Trading Metrics calculated at close of trading on 04-Jan-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-1996 |
04-Jan-1996 |
Change |
Change % |
Previous Week |
Open |
585.94 |
572.29 |
-13.65 |
-2.3% |
585.18 |
High |
586.32 |
575.60 |
-10.72 |
-1.8% |
587.81 |
Low |
571.42 |
552.69 |
-18.73 |
-3.3% |
569.45 |
Close |
572.29 |
563.48 |
-8.81 |
-1.5% |
576.23 |
Range |
14.90 |
22.91 |
8.01 |
53.8% |
18.36 |
ATR |
12.44 |
13.19 |
0.75 |
6.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
632.65 |
620.98 |
576.08 |
|
R3 |
609.74 |
598.07 |
569.78 |
|
R2 |
586.83 |
586.83 |
567.68 |
|
R1 |
575.16 |
575.16 |
565.58 |
569.54 |
PP |
563.92 |
563.92 |
563.92 |
561.12 |
S1 |
552.25 |
552.25 |
561.38 |
546.63 |
S2 |
541.01 |
541.01 |
559.28 |
|
S3 |
518.10 |
529.34 |
557.18 |
|
S4 |
495.19 |
506.43 |
550.88 |
|
|
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 |
586.32 |
552.69 |
33.63 |
6.0% |
13.43 |
2.4% |
32% |
False |
True |
|
10 |
587.81 |
552.69 |
35.12 |
6.2% |
11.53 |
2.0% |
31% |
False |
True |
|
20 |
602.39 |
540.97 |
61.42 |
10.9% |
13.20 |
2.3% |
37% |
False |
False |
|
40 |
621.00 |
540.97 |
80.03 |
14.2% |
13.42 |
2.4% |
28% |
False |
False |
|
60 |
623.53 |
527.89 |
95.64 |
17.0% |
13.03 |
2.3% |
37% |
False |
False |
|
80 |
623.53 |
527.89 |
95.64 |
17.0% |
13.07 |
2.3% |
37% |
False |
False |
|
100 |
623.53 |
527.89 |
95.64 |
17.0% |
12.60 |
2.2% |
37% |
False |
False |
|
120 |
623.53 |
527.89 |
95.64 |
17.0% |
12.44 |
2.2% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
672.97 |
2.618 |
635.58 |
1.618 |
612.67 |
1.000 |
598.51 |
0.618 |
589.76 |
HIGH |
575.60 |
0.618 |
566.85 |
0.500 |
564.15 |
0.382 |
561.44 |
LOW |
552.69 |
0.618 |
538.53 |
1.000 |
529.78 |
1.618 |
515.62 |
2.618 |
492.71 |
4.250 |
455.32 |
|
|
Fisher Pivots for day following 04-Jan-1996 |
Pivot |
1 day |
3 day |
R1 |
564.15 |
569.51 |
PP |
563.92 |
567.50 |
S1 |
563.70 |
565.49 |
|