Trading Metrics calculated at close of trading on 13-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-1996 |
13-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
6,402.52 |
6,303.71 |
-98.81 |
-1.5% |
6,381.94 |
High |
6,465.57 |
6,377.14 |
-88.43 |
-1.4% |
6,545.56 |
Low |
6,283.72 |
6,227.59 |
-56.13 |
-0.9% |
6,227.59 |
Close |
6,303.71 |
6,304.87 |
1.16 |
0.0% |
6,304.87 |
Range |
181.85 |
149.55 |
-32.30 |
-17.8% |
317.97 |
ATR |
124.65 |
126.43 |
1.78 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,751.85 |
6,677.91 |
6,387.12 |
|
R3 |
6,602.30 |
6,528.36 |
6,346.00 |
|
R2 |
6,452.75 |
6,452.75 |
6,332.29 |
|
R1 |
6,378.81 |
6,378.81 |
6,318.58 |
6,415.78 |
PP |
6,303.20 |
6,303.20 |
6,303.20 |
6,321.69 |
S1 |
6,229.26 |
6,229.26 |
6,291.16 |
6,266.23 |
S2 |
6,153.65 |
6,153.65 |
6,277.45 |
|
S3 |
6,004.10 |
6,079.71 |
6,263.74 |
|
S4 |
5,854.55 |
5,930.16 |
6,222.62 |
|
|
Weekly Pivots for week ending 13-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,313.25 |
7,127.03 |
6,479.75 |
|
R3 |
6,995.28 |
6,809.06 |
6,392.31 |
|
R2 |
6,677.31 |
6,677.31 |
6,363.16 |
|
R1 |
6,491.09 |
6,491.09 |
6,334.02 |
6,425.22 |
PP |
6,359.34 |
6,359.34 |
6,359.34 |
6,326.40 |
S1 |
6,173.12 |
6,173.12 |
6,275.72 |
6,107.25 |
S2 |
6,041.37 |
6,041.37 |
6,246.58 |
|
S3 |
5,723.40 |
5,855.15 |
6,217.43 |
|
S4 |
5,405.43 |
5,537.18 |
6,129.99 |
|
|
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 |
6,227.59 |
317.97 |
5.0% |
142.12 |
2.3% |
24% |
False |
True |
|
10 |
6,577.23 |
6,227.59 |
349.64 |
5.5% |
141.61 |
2.2% |
22% |
False |
True |
|
20 |
6,606.30 |
6,227.59 |
378.71 |
6.0% |
124.58 |
2.0% |
20% |
False |
True |
|
40 |
6,606.30 |
5,938.82 |
667.48 |
10.6% |
117.29 |
1.9% |
55% |
False |
False |
|
60 |
6,606.30 |
5,819.65 |
786.65 |
12.5% |
110.12 |
1.7% |
62% |
False |
False |
|
80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.7% |
104.49 |
1.7% |
71% |
False |
False |
|
100 |
6,606.30 |
5,355.80 |
1,250.50 |
19.8% |
101.67 |
1.6% |
76% |
False |
False |
|
120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.8% |
105.42 |
1.7% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,012.73 |
2.618 |
6,768.66 |
1.618 |
6,619.11 |
1.000 |
6,526.69 |
0.618 |
6,469.56 |
HIGH |
6,377.14 |
0.618 |
6,320.01 |
0.500 |
6,302.37 |
0.382 |
6,284.72 |
LOW |
6,227.59 |
0.618 |
6,135.17 |
1.000 |
6,078.04 |
1.618 |
5,985.62 |
2.618 |
5,836.07 |
4.250 |
5,592.00 |
|
|
Fisher Pivots for day following 13-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
6,304.04 |
6,346.58 |
PP |
6,303.20 |
6,332.68 |
S1 |
6,302.37 |
6,318.77 |
|