Trading Metrics calculated at close of trading on 19-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-1996 |
19-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
815.79 |
834.13 |
18.34 |
2.2% |
827.21 |
High |
835.15 |
846.52 |
11.37 |
1.4% |
873.00 |
Low |
815.92 |
836.54 |
20.62 |
2.5% |
825.49 |
Close |
834.13 |
843.72 |
9.59 |
1.1% |
828.45 |
Range |
19.23 |
9.98 |
-9.25 |
-48.1% |
47.51 |
ATR |
18.67 |
18.22 |
-0.45 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
872.20 |
867.94 |
849.21 |
|
R3 |
862.22 |
857.96 |
846.46 |
|
R2 |
852.24 |
852.24 |
845.55 |
|
R1 |
847.98 |
847.98 |
844.63 |
850.11 |
PP |
842.26 |
842.26 |
842.26 |
843.33 |
S1 |
838.00 |
838.00 |
842.81 |
840.13 |
S2 |
832.28 |
832.28 |
841.89 |
|
S3 |
822.30 |
828.02 |
840.98 |
|
S4 |
812.32 |
818.04 |
838.23 |
|
|
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 |
846.52 |
798.13 |
48.39 |
5.7% |
19.75 |
2.3% |
94% |
True |
False |
|
10 |
873.00 |
798.13 |
74.87 |
8.9% |
23.03 |
2.7% |
61% |
False |
False |
|
20 |
873.00 |
798.13 |
74.87 |
8.9% |
18.13 |
2.1% |
61% |
False |
False |
|
40 |
873.00 |
730.45 |
142.55 |
16.9% |
15.91 |
1.9% |
79% |
False |
False |
|
60 |
873.00 |
727.14 |
145.86 |
17.3% |
15.08 |
1.8% |
80% |
False |
False |
|
80 |
873.00 |
650.48 |
222.52 |
26.4% |
14.34 |
1.7% |
87% |
False |
False |
|
100 |
873.00 |
628.30 |
244.70 |
29.0% |
13.60 |
1.6% |
88% |
False |
False |
|
120 |
873.00 |
572.79 |
300.21 |
35.6% |
14.40 |
1.7% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
888.94 |
2.618 |
872.65 |
1.618 |
862.67 |
1.000 |
856.50 |
0.618 |
852.69 |
HIGH |
846.52 |
0.618 |
842.71 |
0.500 |
841.53 |
0.382 |
840.35 |
LOW |
836.54 |
0.618 |
830.37 |
1.000 |
826.56 |
1.618 |
820.39 |
2.618 |
810.41 |
4.250 |
794.13 |
|
|
Fisher Pivots for day following 19-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
842.99 |
836.59 |
PP |
842.26 |
829.46 |
S1 |
841.53 |
822.33 |
|