Trading Metrics calculated at close of trading on 05-Jan-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-1996 |
05-Jan-1996 |
Change |
Change % |
Previous Week |
Open |
572.29 |
563.48 |
-8.81 |
-1.5% |
576.23 |
High |
575.60 |
568.85 |
-6.75 |
-1.2% |
586.32 |
Low |
552.69 |
552.18 |
-0.51 |
-0.1% |
552.18 |
Close |
563.48 |
565.14 |
1.66 |
0.3% |
565.14 |
Range |
22.91 |
16.67 |
-6.24 |
-27.2% |
34.14 |
ATR |
13.19 |
13.44 |
0.25 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
612.07 |
605.27 |
574.31 |
|
R3 |
595.40 |
588.60 |
569.72 |
|
R2 |
578.73 |
578.73 |
568.20 |
|
R1 |
571.93 |
571.93 |
566.67 |
575.33 |
PP |
562.06 |
562.06 |
562.06 |
563.76 |
S1 |
555.26 |
555.26 |
563.61 |
558.66 |
S2 |
545.39 |
545.39 |
562.08 |
|
S3 |
528.72 |
538.59 |
560.56 |
|
S4 |
512.05 |
521.92 |
555.97 |
|
|
Weekly Pivots for week ending 05-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
670.30 |
651.86 |
583.92 |
|
R3 |
636.16 |
617.72 |
574.53 |
|
R2 |
602.02 |
602.02 |
571.40 |
|
R1 |
583.58 |
583.58 |
568.27 |
575.73 |
PP |
567.88 |
567.88 |
567.88 |
563.96 |
S1 |
549.44 |
549.44 |
562.01 |
541.59 |
S2 |
533.74 |
533.74 |
558.88 |
|
S3 |
499.60 |
515.30 |
555.75 |
|
S4 |
465.46 |
481.16 |
546.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
586.32 |
552.18 |
34.14 |
6.0% |
14.90 |
2.6% |
38% |
False |
True |
|
10 |
587.81 |
552.18 |
35.63 |
6.3% |
11.59 |
2.1% |
36% |
False |
True |
|
20 |
602.39 |
540.97 |
61.42 |
10.9% |
13.37 |
2.4% |
39% |
False |
False |
|
40 |
621.00 |
540.97 |
80.03 |
14.2% |
13.22 |
2.3% |
30% |
False |
False |
|
60 |
623.53 |
540.97 |
82.56 |
14.6% |
12.91 |
2.3% |
29% |
False |
False |
|
80 |
623.53 |
527.89 |
95.64 |
16.9% |
13.18 |
2.3% |
39% |
False |
False |
|
100 |
623.53 |
527.89 |
95.64 |
16.9% |
12.65 |
2.2% |
39% |
False |
False |
|
120 |
623.53 |
527.89 |
95.64 |
16.9% |
12.50 |
2.2% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
639.70 |
2.618 |
612.49 |
1.618 |
595.82 |
1.000 |
585.52 |
0.618 |
579.15 |
HIGH |
568.85 |
0.618 |
562.48 |
0.500 |
560.52 |
0.382 |
558.55 |
LOW |
552.18 |
0.618 |
541.88 |
1.000 |
535.51 |
1.618 |
525.21 |
2.618 |
508.54 |
4.250 |
481.33 |
|
|
Fisher Pivots for day following 05-Jan-1996 |
Pivot |
1 day |
3 day |
R1 |
563.60 |
569.25 |
PP |
562.06 |
567.88 |
S1 |
560.52 |
566.51 |
|