| Trading Metrics calculated at close of trading on 17-Oct-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-1996 |
17-Oct-1996 |
Change |
Change % |
Previous Week |
| Open |
775.08 |
755.77 |
-19.31 |
-2.5% |
759.12 |
| High |
775.08 |
772.96 |
-2.12 |
-0.3% |
770.74 |
| Low |
762.37 |
755.77 |
-6.60 |
-0.9% |
749.10 |
| Close |
767.64 |
755.77 |
-11.87 |
-1.5% |
765.64 |
| Range |
12.71 |
17.19 |
4.48 |
35.2% |
21.64 |
| ATR |
12.49 |
12.82 |
0.34 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
813.07 |
801.61 |
765.22 |
|
| R3 |
795.88 |
784.42 |
760.50 |
|
| R2 |
778.69 |
778.69 |
758.92 |
|
| R1 |
767.23 |
767.23 |
757.35 |
764.37 |
| PP |
761.50 |
761.50 |
761.50 |
760.07 |
| S1 |
750.04 |
750.04 |
754.19 |
747.18 |
| S2 |
744.31 |
744.31 |
752.62 |
|
| S3 |
727.12 |
732.85 |
751.04 |
|
| S4 |
709.93 |
715.66 |
746.32 |
|
|
| Weekly Pivots for week ending 11-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
826.75 |
817.83 |
777.54 |
|
| R3 |
805.11 |
796.19 |
771.59 |
|
| R2 |
783.47 |
783.47 |
769.61 |
|
| R1 |
774.55 |
774.55 |
767.62 |
779.01 |
| PP |
761.83 |
761.83 |
761.83 |
764.06 |
| S1 |
752.91 |
752.91 |
763.66 |
757.37 |
| S2 |
740.19 |
740.19 |
761.67 |
|
| S3 |
718.55 |
731.27 |
759.69 |
|
| S4 |
696.91 |
709.63 |
753.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
786.75 |
751.44 |
35.31 |
4.7% |
13.63 |
1.8% |
12% |
False |
False |
|
| 10 |
786.75 |
743.28 |
43.47 |
5.8% |
13.42 |
1.8% |
29% |
False |
False |
|
| 20 |
786.75 |
727.14 |
59.61 |
7.9% |
12.48 |
1.7% |
48% |
False |
False |
|
| 40 |
786.75 |
650.48 |
136.27 |
18.0% |
12.09 |
1.6% |
77% |
False |
False |
|
| 60 |
786.75 |
605.05 |
181.70 |
24.0% |
12.00 |
1.6% |
83% |
False |
False |
|
| 80 |
786.75 |
572.79 |
213.96 |
28.3% |
13.55 |
1.8% |
86% |
False |
False |
|
| 100 |
786.75 |
572.79 |
213.96 |
28.3% |
13.06 |
1.7% |
86% |
False |
False |
|
| 120 |
786.75 |
572.79 |
213.96 |
28.3% |
12.47 |
1.6% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
846.02 |
|
2.618 |
817.96 |
|
1.618 |
800.77 |
|
1.000 |
790.15 |
|
0.618 |
783.58 |
|
HIGH |
772.96 |
|
0.618 |
766.39 |
|
0.500 |
764.37 |
|
0.382 |
762.34 |
|
LOW |
755.77 |
|
0.618 |
745.15 |
|
1.000 |
738.58 |
|
1.618 |
727.96 |
|
2.618 |
710.77 |
|
4.250 |
682.71 |
|
|
| Fisher Pivots for day following 17-Oct-1996 |
| Pivot |
1 day |
3 day |
| R1 |
764.37 |
771.26 |
| PP |
761.50 |
766.10 |
| S1 |
758.64 |
760.93 |
|