Trading Metrics calculated at close of trading on 09-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-1996 |
09-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
6,437.10 |
6,381.94 |
-55.16 |
-0.9% |
6,521.70 |
High |
6,441.20 |
6,496.73 |
55.53 |
0.9% |
6,577.23 |
Low |
6,274.24 |
6,375.98 |
101.74 |
1.6% |
6,274.24 |
Close |
6,381.94 |
6,463.94 |
82.00 |
1.3% |
6,381.94 |
Range |
166.96 |
120.75 |
-46.21 |
-27.7% |
302.99 |
ATR |
117.23 |
117.48 |
0.25 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,807.80 |
6,756.62 |
6,530.35 |
|
R3 |
6,687.05 |
6,635.87 |
6,497.15 |
|
R2 |
6,566.30 |
6,566.30 |
6,486.08 |
|
R1 |
6,515.12 |
6,515.12 |
6,475.01 |
6,540.71 |
PP |
6,445.55 |
6,445.55 |
6,445.55 |
6,458.35 |
S1 |
6,394.37 |
6,394.37 |
6,452.87 |
6,419.96 |
S2 |
6,324.80 |
6,324.80 |
6,441.80 |
|
S3 |
6,204.05 |
6,273.62 |
6,430.73 |
|
S4 |
6,083.30 |
6,152.87 |
6,397.53 |
|
|
Weekly Pivots for week ending 06-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,320.11 |
7,154.01 |
6,548.58 |
|
R3 |
7,017.12 |
6,851.02 |
6,465.26 |
|
R2 |
6,714.13 |
6,714.13 |
6,437.49 |
|
R1 |
6,548.03 |
6,548.03 |
6,409.71 |
6,479.59 |
PP |
6,411.14 |
6,411.14 |
6,411.14 |
6,376.91 |
S1 |
6,245.04 |
6,245.04 |
6,354.17 |
6,176.60 |
S2 |
6,108.15 |
6,108.15 |
6,326.39 |
|
S3 |
5,805.16 |
5,942.05 |
6,298.62 |
|
S4 |
5,502.17 |
5,639.06 |
6,215.30 |
|
|
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 |
6,274.24 |
302.99 |
4.7% |
142.51 |
2.2% |
63% |
False |
False |
|
10 |
6,606.30 |
6,274.24 |
332.06 |
5.1% |
124.85 |
1.9% |
57% |
False |
False |
|
20 |
6,606.30 |
6,198.58 |
407.72 |
6.3% |
116.97 |
1.8% |
65% |
False |
False |
|
40 |
6,606.30 |
5,938.82 |
667.48 |
10.3% |
113.47 |
1.8% |
79% |
False |
False |
|
60 |
6,606.30 |
5,818.17 |
788.13 |
12.2% |
106.43 |
1.6% |
82% |
False |
False |
|
80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.3% |
100.92 |
1.6% |
87% |
False |
False |
|
100 |
6,606.30 |
5,244.83 |
1,361.47 |
21.1% |
100.66 |
1.6% |
90% |
False |
False |
|
120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.2% |
103.52 |
1.6% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,009.92 |
2.618 |
6,812.85 |
1.618 |
6,692.10 |
1.000 |
6,617.48 |
0.618 |
6,571.35 |
HIGH |
6,496.73 |
0.618 |
6,450.60 |
0.500 |
6,436.36 |
0.382 |
6,422.11 |
LOW |
6,375.98 |
0.618 |
6,301.36 |
1.000 |
6,255.23 |
1.618 |
6,180.61 |
2.618 |
6,059.86 |
4.250 |
5,862.79 |
|
|
Fisher Pivots for day following 09-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
6,454.75 |
6,437.79 |
PP |
6,445.55 |
6,411.64 |
S1 |
6,436.36 |
6,385.49 |
|