| Trading Metrics calculated at close of trading on 02-Oct-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-1996 |
02-Oct-1996 |
Change |
Change % |
Previous Week |
| Open |
737.58 |
734.50 |
-3.08 |
-0.4% |
743.42 |
| High |
739.96 |
749.94 |
9.98 |
1.3% |
757.83 |
| Low |
727.14 |
734.50 |
7.36 |
1.0% |
731.30 |
| Close |
734.50 |
747.55 |
13.05 |
1.8% |
744.73 |
| Range |
12.82 |
15.44 |
2.62 |
20.4% |
26.53 |
| ATR |
12.05 |
12.29 |
0.24 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
790.32 |
784.37 |
756.04 |
|
| R3 |
774.88 |
768.93 |
751.80 |
|
| R2 |
759.44 |
759.44 |
750.38 |
|
| R1 |
753.49 |
753.49 |
748.97 |
756.47 |
| PP |
744.00 |
744.00 |
744.00 |
745.48 |
| S1 |
738.05 |
738.05 |
746.13 |
741.03 |
| S2 |
728.56 |
728.56 |
744.72 |
|
| S3 |
713.12 |
722.61 |
743.30 |
|
| S4 |
697.68 |
707.17 |
739.06 |
|
|
| 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 |
4.1% |
12.55 |
1.7% |
67% |
False |
False |
|
| 10 |
757.83 |
725.22 |
32.61 |
4.4% |
11.98 |
1.6% |
68% |
False |
False |
|
| 20 |
757.83 |
652.29 |
105.54 |
14.1% |
12.84 |
1.7% |
90% |
False |
False |
|
| 40 |
757.83 |
650.48 |
107.35 |
14.4% |
11.10 |
1.5% |
90% |
False |
False |
|
| 60 |
757.83 |
572.79 |
185.04 |
24.8% |
13.96 |
1.9% |
94% |
False |
False |
|
| 80 |
757.83 |
572.79 |
185.04 |
24.8% |
13.32 |
1.8% |
94% |
False |
False |
|
| 100 |
757.83 |
572.79 |
185.04 |
24.8% |
12.60 |
1.7% |
94% |
False |
False |
|
| 120 |
757.83 |
572.79 |
185.04 |
24.8% |
12.24 |
1.6% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
815.56 |
|
2.618 |
790.36 |
|
1.618 |
774.92 |
|
1.000 |
765.38 |
|
0.618 |
759.48 |
|
HIGH |
749.94 |
|
0.618 |
744.04 |
|
0.500 |
742.22 |
|
0.382 |
740.40 |
|
LOW |
734.50 |
|
0.618 |
724.96 |
|
1.000 |
719.06 |
|
1.618 |
709.52 |
|
2.618 |
694.08 |
|
4.250 |
668.88 |
|
|
| Fisher Pivots for day following 02-Oct-1996 |
| Pivot |
1 day |
3 day |
| R1 |
745.77 |
744.55 |
| PP |
744.00 |
741.54 |
| S1 |
742.22 |
738.54 |
|