| Trading Metrics calculated at close of trading on 21-Oct-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-1996 |
21-Oct-1996 |
Change |
Change % |
Previous Week |
| Open |
755.77 |
756.83 |
1.06 |
0.1% |
765.64 |
| High |
758.49 |
764.64 |
6.15 |
0.8% |
786.75 |
| Low |
751.60 |
743.15 |
-8.45 |
-1.1% |
751.60 |
| Close |
756.83 |
746.28 |
-10.55 |
-1.4% |
756.83 |
| Range |
6.89 |
21.49 |
14.60 |
211.9% |
35.15 |
| ATR |
12.40 |
13.05 |
0.65 |
5.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815.83 |
802.54 |
758.10 |
|
| R3 |
794.34 |
781.05 |
752.19 |
|
| R2 |
772.85 |
772.85 |
750.22 |
|
| R1 |
759.56 |
759.56 |
748.25 |
755.46 |
| PP |
751.36 |
751.36 |
751.36 |
749.31 |
| S1 |
738.07 |
738.07 |
744.31 |
733.97 |
| S2 |
729.87 |
729.87 |
742.34 |
|
| S3 |
708.38 |
716.58 |
740.37 |
|
| S4 |
686.89 |
695.09 |
734.46 |
|
|
| Weekly Pivots for week ending 18-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
870.51 |
848.82 |
776.16 |
|
| R3 |
835.36 |
813.67 |
766.50 |
|
| R2 |
800.21 |
800.21 |
763.27 |
|
| R1 |
778.52 |
778.52 |
760.05 |
771.79 |
| PP |
765.06 |
765.06 |
765.06 |
761.70 |
| S1 |
743.37 |
743.37 |
753.61 |
736.64 |
| S2 |
729.91 |
729.91 |
750.39 |
|
| S3 |
694.76 |
708.22 |
747.16 |
|
| S4 |
659.61 |
673.07 |
737.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
786.75 |
743.15 |
43.60 |
5.8% |
14.94 |
2.0% |
7% |
False |
True |
|
| 10 |
786.75 |
743.15 |
43.60 |
5.8% |
13.90 |
1.9% |
7% |
False |
True |
|
| 20 |
786.75 |
727.14 |
59.61 |
8.0% |
12.67 |
1.7% |
32% |
False |
False |
|
| 40 |
786.75 |
650.48 |
136.27 |
18.3% |
12.24 |
1.6% |
70% |
False |
False |
|
| 60 |
786.75 |
617.68 |
169.07 |
22.7% |
11.99 |
1.6% |
76% |
False |
False |
|
| 80 |
786.75 |
572.79 |
213.96 |
28.7% |
13.48 |
1.8% |
81% |
False |
False |
|
| 100 |
786.75 |
572.79 |
213.96 |
28.7% |
13.12 |
1.8% |
81% |
False |
False |
|
| 120 |
786.75 |
572.79 |
213.96 |
28.7% |
12.60 |
1.7% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
855.97 |
|
2.618 |
820.90 |
|
1.618 |
799.41 |
|
1.000 |
786.13 |
|
0.618 |
777.92 |
|
HIGH |
764.64 |
|
0.618 |
756.43 |
|
0.500 |
753.90 |
|
0.382 |
751.36 |
|
LOW |
743.15 |
|
0.618 |
729.87 |
|
1.000 |
721.66 |
|
1.618 |
708.38 |
|
2.618 |
686.89 |
|
4.250 |
651.82 |
|
|
| Fisher Pivots for day following 21-Oct-1996 |
| Pivot |
1 day |
3 day |
| R1 |
753.90 |
758.06 |
| PP |
751.36 |
754.13 |
| S1 |
748.82 |
750.21 |
|