Trading Metrics calculated at close of trading on 11-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-1996 |
11-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
6,463.94 |
6,473.25 |
9.31 |
0.1% |
6,521.70 |
High |
6,545.56 |
6,457.88 |
-87.68 |
-1.3% |
6,577.23 |
Low |
6,427.04 |
6,317.94 |
-109.10 |
-1.7% |
6,274.24 |
Close |
6,473.25 |
6,402.52 |
-70.73 |
-1.1% |
6,381.94 |
Range |
118.52 |
139.94 |
21.42 |
18.1% |
302.99 |
ATR |
117.55 |
120.25 |
2.70 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,812.60 |
6,747.50 |
6,479.49 |
|
R3 |
6,672.66 |
6,607.56 |
6,441.00 |
|
R2 |
6,532.72 |
6,532.72 |
6,428.18 |
|
R1 |
6,467.62 |
6,467.62 |
6,415.35 |
6,430.20 |
PP |
6,392.78 |
6,392.78 |
6,392.78 |
6,374.07 |
S1 |
6,327.68 |
6,327.68 |
6,389.69 |
6,290.26 |
S2 |
6,252.84 |
6,252.84 |
6,376.86 |
|
S3 |
6,112.90 |
6,187.74 |
6,364.04 |
|
S4 |
5,972.96 |
6,047.80 |
6,325.55 |
|
|
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 |
6,545.56 |
6,274.24 |
271.32 |
4.2% |
134.80 |
2.1% |
47% |
False |
False |
|
10 |
6,577.23 |
6,274.24 |
302.99 |
4.7% |
125.39 |
2.0% |
42% |
False |
False |
|
20 |
6,606.30 |
6,206.78 |
399.52 |
6.2% |
119.44 |
1.9% |
49% |
False |
False |
|
40 |
6,606.30 |
5,938.82 |
667.48 |
10.4% |
114.49 |
1.8% |
69% |
False |
False |
|
60 |
6,606.30 |
5,818.17 |
788.13 |
12.3% |
107.47 |
1.7% |
74% |
False |
False |
|
80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.5% |
102.39 |
1.6% |
81% |
False |
False |
|
100 |
6,606.30 |
5,244.83 |
1,361.47 |
21.3% |
101.29 |
1.6% |
85% |
False |
False |
|
120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.4% |
104.11 |
1.6% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,052.63 |
2.618 |
6,824.24 |
1.618 |
6,684.30 |
1.000 |
6,597.82 |
0.618 |
6,544.36 |
HIGH |
6,457.88 |
0.618 |
6,404.42 |
0.500 |
6,387.91 |
0.382 |
6,371.40 |
LOW |
6,317.94 |
0.618 |
6,231.46 |
1.000 |
6,178.00 |
1.618 |
6,091.52 |
2.618 |
5,951.58 |
4.250 |
5,723.20 |
|
|
Fisher Pivots for day following 11-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
6,397.65 |
6,431.75 |
PP |
6,392.78 |
6,422.01 |
S1 |
6,387.91 |
6,412.26 |
|