Trading Metrics calculated at close of trading on 09-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-1996 |
09-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
835.80 |
827.21 |
-8.59 |
-1.0% |
844.63 |
High |
836.66 |
856.66 |
20.00 |
2.4% |
855.79 |
Low |
807.04 |
827.21 |
20.17 |
2.5% |
807.04 |
Close |
827.21 |
856.64 |
29.43 |
3.6% |
827.21 |
Range |
29.62 |
29.45 |
-0.17 |
-0.6% |
48.75 |
ATR |
14.70 |
15.75 |
1.05 |
7.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
935.19 |
925.36 |
872.84 |
|
R3 |
905.74 |
895.91 |
864.74 |
|
R2 |
876.29 |
876.29 |
862.04 |
|
R1 |
866.46 |
866.46 |
859.34 |
871.38 |
PP |
846.84 |
846.84 |
846.84 |
849.29 |
S1 |
837.01 |
837.01 |
853.94 |
841.93 |
S2 |
817.39 |
817.39 |
851.24 |
|
S3 |
787.94 |
807.56 |
848.54 |
|
S4 |
758.49 |
778.11 |
840.44 |
|
|
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 |
856.66 |
807.04 |
49.62 |
5.8% |
20.69 |
2.4% |
100% |
True |
False |
|
10 |
856.66 |
807.04 |
49.62 |
5.8% |
15.87 |
1.9% |
100% |
True |
False |
|
20 |
856.66 |
787.71 |
68.95 |
8.0% |
15.33 |
1.8% |
100% |
True |
False |
|
40 |
856.66 |
730.45 |
126.21 |
14.7% |
14.54 |
1.7% |
100% |
True |
False |
|
60 |
856.66 |
706.65 |
150.01 |
17.5% |
13.89 |
1.6% |
100% |
True |
False |
|
80 |
856.66 |
650.48 |
206.18 |
24.1% |
13.05 |
1.5% |
100% |
True |
False |
|
100 |
856.66 |
577.81 |
278.85 |
32.6% |
13.39 |
1.6% |
100% |
True |
False |
|
120 |
856.66 |
572.79 |
283.87 |
33.1% |
13.86 |
1.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
981.82 |
2.618 |
933.76 |
1.618 |
904.31 |
1.000 |
886.11 |
0.618 |
874.86 |
HIGH |
856.66 |
0.618 |
845.41 |
0.500 |
841.94 |
0.382 |
838.46 |
LOW |
827.21 |
0.618 |
809.01 |
1.000 |
797.76 |
1.618 |
779.56 |
2.618 |
750.11 |
4.250 |
702.05 |
|
|
Fisher Pivots for day following 09-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
851.74 |
848.38 |
PP |
846.84 |
840.11 |
S1 |
841.94 |
831.85 |
|