Trading Metrics calculated at close of trading on 13-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-1996 |
13-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
856.38 |
843.37 |
-13.01 |
-1.5% |
827.21 |
High |
873.00 |
843.37 |
-29.63 |
-3.4% |
873.00 |
Low |
843.35 |
825.49 |
-17.86 |
-2.1% |
825.49 |
Close |
843.37 |
828.45 |
-14.92 |
-1.8% |
828.45 |
Range |
29.65 |
17.88 |
-11.77 |
-39.7% |
47.51 |
ATR |
17.48 |
17.50 |
0.03 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
886.08 |
875.14 |
838.28 |
|
R3 |
868.20 |
857.26 |
833.37 |
|
R2 |
850.32 |
850.32 |
831.73 |
|
R1 |
839.38 |
839.38 |
830.09 |
835.91 |
PP |
832.44 |
832.44 |
832.44 |
830.70 |
S1 |
821.50 |
821.50 |
826.81 |
818.03 |
S2 |
814.56 |
814.56 |
825.17 |
|
S3 |
796.68 |
803.62 |
823.53 |
|
S4 |
778.80 |
785.74 |
818.62 |
|
|
Weekly Pivots for week ending 13-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
984.84 |
954.16 |
854.58 |
|
R3 |
937.33 |
906.65 |
841.52 |
|
R2 |
889.82 |
889.82 |
837.16 |
|
R1 |
859.14 |
859.14 |
832.81 |
874.48 |
PP |
842.31 |
842.31 |
842.31 |
849.99 |
S1 |
811.63 |
811.63 |
824.09 |
826.97 |
S2 |
794.80 |
794.80 |
819.74 |
|
S3 |
747.29 |
764.12 |
815.38 |
|
S4 |
699.78 |
716.61 |
802.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
873.00 |
825.49 |
47.51 |
5.7% |
23.97 |
2.9% |
6% |
False |
True |
|
10 |
873.00 |
807.04 |
65.96 |
8.0% |
21.12 |
2.5% |
32% |
False |
False |
|
20 |
873.00 |
787.71 |
85.29 |
10.3% |
17.21 |
2.1% |
48% |
False |
False |
|
40 |
873.00 |
730.45 |
142.55 |
17.2% |
15.45 |
1.9% |
69% |
False |
False |
|
60 |
873.00 |
727.14 |
145.86 |
17.6% |
14.46 |
1.7% |
69% |
False |
False |
|
80 |
873.00 |
650.48 |
222.52 |
26.9% |
13.77 |
1.7% |
80% |
False |
False |
|
100 |
873.00 |
605.05 |
267.95 |
32.3% |
13.38 |
1.6% |
83% |
False |
False |
|
120 |
873.00 |
572.79 |
300.21 |
36.2% |
14.18 |
1.7% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
919.36 |
2.618 |
890.18 |
1.618 |
872.30 |
1.000 |
861.25 |
0.618 |
854.42 |
HIGH |
843.37 |
0.618 |
836.54 |
0.500 |
834.43 |
0.382 |
832.32 |
LOW |
825.49 |
0.618 |
814.44 |
1.000 |
807.61 |
1.618 |
796.56 |
2.618 |
778.68 |
4.250 |
749.50 |
|
|
Fisher Pivots for day following 13-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
834.43 |
849.25 |
PP |
832.44 |
842.31 |
S1 |
830.44 |
835.38 |
|