Trading Metrics calculated at close of trading on 10-Jan-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-1996 |
10-Jan-1996 |
Change |
Change % |
Previous Week |
Open |
562.42 |
534.42 |
-28.00 |
-5.0% |
576.23 |
High |
562.48 |
545.19 |
-17.29 |
-3.1% |
586.32 |
Low |
533.51 |
527.22 |
-6.29 |
-1.2% |
552.18 |
Close |
534.42 |
535.29 |
0.87 |
0.2% |
565.14 |
Range |
28.97 |
17.97 |
-11.00 |
-38.0% |
34.14 |
ATR |
14.10 |
14.38 |
0.28 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
589.81 |
580.52 |
545.17 |
|
R3 |
571.84 |
562.55 |
540.23 |
|
R2 |
553.87 |
553.87 |
538.58 |
|
R1 |
544.58 |
544.58 |
536.94 |
549.23 |
PP |
535.90 |
535.90 |
535.90 |
538.22 |
S1 |
526.61 |
526.61 |
533.64 |
531.26 |
S2 |
517.93 |
517.93 |
532.00 |
|
S3 |
499.96 |
508.64 |
530.35 |
|
S4 |
481.99 |
490.67 |
525.41 |
|
|
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 |
575.60 |
527.22 |
48.38 |
9.0% |
18.51 |
3.5% |
17% |
False |
True |
|
10 |
587.81 |
527.22 |
60.59 |
11.3% |
14.46 |
2.7% |
13% |
False |
True |
|
20 |
597.35 |
527.22 |
70.13 |
13.1% |
14.42 |
2.7% |
12% |
False |
True |
|
40 |
616.16 |
527.22 |
88.94 |
16.6% |
13.57 |
2.5% |
9% |
False |
True |
|
60 |
623.53 |
527.22 |
96.31 |
18.0% |
13.24 |
2.5% |
8% |
False |
True |
|
80 |
623.53 |
527.22 |
96.31 |
18.0% |
13.45 |
2.5% |
8% |
False |
True |
|
100 |
623.53 |
527.22 |
96.31 |
18.0% |
12.90 |
2.4% |
8% |
False |
True |
|
120 |
623.53 |
527.22 |
96.31 |
18.0% |
12.44 |
2.3% |
8% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
621.56 |
2.618 |
592.24 |
1.618 |
574.27 |
1.000 |
563.16 |
0.618 |
556.30 |
HIGH |
545.19 |
0.618 |
538.33 |
0.500 |
536.21 |
0.382 |
534.08 |
LOW |
527.22 |
0.618 |
516.11 |
1.000 |
509.25 |
1.618 |
498.14 |
2.618 |
480.17 |
4.250 |
450.85 |
|
|
Fisher Pivots for day following 10-Jan-1996 |
Pivot |
1 day |
3 day |
R1 |
536.21 |
547.73 |
PP |
535.90 |
543.58 |
S1 |
535.60 |
539.44 |
|