Trading Metrics calculated at close of trading on 04-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-1996 |
04-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
844.63 |
837.91 |
-6.72 |
-0.8% |
818.51 |
High |
855.79 |
842.58 |
-13.21 |
-1.5% |
836.15 |
Low |
836.38 |
826.26 |
-10.12 |
-1.2% |
811.67 |
Close |
837.91 |
834.65 |
-3.26 |
-0.4% |
834.01 |
Range |
19.41 |
16.32 |
-3.09 |
-15.9% |
24.48 |
ATR |
13.75 |
13.93 |
0.18 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
883.46 |
875.37 |
843.63 |
|
R3 |
867.14 |
859.05 |
839.14 |
|
R2 |
850.82 |
850.82 |
837.64 |
|
R1 |
842.73 |
842.73 |
836.15 |
838.62 |
PP |
834.50 |
834.50 |
834.50 |
832.44 |
S1 |
826.41 |
826.41 |
833.15 |
822.30 |
S2 |
818.18 |
818.18 |
831.66 |
|
S3 |
801.86 |
810.09 |
830.16 |
|
S4 |
785.54 |
793.77 |
825.67 |
|
|
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 |
823.68 |
32.11 |
3.8% |
13.26 |
1.6% |
34% |
False |
False |
|
10 |
855.79 |
798.14 |
57.65 |
6.9% |
13.75 |
1.6% |
63% |
False |
False |
|
20 |
855.79 |
767.08 |
88.71 |
10.6% |
14.28 |
1.7% |
76% |
False |
False |
|
40 |
855.79 |
730.45 |
125.34 |
15.0% |
13.81 |
1.7% |
83% |
False |
False |
|
60 |
855.79 |
666.03 |
189.76 |
22.7% |
13.52 |
1.6% |
89% |
False |
False |
|
80 |
855.79 |
650.48 |
205.31 |
24.6% |
12.56 |
1.5% |
90% |
False |
False |
|
100 |
855.79 |
572.79 |
283.00 |
33.9% |
13.50 |
1.6% |
93% |
False |
False |
|
120 |
855.79 |
572.79 |
283.00 |
33.9% |
13.56 |
1.6% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
911.94 |
2.618 |
885.31 |
1.618 |
868.99 |
1.000 |
858.90 |
0.618 |
852.67 |
HIGH |
842.58 |
0.618 |
836.35 |
0.500 |
834.42 |
0.382 |
832.49 |
LOW |
826.26 |
0.618 |
816.17 |
1.000 |
809.94 |
1.618 |
799.85 |
2.618 |
783.53 |
4.250 |
756.90 |
|
|
Fisher Pivots for day following 04-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
834.57 |
841.03 |
PP |
834.50 |
838.90 |
S1 |
834.42 |
836.78 |
|