Trading Metrics calculated at close of trading on 03-Jan-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-1996 |
03-Jan-1996 |
Change |
Change % |
Previous Week |
Open |
576.23 |
585.94 |
9.71 |
1.7% |
585.18 |
High |
586.29 |
586.32 |
0.03 |
0.0% |
587.81 |
Low |
573.89 |
571.42 |
-2.47 |
-0.4% |
569.45 |
Close |
585.94 |
572.29 |
-13.65 |
-2.3% |
576.23 |
Range |
12.40 |
14.90 |
2.50 |
20.2% |
18.36 |
ATR |
12.25 |
12.44 |
0.19 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
621.38 |
611.73 |
580.49 |
|
R3 |
606.48 |
596.83 |
576.39 |
|
R2 |
591.58 |
591.58 |
575.02 |
|
R1 |
581.93 |
581.93 |
573.66 |
579.31 |
PP |
576.68 |
576.68 |
576.68 |
575.36 |
S1 |
567.03 |
567.03 |
570.92 |
564.41 |
S2 |
561.78 |
561.78 |
569.56 |
|
S3 |
546.88 |
552.13 |
568.19 |
|
S4 |
531.98 |
537.23 |
564.10 |
|
|
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 |
3.2% |
10.41 |
1.8% |
15% |
False |
False |
|
10 |
587.81 |
548.04 |
39.77 |
6.9% |
11.93 |
2.1% |
61% |
False |
False |
|
20 |
602.39 |
540.97 |
61.42 |
10.7% |
12.62 |
2.2% |
51% |
False |
False |
|
40 |
623.53 |
540.97 |
82.56 |
14.4% |
13.05 |
2.3% |
38% |
False |
False |
|
60 |
623.53 |
527.89 |
95.64 |
16.7% |
13.04 |
2.3% |
46% |
False |
False |
|
80 |
623.53 |
527.89 |
95.64 |
16.7% |
12.89 |
2.3% |
46% |
False |
False |
|
100 |
623.53 |
527.89 |
95.64 |
16.7% |
12.44 |
2.2% |
46% |
False |
False |
|
120 |
623.53 |
527.89 |
95.64 |
16.7% |
12.36 |
2.2% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
649.65 |
2.618 |
625.33 |
1.618 |
610.43 |
1.000 |
601.22 |
0.618 |
595.53 |
HIGH |
586.32 |
0.618 |
580.63 |
0.500 |
578.87 |
0.382 |
577.11 |
LOW |
571.42 |
0.618 |
562.21 |
1.000 |
556.52 |
1.618 |
547.31 |
2.618 |
532.41 |
4.250 |
508.10 |
|
|
Fisher Pivots for day following 03-Jan-1996 |
Pivot |
1 day |
3 day |
R1 |
578.87 |
577.89 |
PP |
576.68 |
576.02 |
S1 |
574.48 |
574.16 |
|