Trading Metrics calculated at close of trading on 11-Jan-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-1996 |
11-Jan-1996 |
Change |
Change % |
Previous Week |
Open |
534.42 |
535.29 |
0.87 |
0.2% |
576.23 |
High |
545.19 |
555.22 |
10.03 |
1.8% |
586.32 |
Low |
527.22 |
535.29 |
8.07 |
1.5% |
552.18 |
Close |
535.29 |
555.20 |
19.91 |
3.7% |
565.14 |
Range |
17.97 |
19.93 |
1.96 |
10.9% |
34.14 |
ATR |
14.38 |
14.77 |
0.40 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
608.36 |
601.71 |
566.16 |
|
R3 |
588.43 |
581.78 |
560.68 |
|
R2 |
568.50 |
568.50 |
558.85 |
|
R1 |
561.85 |
561.85 |
557.03 |
565.18 |
PP |
548.57 |
548.57 |
548.57 |
550.23 |
S1 |
541.92 |
541.92 |
553.37 |
545.25 |
S2 |
528.64 |
528.64 |
551.55 |
|
S3 |
508.71 |
521.99 |
549.72 |
|
S4 |
488.78 |
502.06 |
544.24 |
|
|
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 |
568.85 |
527.22 |
41.63 |
7.5% |
17.91 |
3.2% |
67% |
False |
False |
|
10 |
586.32 |
527.22 |
59.10 |
10.6% |
15.67 |
2.8% |
47% |
False |
False |
|
20 |
590.69 |
527.22 |
63.47 |
11.4% |
14.77 |
2.7% |
44% |
False |
False |
|
40 |
608.50 |
527.22 |
81.28 |
14.6% |
13.84 |
2.5% |
34% |
False |
False |
|
60 |
623.53 |
527.22 |
96.31 |
17.3% |
13.46 |
2.4% |
29% |
False |
False |
|
80 |
623.53 |
527.22 |
96.31 |
17.3% |
13.57 |
2.4% |
29% |
False |
False |
|
100 |
623.53 |
527.22 |
96.31 |
17.3% |
13.02 |
2.3% |
29% |
False |
False |
|
120 |
623.53 |
527.22 |
96.31 |
17.3% |
12.53 |
2.3% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
639.92 |
2.618 |
607.40 |
1.618 |
587.47 |
1.000 |
575.15 |
0.618 |
567.54 |
HIGH |
555.22 |
0.618 |
547.61 |
0.500 |
545.26 |
0.382 |
542.90 |
LOW |
535.29 |
0.618 |
522.97 |
1.000 |
515.36 |
1.618 |
503.04 |
2.618 |
483.11 |
4.250 |
450.59 |
|
|
Fisher Pivots for day following 11-Jan-1996 |
Pivot |
1 day |
3 day |
R1 |
551.89 |
551.75 |
PP |
548.57 |
548.30 |
S1 |
545.26 |
544.85 |
|