Trading Metrics calculated at close of trading on 12-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-1996 |
12-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
848.96 |
856.38 |
7.42 |
0.9% |
844.63 |
High |
858.20 |
873.00 |
14.80 |
1.7% |
855.79 |
Low |
836.10 |
843.35 |
7.25 |
0.9% |
807.04 |
Close |
856.38 |
843.37 |
-13.01 |
-1.5% |
827.21 |
Range |
22.10 |
29.65 |
7.55 |
34.2% |
48.75 |
ATR |
16.54 |
17.48 |
0.94 |
5.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
942.19 |
922.43 |
859.68 |
|
R3 |
912.54 |
892.78 |
851.52 |
|
R2 |
882.89 |
882.89 |
848.81 |
|
R1 |
863.13 |
863.13 |
846.09 |
858.19 |
PP |
853.24 |
853.24 |
853.24 |
850.77 |
S1 |
833.48 |
833.48 |
840.65 |
828.54 |
S2 |
823.59 |
823.59 |
837.93 |
|
S3 |
793.94 |
803.83 |
835.22 |
|
S4 |
764.29 |
774.18 |
827.06 |
|
|
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 |
873.00 |
807.04 |
65.96 |
7.8% |
26.31 |
3.1% |
55% |
True |
False |
|
10 |
873.00 |
807.04 |
65.96 |
7.8% |
19.71 |
2.3% |
55% |
True |
False |
|
20 |
873.00 |
787.71 |
85.29 |
10.1% |
17.05 |
2.0% |
65% |
True |
False |
|
40 |
873.00 |
730.45 |
142.55 |
16.9% |
15.43 |
1.8% |
79% |
True |
False |
|
60 |
873.00 |
725.22 |
147.78 |
17.5% |
14.38 |
1.7% |
80% |
True |
False |
|
80 |
873.00 |
650.48 |
222.52 |
26.4% |
13.66 |
1.6% |
87% |
True |
False |
|
100 |
873.00 |
577.81 |
295.19 |
35.0% |
13.52 |
1.6% |
90% |
True |
False |
|
120 |
873.00 |
572.79 |
300.21 |
35.6% |
14.13 |
1.7% |
90% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
999.01 |
2.618 |
950.62 |
1.618 |
920.97 |
1.000 |
902.65 |
0.618 |
891.32 |
HIGH |
873.00 |
0.618 |
861.67 |
0.500 |
858.18 |
0.382 |
854.68 |
LOW |
843.35 |
0.618 |
825.03 |
1.000 |
813.70 |
1.618 |
795.38 |
2.618 |
765.73 |
4.250 |
717.34 |
|
|
Fisher Pivots for day following 12-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
858.18 |
854.55 |
PP |
853.24 |
850.82 |
S1 |
848.31 |
847.10 |
|