Trading Metrics calculated at close of trading on 30-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-1996 |
30-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
842.98 |
826.49 |
-16.49 |
-2.0% |
834.05 |
High |
845.05 |
841.32 |
-3.73 |
-0.4% |
845.05 |
Low |
835.03 |
826.49 |
-8.54 |
-1.0% |
822.00 |
Close |
835.19 |
826.49 |
-8.70 |
-1.0% |
835.19 |
Range |
10.02 |
14.83 |
4.81 |
48.0% |
23.05 |
ATR |
16.56 |
16.44 |
-0.12 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
875.92 |
866.04 |
834.65 |
|
R3 |
861.09 |
851.21 |
830.57 |
|
R2 |
846.26 |
846.26 |
829.21 |
|
R1 |
836.38 |
836.38 |
827.85 |
833.91 |
PP |
831.43 |
831.43 |
831.43 |
830.20 |
S1 |
821.55 |
821.55 |
825.13 |
819.08 |
S2 |
816.60 |
816.60 |
823.77 |
|
S3 |
801.77 |
806.72 |
822.41 |
|
S4 |
786.94 |
791.89 |
818.33 |
|
|
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 |
845.05 |
822.00 |
23.05 |
2.8% |
12.16 |
1.5% |
19% |
False |
False |
|
10 |
853.19 |
798.13 |
55.06 |
6.7% |
16.20 |
2.0% |
52% |
False |
False |
|
20 |
873.00 |
798.13 |
74.87 |
9.1% |
18.66 |
2.3% |
38% |
False |
False |
|
40 |
873.00 |
748.97 |
124.03 |
15.0% |
15.99 |
1.9% |
63% |
False |
False |
|
60 |
873.00 |
730.45 |
142.55 |
17.2% |
15.24 |
1.8% |
67% |
False |
False |
|
80 |
873.00 |
652.32 |
220.68 |
26.7% |
14.53 |
1.8% |
79% |
False |
False |
|
100 |
873.00 |
650.48 |
222.52 |
26.9% |
13.53 |
1.6% |
79% |
False |
False |
|
120 |
873.00 |
572.79 |
300.21 |
36.3% |
14.57 |
1.8% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
904.35 |
2.618 |
880.14 |
1.618 |
865.31 |
1.000 |
856.15 |
0.618 |
850.48 |
HIGH |
841.32 |
0.618 |
835.65 |
0.500 |
833.91 |
0.382 |
832.16 |
LOW |
826.49 |
0.618 |
817.33 |
1.000 |
811.66 |
1.618 |
802.50 |
2.618 |
787.67 |
4.250 |
763.46 |
|
|
Fisher Pivots for day following 30-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
833.91 |
835.77 |
PP |
831.43 |
832.68 |
S1 |
828.96 |
829.58 |
|