| Trading Metrics calculated at close of trading on 30-Oct-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-1996 |
30-Oct-1996 |
Change |
Change % |
Previous Week |
| Open |
741.64 |
731.21 |
-10.43 |
-1.4% |
756.83 |
| High |
749.04 |
738.73 |
-10.31 |
-1.4% |
764.64 |
| Low |
730.45 |
731.21 |
0.76 |
0.1% |
730.55 |
| Close |
731.21 |
736.36 |
5.15 |
0.7% |
743.55 |
| Range |
18.59 |
7.52 |
-11.07 |
-59.5% |
34.09 |
| ATR |
13.62 |
13.18 |
-0.44 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
757.99 |
754.70 |
740.50 |
|
| R3 |
750.47 |
747.18 |
738.43 |
|
| R2 |
742.95 |
742.95 |
737.74 |
|
| R1 |
739.66 |
739.66 |
737.05 |
741.31 |
| PP |
735.43 |
735.43 |
735.43 |
736.26 |
| S1 |
732.14 |
732.14 |
735.67 |
733.79 |
| S2 |
727.91 |
727.91 |
734.98 |
|
| S3 |
720.39 |
724.62 |
734.29 |
|
| S4 |
712.87 |
717.10 |
732.22 |
|
|
| Weekly Pivots for week ending 25-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848.52 |
830.12 |
762.30 |
|
| R3 |
814.43 |
796.03 |
752.92 |
|
| R2 |
780.34 |
780.34 |
749.80 |
|
| R1 |
761.94 |
761.94 |
746.67 |
754.10 |
| PP |
746.25 |
746.25 |
746.25 |
742.32 |
| S1 |
727.85 |
727.85 |
740.43 |
720.01 |
| S2 |
712.16 |
712.16 |
737.30 |
|
| S3 |
678.07 |
693.76 |
734.18 |
|
| S4 |
643.98 |
659.67 |
724.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
760.05 |
730.45 |
29.60 |
4.0% |
12.29 |
1.7% |
20% |
False |
False |
|
| 10 |
772.96 |
730.45 |
42.51 |
5.8% |
14.11 |
1.9% |
14% |
False |
False |
|
| 20 |
786.75 |
730.45 |
56.30 |
7.6% |
13.34 |
1.8% |
10% |
False |
False |
|
| 40 |
786.75 |
652.29 |
134.46 |
18.3% |
13.09 |
1.8% |
63% |
False |
False |
|
| 60 |
786.75 |
650.48 |
136.27 |
18.5% |
11.85 |
1.6% |
63% |
False |
False |
|
| 80 |
786.75 |
572.79 |
213.96 |
29.1% |
13.80 |
1.9% |
76% |
False |
False |
|
| 100 |
786.75 |
572.79 |
213.96 |
29.1% |
13.32 |
1.8% |
76% |
False |
False |
|
| 120 |
786.75 |
572.79 |
213.96 |
29.1% |
12.73 |
1.7% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
770.69 |
|
2.618 |
758.42 |
|
1.618 |
750.90 |
|
1.000 |
746.25 |
|
0.618 |
743.38 |
|
HIGH |
738.73 |
|
0.618 |
735.86 |
|
0.500 |
734.97 |
|
0.382 |
734.08 |
|
LOW |
731.21 |
|
0.618 |
726.56 |
|
1.000 |
723.69 |
|
1.618 |
719.04 |
|
2.618 |
711.52 |
|
4.250 |
699.25 |
|
|
| Fisher Pivots for day following 30-Oct-1996 |
| Pivot |
1 day |
3 day |
| R1 |
735.90 |
741.82 |
| PP |
735.43 |
740.00 |
| S1 |
734.97 |
738.18 |
|