Trading Metrics calculated at close of trading on 09-Jan-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-1996 |
09-Jan-1996 |
Change |
Change % |
Previous Week |
Open |
565.14 |
562.42 |
-2.72 |
-0.5% |
576.23 |
High |
568.23 |
562.48 |
-5.75 |
-1.0% |
586.32 |
Low |
562.22 |
533.51 |
-28.71 |
-5.1% |
552.18 |
Close |
563.15 |
534.42 |
-28.73 |
-5.1% |
565.14 |
Range |
6.01 |
28.97 |
22.96 |
382.0% |
34.14 |
ATR |
12.91 |
14.10 |
1.20 |
9.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
630.38 |
611.37 |
550.35 |
|
R3 |
601.41 |
582.40 |
542.39 |
|
R2 |
572.44 |
572.44 |
539.73 |
|
R1 |
553.43 |
553.43 |
537.08 |
548.45 |
PP |
543.47 |
543.47 |
543.47 |
540.98 |
S1 |
524.46 |
524.46 |
531.76 |
519.48 |
S2 |
514.50 |
514.50 |
529.11 |
|
S3 |
485.53 |
495.49 |
526.45 |
|
S4 |
456.56 |
466.52 |
518.49 |
|
|
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 |
533.51 |
52.81 |
9.9% |
17.89 |
3.3% |
2% |
False |
True |
|
10 |
587.81 |
533.51 |
54.30 |
10.2% |
13.06 |
2.4% |
2% |
False |
True |
|
20 |
602.39 |
533.51 |
68.88 |
12.9% |
13.83 |
2.6% |
1% |
False |
True |
|
40 |
621.00 |
533.51 |
87.49 |
16.4% |
13.35 |
2.5% |
1% |
False |
True |
|
60 |
623.53 |
533.51 |
90.02 |
16.8% |
13.11 |
2.5% |
1% |
False |
True |
|
80 |
623.53 |
527.89 |
95.64 |
17.9% |
13.45 |
2.5% |
7% |
False |
False |
|
100 |
623.53 |
527.89 |
95.64 |
17.9% |
12.79 |
2.4% |
7% |
False |
False |
|
120 |
623.53 |
527.89 |
95.64 |
17.9% |
12.36 |
2.3% |
7% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
685.60 |
2.618 |
638.32 |
1.618 |
609.35 |
1.000 |
591.45 |
0.618 |
580.38 |
HIGH |
562.48 |
0.618 |
551.41 |
0.500 |
548.00 |
0.382 |
544.58 |
LOW |
533.51 |
0.618 |
515.61 |
1.000 |
504.54 |
1.618 |
486.64 |
2.618 |
457.67 |
4.250 |
410.39 |
|
|
Fisher Pivots for day following 09-Jan-1996 |
Pivot |
1 day |
3 day |
R1 |
548.00 |
551.18 |
PP |
543.47 |
545.59 |
S1 |
538.95 |
540.01 |
|