Trading Metrics calculated at close of trading on 24-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-1996 |
24-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
834.05 |
835.40 |
1.35 |
0.2% |
828.45 |
High |
837.25 |
835.40 |
-1.85 |
-0.2% |
853.19 |
Low |
822.90 |
822.00 |
-0.90 |
-0.1% |
798.13 |
Close |
824.79 |
835.40 |
10.61 |
1.3% |
834.05 |
Range |
14.35 |
13.40 |
-0.95 |
-6.6% |
55.06 |
ATR |
18.08 |
17.75 |
-0.33 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
871.13 |
866.67 |
842.77 |
|
R3 |
857.73 |
853.27 |
839.09 |
|
R2 |
844.33 |
844.33 |
837.86 |
|
R1 |
839.87 |
839.87 |
836.63 |
842.10 |
PP |
830.93 |
830.93 |
830.93 |
832.05 |
S1 |
826.47 |
826.47 |
834.17 |
828.70 |
S2 |
817.53 |
817.53 |
832.94 |
|
S3 |
804.13 |
813.07 |
831.72 |
|
S4 |
790.73 |
799.67 |
828.03 |
|
|
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 |
815.92 |
37.27 |
4.5% |
15.46 |
1.9% |
52% |
False |
False |
|
10 |
873.00 |
798.13 |
74.87 |
9.0% |
19.86 |
2.4% |
50% |
False |
False |
|
20 |
873.00 |
798.13 |
74.87 |
9.0% |
18.48 |
2.2% |
50% |
False |
False |
|
40 |
873.00 |
730.45 |
142.55 |
17.1% |
16.23 |
1.9% |
74% |
False |
False |
|
60 |
873.00 |
727.14 |
145.86 |
17.5% |
15.30 |
1.8% |
74% |
False |
False |
|
80 |
873.00 |
650.48 |
222.52 |
26.6% |
14.65 |
1.8% |
83% |
False |
False |
|
100 |
873.00 |
650.48 |
222.52 |
26.6% |
13.61 |
1.6% |
83% |
False |
False |
|
120 |
873.00 |
572.79 |
300.21 |
35.9% |
14.54 |
1.7% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
892.35 |
2.618 |
870.48 |
1.618 |
857.08 |
1.000 |
848.80 |
0.618 |
843.68 |
HIGH |
835.40 |
0.618 |
830.28 |
0.500 |
828.70 |
0.382 |
827.12 |
LOW |
822.00 |
0.618 |
813.72 |
1.000 |
808.60 |
1.618 |
800.32 |
2.618 |
786.92 |
4.250 |
765.05 |
|
|
Fisher Pivots for day following 24-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
833.17 |
837.60 |
PP |
830.93 |
836.86 |
S1 |
828.70 |
836.13 |
|