Trading Metrics calculated at close of trading on 27-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-1996 |
27-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
835.40 |
842.98 |
7.58 |
0.9% |
834.05 |
High |
843.59 |
845.05 |
1.46 |
0.2% |
845.05 |
Low |
835.40 |
835.03 |
-0.37 |
0.0% |
822.00 |
Close |
842.98 |
835.19 |
-7.79 |
-0.9% |
835.19 |
Range |
8.19 |
10.02 |
1.83 |
22.3% |
23.05 |
ATR |
17.07 |
16.56 |
-0.50 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
868.48 |
861.86 |
840.70 |
|
R3 |
858.46 |
851.84 |
837.95 |
|
R2 |
848.44 |
848.44 |
837.03 |
|
R1 |
841.82 |
841.82 |
836.11 |
840.12 |
PP |
838.42 |
838.42 |
838.42 |
837.58 |
S1 |
831.80 |
831.80 |
834.27 |
830.10 |
S2 |
828.40 |
828.40 |
833.35 |
|
S3 |
818.38 |
821.78 |
832.43 |
|
S4 |
808.36 |
811.76 |
829.68 |
|
|
Weekly Pivots for week ending 27-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
903.23 |
892.26 |
847.87 |
|
R3 |
880.18 |
869.21 |
841.53 |
|
R2 |
857.13 |
857.13 |
839.42 |
|
R1 |
846.16 |
846.16 |
837.30 |
851.65 |
PP |
834.08 |
834.08 |
834.08 |
836.82 |
S1 |
823.11 |
823.11 |
833.08 |
828.60 |
S2 |
811.03 |
811.03 |
830.96 |
|
S3 |
787.98 |
800.06 |
828.85 |
|
S4 |
764.93 |
777.01 |
822.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
853.19 |
822.00 |
31.19 |
3.7% |
13.26 |
1.6% |
42% |
False |
False |
|
10 |
853.19 |
798.13 |
55.06 |
6.6% |
16.51 |
2.0% |
67% |
False |
False |
|
20 |
873.00 |
798.13 |
74.87 |
9.0% |
18.11 |
2.2% |
49% |
False |
False |
|
40 |
873.00 |
736.36 |
136.64 |
16.4% |
16.03 |
1.9% |
72% |
False |
False |
|
60 |
873.00 |
730.45 |
142.55 |
17.1% |
15.13 |
1.8% |
73% |
False |
False |
|
80 |
873.00 |
652.29 |
220.71 |
26.4% |
14.56 |
1.7% |
83% |
False |
False |
|
100 |
873.00 |
650.48 |
222.52 |
26.6% |
13.52 |
1.6% |
83% |
False |
False |
|
120 |
873.00 |
572.79 |
300.21 |
35.9% |
14.55 |
1.7% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
887.64 |
2.618 |
871.28 |
1.618 |
861.26 |
1.000 |
855.07 |
0.618 |
851.24 |
HIGH |
845.05 |
0.618 |
841.22 |
0.500 |
840.04 |
0.382 |
838.86 |
LOW |
835.03 |
0.618 |
828.84 |
1.000 |
825.01 |
1.618 |
818.82 |
2.618 |
808.80 |
4.250 |
792.45 |
|
|
Fisher Pivots for day following 27-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
840.04 |
834.64 |
PP |
838.42 |
834.08 |
S1 |
836.81 |
833.53 |
|