Trading Metrics calculated at close of trading on 16-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-1996 |
16-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
6,303.71 |
6,304.87 |
1.16 |
0.0% |
6,381.94 |
High |
6,377.14 |
6,388.68 |
11.54 |
0.2% |
6,545.56 |
Low |
6,227.59 |
6,227.98 |
0.39 |
0.0% |
6,227.59 |
Close |
6,304.87 |
6,268.35 |
-36.52 |
-0.6% |
6,304.87 |
Range |
149.55 |
160.70 |
11.15 |
7.5% |
317.97 |
ATR |
126.43 |
128.88 |
2.45 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,777.10 |
6,683.43 |
6,356.74 |
|
R3 |
6,616.40 |
6,522.73 |
6,312.54 |
|
R2 |
6,455.70 |
6,455.70 |
6,297.81 |
|
R1 |
6,362.03 |
6,362.03 |
6,283.08 |
6,328.52 |
PP |
6,295.00 |
6,295.00 |
6,295.00 |
6,278.25 |
S1 |
6,201.33 |
6,201.33 |
6,253.62 |
6,167.82 |
S2 |
6,134.30 |
6,134.30 |
6,238.89 |
|
S3 |
5,973.60 |
6,040.63 |
6,224.16 |
|
S4 |
5,812.90 |
5,879.93 |
6,179.97 |
|
|
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 |
5.1% |
150.11 |
2.4% |
13% |
False |
False |
|
10 |
6,577.23 |
6,227.59 |
349.64 |
5.6% |
146.31 |
2.3% |
12% |
False |
False |
|
20 |
6,606.30 |
6,227.59 |
378.71 |
6.0% |
125.76 |
2.0% |
11% |
False |
False |
|
40 |
6,606.30 |
5,938.82 |
667.48 |
10.6% |
118.61 |
1.9% |
49% |
False |
False |
|
60 |
6,606.30 |
5,819.65 |
786.65 |
12.5% |
111.38 |
1.8% |
57% |
False |
False |
|
80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.8% |
105.26 |
1.7% |
68% |
False |
False |
|
100 |
6,606.30 |
5,397.97 |
1,208.33 |
19.3% |
102.14 |
1.6% |
72% |
False |
False |
|
120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.9% |
106.03 |
1.7% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,071.66 |
2.618 |
6,809.39 |
1.618 |
6,648.69 |
1.000 |
6,549.38 |
0.618 |
6,487.99 |
HIGH |
6,388.68 |
0.618 |
6,327.29 |
0.500 |
6,308.33 |
0.382 |
6,289.37 |
LOW |
6,227.98 |
0.618 |
6,128.67 |
1.000 |
6,067.28 |
1.618 |
5,967.97 |
2.618 |
5,807.27 |
4.250 |
5,545.01 |
|
|
Fisher Pivots for day following 16-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
6,308.33 |
6,346.58 |
PP |
6,295.00 |
6,320.50 |
S1 |
6,281.68 |
6,294.43 |
|