|
0.618 |
744.39 |
|
0.500 |
743.01 |
|
0.382 |
741.62 |
|
LOW |
737.14 |
|
0.618 |
729.89 |
|
1.000 |
725.41 |
|
1.618 |
718.16 |
|
2.618 |
706.43 |
|
4.250 |
687.29 |
|
|
| Fisher Pivots for day following 30-Sep-1996 |
| Pivot |
1 day |
3 day |
| R1 |
743.01 |
747.49 |
| PP |
741.20 |
744.18 |
| S1 |
739.39 |
740.88 |
|