| Trading Metrics calculated at close of trading on 13-Dec-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-1995 |
13-Dec-1995 |
Change |
Change % |
Previous Week |
| Open |
619.52 |
618.78 |
-0.74 |
-0.1% |
606.98 |
| High |
619.55 |
622.02 |
2.47 |
0.4% |
621.11 |
| Low |
617.68 |
618.27 |
0.59 |
0.1% |
606.84 |
| Close |
618.78 |
621.69 |
2.91 |
0.5% |
617.48 |
| Range |
1.87 |
3.75 |
1.88 |
100.5% |
14.27 |
| ATR |
3.94 |
3.93 |
-0.01 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Dec-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
631.91 |
630.55 |
623.75 |
|
| R3 |
628.16 |
626.80 |
622.72 |
|
| R2 |
624.41 |
624.41 |
622.38 |
|
| R1 |
623.05 |
623.05 |
622.03 |
623.73 |
| PP |
620.66 |
620.66 |
620.66 |
621.00 |
| S1 |
619.30 |
619.30 |
621.35 |
619.98 |
| S2 |
616.91 |
616.91 |
621.00 |
|
| S3 |
613.16 |
615.55 |
620.66 |
|
| S4 |
609.41 |
611.80 |
619.63 |
|
|
| Weekly Pivots for week ending 08-Dec-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
657.95 |
651.99 |
625.33 |
|
| R3 |
643.68 |
637.72 |
621.40 |
|
| R2 |
629.41 |
629.41 |
620.10 |
|
| R1 |
623.45 |
623.45 |
618.79 |
626.43 |
| PP |
615.14 |
615.14 |
615.14 |
616.64 |
| S1 |
609.18 |
609.18 |
616.17 |
612.16 |
| S2 |
600.87 |
600.87 |
614.86 |
|
| S3 |
586.60 |
594.91 |
613.56 |
|
| S4 |
572.33 |
580.64 |
609.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
622.02 |
614.32 |
7.70 |
1.2% |
3.57 |
0.6% |
96% |
True |
False |
|
| 10 |
622.02 |
605.37 |
16.65 |
2.7% |
4.07 |
0.7% |
98% |
True |
False |
|
| 20 |
622.02 |
588.36 |
33.66 |
5.4% |
3.83 |
0.6% |
99% |
True |
False |
|
| 40 |
622.02 |
572.53 |
49.49 |
8.0% |
4.02 |
0.6% |
99% |
True |
False |
|
| 60 |
622.02 |
571.55 |
50.47 |
8.1% |
4.17 |
0.7% |
99% |
True |
False |
|
| 80 |
622.02 |
555.20 |
66.82 |
10.7% |
3.97 |
0.6% |
100% |
True |
False |
|
| 100 |
622.02 |
553.08 |
68.94 |
11.1% |
3.99 |
0.6% |
100% |
True |
False |
|
| 120 |
622.02 |
540.72 |
81.30 |
13.1% |
4.16 |
0.7% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
637.96 |
|
2.618 |
631.84 |
|
1.618 |
628.09 |
|
1.000 |
625.77 |
|
0.618 |
624.34 |
|
HIGH |
622.02 |
|
0.618 |
620.59 |
|
0.500 |
620.15 |
|
0.382 |
619.70 |
|
LOW |
618.27 |
|
0.618 |
615.95 |
|
1.000 |
614.52 |
|
1.618 |
612.20 |
|
2.618 |
608.45 |
|
4.250 |
602.33 |
|
|
| Fisher Pivots for day following 13-Dec-1995 |
| Pivot |
1 day |
3 day |
| R1 |
621.18 |
620.99 |
| PP |
620.66 |
620.28 |
| S1 |
620.15 |
619.58 |
|