Trading Metrics calculated at close of trading on 02-Jan-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-1995 |
02-Jan-1996 |
Change |
Change % |
Previous Week |
Open |
571.96 |
576.23 |
4.27 |
0.7% |
585.18 |
High |
577.08 |
586.29 |
9.21 |
1.6% |
587.81 |
Low |
569.45 |
573.89 |
4.44 |
0.8% |
569.45 |
Close |
576.23 |
585.94 |
9.71 |
1.7% |
576.23 |
Range |
7.63 |
12.40 |
4.77 |
62.5% |
18.36 |
ATR |
12.24 |
12.25 |
0.01 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
619.24 |
614.99 |
592.76 |
|
R3 |
606.84 |
602.59 |
589.35 |
|
R2 |
594.44 |
594.44 |
588.21 |
|
R1 |
590.19 |
590.19 |
587.08 |
592.32 |
PP |
582.04 |
582.04 |
582.04 |
583.10 |
S1 |
577.79 |
577.79 |
584.80 |
579.92 |
S2 |
569.64 |
569.64 |
583.67 |
|
S3 |
557.24 |
565.39 |
582.53 |
|
S4 |
544.84 |
552.99 |
579.12 |
|
|
Weekly Pivots for week ending 29-Dec-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
632.91 |
622.93 |
586.33 |
|
R3 |
614.55 |
604.57 |
581.28 |
|
R2 |
596.19 |
596.19 |
579.60 |
|
R1 |
586.21 |
586.21 |
577.91 |
582.02 |
PP |
577.83 |
577.83 |
577.83 |
575.74 |
S1 |
567.85 |
567.85 |
574.55 |
563.66 |
S2 |
559.47 |
559.47 |
572.86 |
|
S3 |
541.11 |
549.49 |
571.18 |
|
S4 |
522.75 |
531.13 |
566.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
587.81 |
569.45 |
18.36 |
3.1% |
8.23 |
1.4% |
90% |
False |
False |
|
10 |
587.81 |
540.97 |
46.84 |
8.0% |
12.67 |
2.2% |
96% |
False |
False |
|
20 |
604.13 |
540.97 |
63.16 |
10.8% |
12.74 |
2.2% |
71% |
False |
False |
|
40 |
623.53 |
540.97 |
82.56 |
14.1% |
12.91 |
2.2% |
54% |
False |
False |
|
60 |
623.53 |
527.89 |
95.64 |
16.3% |
13.04 |
2.2% |
61% |
False |
False |
|
80 |
623.53 |
527.89 |
95.64 |
16.3% |
12.83 |
2.2% |
61% |
False |
False |
|
100 |
623.53 |
527.89 |
95.64 |
16.3% |
12.39 |
2.1% |
61% |
False |
False |
|
120 |
623.53 |
527.89 |
95.64 |
16.3% |
12.37 |
2.1% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
638.99 |
2.618 |
618.75 |
1.618 |
606.35 |
1.000 |
598.69 |
0.618 |
593.95 |
HIGH |
586.29 |
0.618 |
581.55 |
0.500 |
580.09 |
0.382 |
578.63 |
LOW |
573.89 |
0.618 |
566.23 |
1.000 |
561.49 |
1.618 |
553.83 |
2.618 |
541.43 |
4.250 |
521.19 |
|
|
Fisher Pivots for day following 02-Jan-1996 |
Pivot |
1 day |
3 day |
R1 |
583.99 |
583.25 |
PP |
582.04 |
580.56 |
S1 |
580.09 |
577.87 |
|