Trading Metrics calculated at close of trading on 17-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-1996 |
17-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
6,304.87 |
6,268.35 |
-36.52 |
-0.6% |
6,381.94 |
High |
6,388.68 |
6,354.46 |
-34.22 |
-0.5% |
6,545.56 |
Low |
6,227.98 |
6,206.83 |
-21.15 |
-0.3% |
6,227.59 |
Close |
6,268.35 |
6,308.33 |
39.98 |
0.6% |
6,304.87 |
Range |
160.70 |
147.63 |
-13.07 |
-8.1% |
317.97 |
ATR |
128.88 |
130.22 |
1.34 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,732.76 |
6,668.18 |
6,389.53 |
|
R3 |
6,585.13 |
6,520.55 |
6,348.93 |
|
R2 |
6,437.50 |
6,437.50 |
6,335.40 |
|
R1 |
6,372.92 |
6,372.92 |
6,321.86 |
6,405.21 |
PP |
6,289.87 |
6,289.87 |
6,289.87 |
6,306.02 |
S1 |
6,225.29 |
6,225.29 |
6,294.80 |
6,257.58 |
S2 |
6,142.24 |
6,142.24 |
6,281.26 |
|
S3 |
5,994.61 |
6,077.66 |
6,267.73 |
|
S4 |
5,846.98 |
5,930.03 |
6,227.13 |
|
|
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 |
6,465.57 |
6,206.83 |
258.74 |
4.1% |
155.93 |
2.5% |
39% |
False |
True |
|
10 |
6,545.56 |
6,206.83 |
338.73 |
5.4% |
145.65 |
2.3% |
30% |
False |
True |
|
20 |
6,606.30 |
6,206.83 |
399.47 |
6.3% |
127.63 |
2.0% |
25% |
False |
True |
|
40 |
6,606.30 |
5,938.82 |
667.48 |
10.6% |
118.93 |
1.9% |
55% |
False |
False |
|
60 |
6,606.30 |
5,819.65 |
786.65 |
12.5% |
112.29 |
1.8% |
62% |
False |
False |
|
80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.7% |
106.07 |
1.7% |
72% |
False |
False |
|
100 |
6,606.30 |
5,403.52 |
1,202.78 |
19.1% |
102.57 |
1.6% |
75% |
False |
False |
|
120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.8% |
106.44 |
1.7% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,981.89 |
2.618 |
6,740.96 |
1.618 |
6,593.33 |
1.000 |
6,502.09 |
0.618 |
6,445.70 |
HIGH |
6,354.46 |
0.618 |
6,298.07 |
0.500 |
6,280.65 |
0.382 |
6,263.22 |
LOW |
6,206.83 |
0.618 |
6,115.59 |
1.000 |
6,059.20 |
1.618 |
5,967.96 |
2.618 |
5,820.33 |
4.250 |
5,579.40 |
|
|
Fisher Pivots for day following 17-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
6,299.10 |
6,304.81 |
PP |
6,289.87 |
6,301.28 |
S1 |
6,280.65 |
6,297.76 |
|