| Trading Metrics calculated at close of trading on 04-Oct-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-1996 |
04-Oct-1996 |
Change |
Change % |
Previous Week |
| Open |
743.28 |
743.28 |
0.00 |
0.0% |
744.73 |
| High |
752.06 |
759.13 |
7.07 |
0.9% |
759.13 |
| Low |
743.28 |
743.28 |
0.00 |
0.0% |
727.14 |
| Close |
743.28 |
759.12 |
15.84 |
2.1% |
759.12 |
| Range |
8.78 |
15.85 |
7.07 |
80.5% |
31.99 |
| ATR |
12.04 |
12.32 |
0.27 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
801.39 |
796.11 |
767.84 |
|
| R3 |
785.54 |
780.26 |
763.48 |
|
| R2 |
769.69 |
769.69 |
762.03 |
|
| R1 |
764.41 |
764.41 |
760.57 |
767.05 |
| PP |
753.84 |
753.84 |
753.84 |
755.17 |
| S1 |
748.56 |
748.56 |
757.67 |
751.20 |
| S2 |
737.99 |
737.99 |
756.21 |
|
| S3 |
722.14 |
732.71 |
754.76 |
|
| S4 |
706.29 |
716.86 |
750.40 |
|
|
| Weekly Pivots for week ending 04-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
844.43 |
833.77 |
776.71 |
|
| R3 |
812.44 |
801.78 |
767.92 |
|
| R2 |
780.45 |
780.45 |
764.98 |
|
| R1 |
769.79 |
769.79 |
762.05 |
775.12 |
| PP |
748.46 |
748.46 |
748.46 |
751.13 |
| S1 |
737.80 |
737.80 |
756.19 |
743.13 |
| S2 |
716.47 |
716.47 |
753.26 |
|
| S3 |
684.48 |
705.81 |
750.32 |
|
| S4 |
652.49 |
673.82 |
741.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
759.13 |
727.14 |
31.99 |
4.2% |
12.92 |
1.7% |
100% |
True |
False |
|
| 10 |
759.13 |
727.14 |
31.99 |
4.2% |
11.88 |
1.6% |
100% |
True |
False |
|
| 20 |
759.13 |
663.53 |
95.60 |
12.6% |
12.50 |
1.6% |
100% |
True |
False |
|
| 40 |
759.13 |
650.48 |
108.65 |
14.3% |
11.22 |
1.5% |
100% |
True |
False |
|
| 60 |
759.13 |
572.79 |
186.34 |
24.5% |
13.64 |
1.8% |
100% |
True |
False |
|
| 80 |
759.13 |
572.79 |
186.34 |
24.5% |
13.39 |
1.8% |
100% |
True |
False |
|
| 100 |
759.13 |
572.79 |
186.34 |
24.5% |
12.60 |
1.7% |
100% |
True |
False |
|
| 120 |
759.13 |
572.79 |
186.34 |
24.5% |
12.27 |
1.6% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
826.49 |
|
2.618 |
800.63 |
|
1.618 |
784.78 |
|
1.000 |
774.98 |
|
0.618 |
768.93 |
|
HIGH |
759.13 |
|
0.618 |
753.08 |
|
0.500 |
751.21 |
|
0.382 |
749.33 |
|
LOW |
743.28 |
|
0.618 |
733.48 |
|
1.000 |
727.43 |
|
1.618 |
717.63 |
|
2.618 |
701.78 |
|
4.250 |
675.92 |
|
|
| Fisher Pivots for day following 04-Oct-1996 |
| Pivot |
1 day |
3 day |
| R1 |
756.48 |
755.02 |
| PP |
753.84 |
750.92 |
| S1 |
751.21 |
746.82 |
|