Trading Metrics calculated at close of trading on 20-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-1996 |
20-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
834.13 |
843.72 |
9.59 |
1.1% |
828.45 |
High |
846.52 |
853.19 |
6.67 |
0.8% |
853.19 |
Low |
836.54 |
832.85 |
-3.69 |
-0.4% |
798.13 |
Close |
843.72 |
834.05 |
-9.67 |
-1.1% |
834.05 |
Range |
9.98 |
20.34 |
10.36 |
103.8% |
55.06 |
ATR |
18.22 |
18.37 |
0.15 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
901.05 |
887.89 |
845.24 |
|
R3 |
880.71 |
867.55 |
839.64 |
|
R2 |
860.37 |
860.37 |
837.78 |
|
R1 |
847.21 |
847.21 |
835.91 |
843.62 |
PP |
840.03 |
840.03 |
840.03 |
838.24 |
S1 |
826.87 |
826.87 |
832.19 |
823.28 |
S2 |
819.69 |
819.69 |
830.32 |
|
S3 |
799.35 |
806.53 |
828.46 |
|
S4 |
779.01 |
786.19 |
822.86 |
|
|
Weekly Pivots for week ending 20-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
993.64 |
968.90 |
864.33 |
|
R3 |
938.58 |
913.84 |
849.19 |
|
R2 |
883.52 |
883.52 |
844.14 |
|
R1 |
858.78 |
858.78 |
839.10 |
871.15 |
PP |
828.46 |
828.46 |
828.46 |
834.64 |
S1 |
803.72 |
803.72 |
829.00 |
816.09 |
S2 |
773.40 |
773.40 |
823.96 |
|
S3 |
718.34 |
748.66 |
818.91 |
|
S4 |
663.28 |
693.60 |
803.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
853.19 |
798.13 |
55.06 |
6.6% |
20.25 |
2.4% |
65% |
True |
False |
|
10 |
873.00 |
798.13 |
74.87 |
9.0% |
22.11 |
2.7% |
48% |
False |
False |
|
20 |
873.00 |
798.13 |
74.87 |
9.0% |
18.42 |
2.2% |
48% |
False |
False |
|
40 |
873.00 |
730.45 |
142.55 |
17.1% |
16.10 |
1.9% |
73% |
False |
False |
|
60 |
873.00 |
727.14 |
145.86 |
17.5% |
15.14 |
1.8% |
73% |
False |
False |
|
80 |
873.00 |
650.48 |
222.52 |
26.7% |
14.54 |
1.7% |
82% |
False |
False |
|
100 |
873.00 |
635.36 |
237.64 |
28.5% |
13.69 |
1.6% |
84% |
False |
False |
|
120 |
873.00 |
572.79 |
300.21 |
36.0% |
14.51 |
1.7% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
939.64 |
2.618 |
906.44 |
1.618 |
886.10 |
1.000 |
873.53 |
0.618 |
865.76 |
HIGH |
853.19 |
0.618 |
845.42 |
0.500 |
843.02 |
0.382 |
840.62 |
LOW |
832.85 |
0.618 |
820.28 |
1.000 |
812.51 |
1.618 |
799.94 |
2.618 |
779.60 |
4.250 |
746.41 |
|
|
Fisher Pivots for day following 20-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
843.02 |
834.56 |
PP |
840.03 |
834.39 |
S1 |
837.04 |
834.22 |
|