Trading Metrics calculated at close of trading on 17-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-1996 |
17-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
828.45 |
804.62 |
-23.83 |
-2.9% |
827.21 |
High |
836.44 |
816.28 |
-20.16 |
-2.4% |
873.00 |
Low |
802.91 |
798.13 |
-4.78 |
-0.6% |
825.49 |
Close |
804.62 |
815.79 |
11.17 |
1.4% |
828.45 |
Range |
33.53 |
18.15 |
-15.38 |
-45.9% |
47.51 |
ATR |
18.65 |
18.61 |
-0.04 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
864.52 |
858.30 |
825.77 |
|
R3 |
846.37 |
840.15 |
820.78 |
|
R2 |
828.22 |
828.22 |
819.12 |
|
R1 |
822.00 |
822.00 |
817.45 |
825.11 |
PP |
810.07 |
810.07 |
810.07 |
811.62 |
S1 |
803.85 |
803.85 |
814.13 |
806.96 |
S2 |
791.92 |
791.92 |
812.46 |
|
S3 |
773.77 |
785.70 |
810.80 |
|
S4 |
755.62 |
767.55 |
805.81 |
|
|
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 |
798.13 |
74.87 |
9.2% |
24.26 |
3.0% |
24% |
False |
True |
|
10 |
873.00 |
798.13 |
74.87 |
9.2% |
22.61 |
2.8% |
24% |
False |
True |
|
20 |
873.00 |
791.25 |
81.75 |
10.0% |
18.11 |
2.2% |
30% |
False |
False |
|
40 |
873.00 |
730.45 |
142.55 |
17.5% |
16.03 |
2.0% |
60% |
False |
False |
|
60 |
873.00 |
727.14 |
145.86 |
17.9% |
14.91 |
1.8% |
61% |
False |
False |
|
80 |
873.00 |
650.48 |
222.52 |
27.3% |
14.14 |
1.7% |
74% |
False |
False |
|
100 |
873.00 |
617.68 |
255.32 |
31.3% |
13.61 |
1.7% |
78% |
False |
False |
|
120 |
873.00 |
572.79 |
300.21 |
36.8% |
14.33 |
1.8% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
893.42 |
2.618 |
863.80 |
1.618 |
845.65 |
1.000 |
834.43 |
0.618 |
827.50 |
HIGH |
816.28 |
0.618 |
809.35 |
0.500 |
807.21 |
0.382 |
805.06 |
LOW |
798.13 |
0.618 |
786.91 |
1.000 |
779.98 |
1.618 |
768.76 |
2.618 |
750.61 |
4.250 |
720.99 |
|
|
Fisher Pivots for day following 17-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
812.93 |
820.75 |
PP |
810.07 |
819.10 |
S1 |
807.21 |
817.44 |
|