Trading Metrics calculated at close of trading on 31-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-1996 |
31-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
826.49 |
826.49 |
0.00 |
0.0% |
834.05 |
High |
841.32 |
831.05 |
-10.27 |
-1.2% |
845.05 |
Low |
826.49 |
820.39 |
-6.10 |
-0.7% |
822.00 |
Close |
826.49 |
821.36 |
-5.13 |
-0.6% |
835.19 |
Range |
14.83 |
10.66 |
-4.17 |
-28.1% |
23.05 |
ATR |
16.44 |
16.03 |
-0.41 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
856.25 |
849.46 |
827.22 |
|
R3 |
845.59 |
838.80 |
824.29 |
|
R2 |
834.93 |
834.93 |
823.31 |
|
R1 |
828.14 |
828.14 |
822.34 |
826.21 |
PP |
824.27 |
824.27 |
824.27 |
823.30 |
S1 |
817.48 |
817.48 |
820.38 |
815.55 |
S2 |
813.61 |
813.61 |
819.41 |
|
S3 |
802.95 |
806.82 |
818.43 |
|
S4 |
792.29 |
796.16 |
815.50 |
|
|
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 |
820.39 |
24.66 |
3.0% |
11.42 |
1.4% |
4% |
False |
True |
|
10 |
853.19 |
798.13 |
55.06 |
6.7% |
13.92 |
1.7% |
42% |
False |
False |
|
20 |
873.00 |
798.13 |
74.87 |
9.1% |
18.33 |
2.2% |
31% |
False |
False |
|
40 |
873.00 |
751.45 |
121.55 |
14.8% |
15.98 |
1.9% |
58% |
False |
False |
|
60 |
873.00 |
730.45 |
142.55 |
17.4% |
15.15 |
1.8% |
64% |
False |
False |
|
80 |
873.00 |
663.53 |
209.47 |
25.5% |
14.49 |
1.8% |
75% |
False |
False |
|
100 |
873.00 |
650.48 |
222.52 |
27.1% |
13.58 |
1.7% |
77% |
False |
False |
|
120 |
873.00 |
572.79 |
300.21 |
36.6% |
14.40 |
1.8% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
876.36 |
2.618 |
858.96 |
1.618 |
848.30 |
1.000 |
841.71 |
0.618 |
837.64 |
HIGH |
831.05 |
0.618 |
826.98 |
0.500 |
825.72 |
0.382 |
824.46 |
LOW |
820.39 |
0.618 |
813.80 |
1.000 |
809.73 |
1.618 |
803.14 |
2.618 |
792.48 |
4.250 |
775.09 |
|
|
Fisher Pivots for day following 31-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
825.72 |
832.72 |
PP |
824.27 |
828.93 |
S1 |
822.81 |
825.15 |
|