Trading Metrics calculated at close of trading on 03-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-1996 |
03-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
844.63 |
844.63 |
0.00 |
0.0% |
818.51 |
High |
844.63 |
855.79 |
11.16 |
1.3% |
836.15 |
Low |
827.31 |
836.38 |
9.07 |
1.1% |
811.67 |
Close |
844.63 |
837.91 |
-6.72 |
-0.8% |
834.01 |
Range |
17.32 |
19.41 |
2.09 |
12.1% |
24.48 |
ATR |
13.31 |
13.75 |
0.44 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
901.59 |
889.16 |
848.59 |
|
R3 |
882.18 |
869.75 |
843.25 |
|
R2 |
862.77 |
862.77 |
841.47 |
|
R1 |
850.34 |
850.34 |
839.69 |
846.85 |
PP |
843.36 |
843.36 |
843.36 |
841.62 |
S1 |
830.93 |
830.93 |
836.13 |
827.44 |
S2 |
823.95 |
823.95 |
834.35 |
|
S3 |
804.54 |
811.52 |
832.57 |
|
S4 |
785.13 |
792.11 |
827.23 |
|
|
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 |
855.79 |
811.67 |
44.12 |
5.3% |
13.25 |
1.6% |
59% |
True |
False |
|
10 |
855.79 |
791.25 |
64.54 |
7.7% |
13.62 |
1.6% |
72% |
True |
False |
|
20 |
855.79 |
756.23 |
99.56 |
11.9% |
14.26 |
1.7% |
82% |
True |
False |
|
40 |
855.79 |
730.45 |
125.34 |
15.0% |
13.85 |
1.7% |
86% |
True |
False |
|
60 |
855.79 |
666.03 |
189.76 |
22.6% |
13.39 |
1.6% |
91% |
True |
False |
|
80 |
855.79 |
650.48 |
205.31 |
24.5% |
12.50 |
1.5% |
91% |
True |
False |
|
100 |
855.79 |
572.79 |
283.00 |
33.8% |
13.63 |
1.6% |
94% |
True |
False |
|
120 |
855.79 |
572.79 |
283.00 |
33.8% |
13.51 |
1.6% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
938.28 |
2.618 |
906.61 |
1.618 |
887.20 |
1.000 |
875.20 |
0.618 |
867.79 |
HIGH |
855.79 |
0.618 |
848.38 |
0.500 |
846.09 |
0.382 |
843.79 |
LOW |
836.38 |
0.618 |
824.38 |
1.000 |
816.97 |
1.618 |
804.97 |
2.618 |
785.56 |
4.250 |
753.89 |
|
|
Fisher Pivots for day following 03-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
846.09 |
841.55 |
PP |
843.36 |
840.34 |
S1 |
840.64 |
839.12 |
|