Trading Metrics calculated at close of trading on 05-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-1996 |
05-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
837.91 |
834.65 |
-3.26 |
-0.4% |
818.51 |
High |
842.58 |
840.90 |
-1.68 |
-0.2% |
836.15 |
Low |
826.26 |
832.24 |
5.98 |
0.7% |
811.67 |
Close |
834.65 |
835.80 |
1.15 |
0.1% |
834.01 |
Range |
16.32 |
8.66 |
-7.66 |
-46.9% |
24.48 |
ATR |
13.93 |
13.55 |
-0.38 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
862.29 |
857.71 |
840.56 |
|
R3 |
853.63 |
849.05 |
838.18 |
|
R2 |
844.97 |
844.97 |
837.39 |
|
R1 |
840.39 |
840.39 |
836.59 |
842.68 |
PP |
836.31 |
836.31 |
836.31 |
837.46 |
S1 |
831.73 |
831.73 |
835.01 |
834.02 |
S2 |
827.65 |
827.65 |
834.21 |
|
S3 |
818.99 |
823.07 |
833.42 |
|
S4 |
810.33 |
814.41 |
831.04 |
|
|
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 |
826.26 |
29.53 |
3.5% |
13.10 |
1.6% |
32% |
False |
False |
|
10 |
855.79 |
798.14 |
57.65 |
6.9% |
13.22 |
1.6% |
65% |
False |
False |
|
20 |
855.79 |
785.08 |
70.71 |
8.5% |
13.72 |
1.6% |
72% |
False |
False |
|
40 |
855.79 |
730.45 |
125.34 |
15.0% |
13.69 |
1.6% |
84% |
False |
False |
|
60 |
855.79 |
674.73 |
181.06 |
21.7% |
13.49 |
1.6% |
89% |
False |
False |
|
80 |
855.79 |
650.48 |
205.31 |
24.6% |
12.51 |
1.5% |
90% |
False |
False |
|
100 |
855.79 |
577.81 |
277.98 |
33.3% |
13.16 |
1.6% |
93% |
False |
False |
|
120 |
855.79 |
572.79 |
283.00 |
33.9% |
13.57 |
1.6% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
877.71 |
2.618 |
863.57 |
1.618 |
854.91 |
1.000 |
849.56 |
0.618 |
846.25 |
HIGH |
840.90 |
0.618 |
837.59 |
0.500 |
836.57 |
0.382 |
835.55 |
LOW |
832.24 |
0.618 |
826.89 |
1.000 |
823.58 |
1.618 |
818.23 |
2.618 |
809.57 |
4.250 |
795.44 |
|
|
Fisher Pivots for day following 05-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
836.57 |
841.03 |
PP |
836.31 |
839.28 |
S1 |
836.06 |
837.54 |
|