Trading Metrics calculated at close of trading on 06-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-1996 |
06-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
834.65 |
835.80 |
1.15 |
0.1% |
844.63 |
High |
840.90 |
836.66 |
-4.24 |
-0.5% |
855.79 |
Low |
832.24 |
807.04 |
-25.20 |
-3.0% |
807.04 |
Close |
835.80 |
827.21 |
-8.59 |
-1.0% |
827.21 |
Range |
8.66 |
29.62 |
20.96 |
242.0% |
48.75 |
ATR |
13.55 |
14.70 |
1.15 |
8.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
912.50 |
899.47 |
843.50 |
|
R3 |
882.88 |
869.85 |
835.36 |
|
R2 |
853.26 |
853.26 |
832.64 |
|
R1 |
840.23 |
840.23 |
829.93 |
831.94 |
PP |
823.64 |
823.64 |
823.64 |
819.49 |
S1 |
810.61 |
810.61 |
824.49 |
802.32 |
S2 |
794.02 |
794.02 |
821.78 |
|
S3 |
764.40 |
780.99 |
819.06 |
|
S4 |
734.78 |
751.37 |
810.92 |
|
|
Weekly Pivots for week ending 06-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
976.26 |
950.49 |
854.02 |
|
R3 |
927.51 |
901.74 |
840.62 |
|
R2 |
878.76 |
878.76 |
836.15 |
|
R1 |
852.99 |
852.99 |
831.68 |
841.50 |
PP |
830.01 |
830.01 |
830.01 |
824.27 |
S1 |
804.24 |
804.24 |
822.74 |
792.75 |
S2 |
781.26 |
781.26 |
818.27 |
|
S3 |
732.51 |
755.49 |
813.80 |
|
S4 |
683.76 |
706.74 |
800.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
855.79 |
807.04 |
48.75 |
5.9% |
18.27 |
2.2% |
41% |
False |
True |
|
10 |
855.79 |
800.47 |
55.32 |
6.7% |
14.74 |
1.8% |
48% |
False |
False |
|
20 |
855.79 |
787.71 |
68.08 |
8.2% |
14.41 |
1.7% |
58% |
False |
False |
|
40 |
855.79 |
730.45 |
125.34 |
15.2% |
14.16 |
1.7% |
77% |
False |
False |
|
60 |
855.79 |
685.65 |
170.14 |
20.6% |
13.77 |
1.7% |
83% |
False |
False |
|
80 |
855.79 |
650.48 |
205.31 |
24.8% |
12.76 |
1.5% |
86% |
False |
False |
|
100 |
855.79 |
577.81 |
277.98 |
33.6% |
13.25 |
1.6% |
90% |
False |
False |
|
120 |
855.79 |
572.79 |
283.00 |
34.2% |
13.69 |
1.7% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
962.55 |
2.618 |
914.21 |
1.618 |
884.59 |
1.000 |
866.28 |
0.618 |
854.97 |
HIGH |
836.66 |
0.618 |
825.35 |
0.500 |
821.85 |
0.382 |
818.35 |
LOW |
807.04 |
0.618 |
788.73 |
1.000 |
777.42 |
1.618 |
759.11 |
2.618 |
729.49 |
4.250 |
681.16 |
|
|
Fisher Pivots for day following 06-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
825.42 |
826.41 |
PP |
823.64 |
825.61 |
S1 |
821.85 |
824.81 |
|