Trading Metrics calculated at close of trading on 16-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-1996 |
16-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
843.37 |
828.45 |
-14.92 |
-1.8% |
827.21 |
High |
843.37 |
836.44 |
-6.93 |
-0.8% |
873.00 |
Low |
825.49 |
802.91 |
-22.58 |
-2.7% |
825.49 |
Close |
828.45 |
804.62 |
-23.83 |
-2.9% |
828.45 |
Range |
17.88 |
33.53 |
15.65 |
87.5% |
47.51 |
ATR |
17.50 |
18.65 |
1.14 |
6.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
915.25 |
893.46 |
823.06 |
|
R3 |
881.72 |
859.93 |
813.84 |
|
R2 |
848.19 |
848.19 |
810.77 |
|
R1 |
826.40 |
826.40 |
807.69 |
820.53 |
PP |
814.66 |
814.66 |
814.66 |
811.72 |
S1 |
792.87 |
792.87 |
801.55 |
787.00 |
S2 |
781.13 |
781.13 |
798.47 |
|
S3 |
747.60 |
759.34 |
795.40 |
|
S4 |
714.07 |
725.81 |
786.18 |
|
|
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 |
802.91 |
70.09 |
8.7% |
24.78 |
3.1% |
2% |
False |
True |
|
10 |
873.00 |
802.91 |
70.09 |
8.7% |
22.74 |
2.8% |
2% |
False |
True |
|
20 |
873.00 |
787.71 |
85.29 |
10.6% |
17.87 |
2.2% |
20% |
False |
False |
|
40 |
873.00 |
730.45 |
142.55 |
17.7% |
16.11 |
2.0% |
52% |
False |
False |
|
60 |
873.00 |
727.14 |
145.86 |
18.1% |
14.81 |
1.8% |
53% |
False |
False |
|
80 |
873.00 |
650.48 |
222.52 |
27.7% |
14.01 |
1.7% |
69% |
False |
False |
|
100 |
873.00 |
617.68 |
255.32 |
31.7% |
13.56 |
1.7% |
73% |
False |
False |
|
120 |
873.00 |
572.79 |
300.21 |
37.3% |
14.32 |
1.8% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
978.94 |
2.618 |
924.22 |
1.618 |
890.69 |
1.000 |
869.97 |
0.618 |
857.16 |
HIGH |
836.44 |
0.618 |
823.63 |
0.500 |
819.68 |
0.382 |
815.72 |
LOW |
802.91 |
0.618 |
782.19 |
1.000 |
769.38 |
1.618 |
748.66 |
2.618 |
715.13 |
4.250 |
660.41 |
|
|
Fisher Pivots for day following 16-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
819.68 |
837.96 |
PP |
814.66 |
826.84 |
S1 |
809.64 |
815.73 |
|