Trading Metrics calculated at close of trading on 04-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-1996 |
04-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
6,521.70 |
6,442.69 |
-79.01 |
-1.2% |
6,471.76 |
High |
6,577.23 |
6,482.20 |
-95.03 |
-1.4% |
6,606.30 |
Low |
6,422.94 |
6,339.46 |
-83.48 |
-1.3% |
6,443.44 |
Close |
6,442.69 |
6,422.94 |
-19.75 |
-0.3% |
6,521.70 |
Range |
154.29 |
142.74 |
-11.55 |
-7.5% |
162.86 |
ATR |
109.95 |
112.29 |
2.34 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,843.09 |
6,775.75 |
6,501.45 |
|
R3 |
6,700.35 |
6,633.01 |
6,462.19 |
|
R2 |
6,557.61 |
6,557.61 |
6,449.11 |
|
R1 |
6,490.27 |
6,490.27 |
6,436.02 |
6,452.57 |
PP |
6,414.87 |
6,414.87 |
6,414.87 |
6,396.02 |
S1 |
6,347.53 |
6,347.53 |
6,409.86 |
6,309.83 |
S2 |
6,272.13 |
6,272.13 |
6,396.77 |
|
S3 |
6,129.39 |
6,204.79 |
6,383.69 |
|
S4 |
5,986.65 |
6,062.05 |
6,344.43 |
|
|
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 |
6,577.23 |
6,339.46 |
237.77 |
3.7% |
115.98 |
1.8% |
35% |
False |
True |
|
10 |
6,606.30 |
6,339.46 |
266.84 |
4.2% |
113.45 |
1.8% |
31% |
False |
True |
|
20 |
6,606.30 |
6,060.69 |
545.61 |
8.5% |
113.41 |
1.8% |
66% |
False |
False |
|
40 |
6,606.30 |
5,876.58 |
729.72 |
11.4% |
109.60 |
1.7% |
75% |
False |
False |
|
60 |
6,606.30 |
5,696.85 |
909.45 |
14.2% |
103.52 |
1.6% |
80% |
False |
False |
|
80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.4% |
98.79 |
1.5% |
83% |
False |
False |
|
100 |
6,606.30 |
5,170.11 |
1,436.19 |
22.4% |
102.08 |
1.6% |
87% |
False |
False |
|
120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.4% |
102.09 |
1.6% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,088.85 |
2.618 |
6,855.89 |
1.618 |
6,713.15 |
1.000 |
6,624.94 |
0.618 |
6,570.41 |
HIGH |
6,482.20 |
0.618 |
6,427.67 |
0.500 |
6,410.83 |
0.382 |
6,393.99 |
LOW |
6,339.46 |
0.618 |
6,251.25 |
1.000 |
6,196.72 |
1.618 |
6,108.51 |
2.618 |
5,965.77 |
4.250 |
5,732.82 |
|
|
Fisher Pivots for day following 04-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
6,418.90 |
6,458.35 |
PP |
6,414.87 |
6,446.54 |
S1 |
6,410.83 |
6,434.74 |
|