Trading Metrics calculated at close of trading on 02-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-1996 |
02-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
832.37 |
844.63 |
12.26 |
1.5% |
818.51 |
High |
836.15 |
844.63 |
8.48 |
1.0% |
836.15 |
Low |
832.37 |
827.31 |
-5.06 |
-0.6% |
811.67 |
Close |
834.01 |
844.63 |
10.62 |
1.3% |
834.01 |
Range |
3.78 |
17.32 |
13.54 |
358.2% |
24.48 |
ATR |
13.00 |
13.31 |
0.31 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
890.82 |
885.04 |
854.16 |
|
R3 |
873.50 |
867.72 |
849.39 |
|
R2 |
856.18 |
856.18 |
847.81 |
|
R1 |
850.40 |
850.40 |
846.22 |
853.29 |
PP |
838.86 |
838.86 |
838.86 |
840.30 |
S1 |
833.08 |
833.08 |
843.04 |
835.97 |
S2 |
821.54 |
821.54 |
841.45 |
|
S3 |
804.22 |
815.76 |
839.87 |
|
S4 |
786.90 |
798.44 |
835.10 |
|
|
Weekly Pivots for week ending 29-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
900.72 |
891.84 |
847.47 |
|
R3 |
876.24 |
867.36 |
840.74 |
|
R2 |
851.76 |
851.76 |
838.50 |
|
R1 |
842.88 |
842.88 |
836.25 |
847.32 |
PP |
827.28 |
827.28 |
827.28 |
829.50 |
S1 |
818.40 |
818.40 |
831.77 |
822.84 |
S2 |
802.80 |
802.80 |
829.52 |
|
S3 |
778.32 |
793.92 |
827.28 |
|
S4 |
753.84 |
769.44 |
820.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
844.63 |
811.67 |
32.96 |
3.9% |
11.04 |
1.3% |
100% |
True |
False |
|
10 |
844.63 |
787.71 |
56.92 |
6.7% |
13.01 |
1.5% |
100% |
True |
False |
|
20 |
844.63 |
751.45 |
93.18 |
11.0% |
13.64 |
1.6% |
100% |
True |
False |
|
40 |
844.63 |
730.45 |
114.18 |
13.5% |
13.56 |
1.6% |
100% |
True |
False |
|
60 |
844.63 |
663.53 |
181.10 |
21.4% |
13.21 |
1.6% |
100% |
True |
False |
|
80 |
844.63 |
650.48 |
194.15 |
23.0% |
12.39 |
1.5% |
100% |
True |
False |
|
100 |
844.63 |
572.79 |
271.84 |
32.2% |
13.61 |
1.6% |
100% |
True |
False |
|
120 |
844.63 |
572.79 |
271.84 |
32.2% |
13.45 |
1.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
918.24 |
2.618 |
889.97 |
1.618 |
872.65 |
1.000 |
861.95 |
0.618 |
855.33 |
HIGH |
844.63 |
0.618 |
838.01 |
0.500 |
835.97 |
0.382 |
833.93 |
LOW |
827.31 |
0.618 |
816.61 |
1.000 |
809.99 |
1.618 |
799.29 |
2.618 |
781.97 |
4.250 |
753.70 |
|
|
Fisher Pivots for day following 02-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
841.74 |
841.14 |
PP |
838.86 |
837.65 |
S1 |
835.97 |
834.16 |
|