Trading Metrics calculated at close of trading on 18-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-1996 |
18-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
6,268.35 |
6,308.33 |
39.98 |
0.6% |
6,381.94 |
High |
6,354.46 |
6,399.06 |
44.60 |
0.7% |
6,545.56 |
Low |
6,206.83 |
6,272.96 |
66.13 |
1.1% |
6,227.59 |
Close |
6,308.33 |
6,346.77 |
38.44 |
0.6% |
6,304.87 |
Range |
147.63 |
126.10 |
-21.53 |
-14.6% |
317.97 |
ATR |
130.22 |
129.92 |
-0.29 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,717.90 |
6,658.43 |
6,416.13 |
|
R3 |
6,591.80 |
6,532.33 |
6,381.45 |
|
R2 |
6,465.70 |
6,465.70 |
6,369.89 |
|
R1 |
6,406.23 |
6,406.23 |
6,358.33 |
6,435.97 |
PP |
6,339.60 |
6,339.60 |
6,339.60 |
6,354.46 |
S1 |
6,280.13 |
6,280.13 |
6,335.21 |
6,309.87 |
S2 |
6,213.50 |
6,213.50 |
6,323.65 |
|
S3 |
6,087.40 |
6,154.03 |
6,312.09 |
|
S4 |
5,961.30 |
6,027.93 |
6,277.42 |
|
|
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% |
153.17 |
2.4% |
54% |
False |
False |
|
10 |
6,545.56 |
6,206.83 |
338.73 |
5.3% |
143.98 |
2.3% |
41% |
False |
False |
|
20 |
6,606.30 |
6,206.83 |
399.47 |
6.3% |
128.71 |
2.0% |
35% |
False |
False |
|
40 |
6,606.30 |
5,938.82 |
667.48 |
10.5% |
119.60 |
1.9% |
61% |
False |
False |
|
60 |
6,606.30 |
5,819.65 |
786.65 |
12.4% |
112.61 |
1.8% |
67% |
False |
False |
|
80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.6% |
106.68 |
1.7% |
75% |
False |
False |
|
100 |
6,606.30 |
5,403.52 |
1,202.78 |
19.0% |
103.00 |
1.6% |
78% |
False |
False |
|
120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.6% |
106.67 |
1.7% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,934.99 |
2.618 |
6,729.19 |
1.618 |
6,603.09 |
1.000 |
6,525.16 |
0.618 |
6,476.99 |
HIGH |
6,399.06 |
0.618 |
6,350.89 |
0.500 |
6,336.01 |
0.382 |
6,321.13 |
LOW |
6,272.96 |
0.618 |
6,195.03 |
1.000 |
6,146.86 |
1.618 |
6,068.93 |
2.618 |
5,942.83 |
4.250 |
5,737.04 |
|
|
Fisher Pivots for day following 18-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
6,343.18 |
6,332.16 |
PP |
6,339.60 |
6,317.55 |
S1 |
6,336.01 |
6,302.95 |
|