Trading Metrics calculated at close of trading on 03-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-1996 |
03-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
6,521.70 |
6,521.70 |
0.00 |
0.0% |
6,471.76 |
High |
6,553.01 |
6,577.23 |
24.22 |
0.4% |
6,606.30 |
Low |
6,439.34 |
6,422.94 |
-16.40 |
-0.3% |
6,443.44 |
Close |
6,521.70 |
6,442.69 |
-79.01 |
-1.2% |
6,521.70 |
Range |
113.67 |
154.29 |
40.62 |
35.7% |
162.86 |
ATR |
106.54 |
109.95 |
3.41 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,943.82 |
6,847.55 |
6,527.55 |
|
R3 |
6,789.53 |
6,693.26 |
6,485.12 |
|
R2 |
6,635.24 |
6,635.24 |
6,470.98 |
|
R1 |
6,538.97 |
6,538.97 |
6,456.83 |
6,509.96 |
PP |
6,480.95 |
6,480.95 |
6,480.95 |
6,466.45 |
S1 |
6,384.68 |
6,384.68 |
6,428.55 |
6,355.67 |
S2 |
6,326.66 |
6,326.66 |
6,414.40 |
|
S3 |
6,172.37 |
6,230.39 |
6,400.26 |
|
S4 |
6,018.08 |
6,076.10 |
6,357.83 |
|
|
Weekly Pivots for week ending 29-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,012.39 |
6,929.91 |
6,611.27 |
|
R3 |
6,849.53 |
6,767.05 |
6,566.49 |
|
R2 |
6,686.67 |
6,686.67 |
6,551.56 |
|
R1 |
6,604.19 |
6,604.19 |
6,536.63 |
6,645.43 |
PP |
6,523.81 |
6,523.81 |
6,523.81 |
6,544.44 |
S1 |
6,441.33 |
6,441.33 |
6,506.77 |
6,482.57 |
S2 |
6,360.95 |
6,360.95 |
6,491.84 |
|
S3 |
6,198.09 |
6,278.47 |
6,476.91 |
|
S4 |
6,035.23 |
6,115.61 |
6,432.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,606.30 |
6,422.94 |
183.36 |
2.8% |
113.60 |
1.8% |
11% |
False |
True |
|
10 |
6,606.30 |
6,323.43 |
282.87 |
4.4% |
109.61 |
1.7% |
42% |
False |
False |
|
20 |
6,606.30 |
6,029.01 |
577.29 |
9.0% |
111.10 |
1.7% |
72% |
False |
False |
|
40 |
6,606.30 |
5,876.58 |
729.72 |
11.3% |
108.58 |
1.7% |
78% |
False |
False |
|
60 |
6,606.30 |
5,681.68 |
924.62 |
14.4% |
102.58 |
1.6% |
82% |
False |
False |
|
80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.4% |
98.21 |
1.5% |
85% |
False |
False |
|
100 |
6,606.30 |
5,170.11 |
1,436.19 |
22.3% |
102.66 |
1.6% |
89% |
False |
False |
|
120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.3% |
101.54 |
1.6% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,232.96 |
2.618 |
6,981.16 |
1.618 |
6,826.87 |
1.000 |
6,731.52 |
0.618 |
6,672.58 |
HIGH |
6,577.23 |
0.618 |
6,518.29 |
0.500 |
6,500.09 |
0.382 |
6,481.88 |
LOW |
6,422.94 |
0.618 |
6,327.59 |
1.000 |
6,268.65 |
1.618 |
6,173.30 |
2.618 |
6,019.01 |
4.250 |
5,767.21 |
|
|
Fisher Pivots for day following 03-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
6,500.09 |
6,500.09 |
PP |
6,480.95 |
6,480.95 |
S1 |
6,461.82 |
6,461.82 |
|