| Trading Metrics calculated at close of trading on 01-Oct-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-1996 |
01-Oct-1996 |
Change |
Change % |
Previous Week |
| Open |
744.73 |
737.58 |
-7.15 |
-1.0% |
743.42 |
| High |
748.87 |
739.96 |
-8.91 |
-1.2% |
757.83 |
| Low |
737.14 |
727.14 |
-10.00 |
-1.4% |
731.30 |
| Close |
737.58 |
734.50 |
-3.08 |
-0.4% |
744.73 |
| Range |
11.73 |
12.82 |
1.09 |
9.3% |
26.53 |
| ATR |
11.99 |
12.05 |
0.06 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
772.33 |
766.23 |
741.55 |
|
| R3 |
759.51 |
753.41 |
738.03 |
|
| R2 |
746.69 |
746.69 |
736.85 |
|
| R1 |
740.59 |
740.59 |
735.68 |
737.23 |
| PP |
733.87 |
733.87 |
733.87 |
732.19 |
| S1 |
727.77 |
727.77 |
733.32 |
724.41 |
| S2 |
721.05 |
721.05 |
732.15 |
|
| S3 |
708.23 |
714.95 |
730.97 |
|
| S4 |
695.41 |
702.13 |
727.45 |
|
|
| 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 |
727.14 |
30.69 |
4.2% |
11.36 |
1.5% |
24% |
False |
True |
|
| 10 |
757.83 |
716.72 |
41.11 |
5.6% |
12.33 |
1.7% |
43% |
False |
False |
|
| 20 |
757.83 |
652.29 |
105.54 |
14.4% |
12.37 |
1.7% |
78% |
False |
False |
|
| 40 |
757.83 |
650.48 |
107.35 |
14.6% |
11.13 |
1.5% |
78% |
False |
False |
|
| 60 |
757.83 |
572.79 |
185.04 |
25.2% |
13.84 |
1.9% |
87% |
False |
False |
|
| 80 |
757.83 |
572.79 |
185.04 |
25.2% |
13.20 |
1.8% |
87% |
False |
False |
|
| 100 |
757.83 |
572.79 |
185.04 |
25.2% |
12.55 |
1.7% |
87% |
False |
False |
|
| 120 |
757.83 |
572.79 |
185.04 |
25.2% |
12.15 |
1.7% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
794.45 |
|
2.618 |
773.52 |
|
1.618 |
760.70 |
|
1.000 |
752.78 |
|
0.618 |
747.88 |
|
HIGH |
739.96 |
|
0.618 |
735.06 |
|
0.500 |
733.55 |
|
0.382 |
732.04 |
|
LOW |
727.14 |
|
0.618 |
719.22 |
|
1.000 |
714.32 |
|
1.618 |
706.40 |
|
2.618 |
693.58 |
|
4.250 |
672.66 |
|
|
| Fisher Pivots for day following 01-Oct-1996 |
| Pivot |
1 day |
3 day |
| R1 |
734.18 |
738.01 |
| PP |
733.87 |
736.84 |
| S1 |
733.55 |
735.67 |
|