| Trading Metrics calculated at close of trading on 19-Dec-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-1996 |
19-Dec-1996 |
Change |
Change % |
Previous Week |
| Open |
6,308.33 |
6,346.77 |
38.44 |
0.6% |
6,381.94 |
| High |
6,399.06 |
6,499.40 |
100.34 |
1.6% |
6,545.56 |
| Low |
6,272.96 |
6,352.15 |
79.19 |
1.3% |
6,227.59 |
| Close |
6,346.77 |
6,473.64 |
126.87 |
2.0% |
6,304.87 |
| Range |
126.10 |
147.25 |
21.15 |
16.8% |
317.97 |
| ATR |
129.92 |
131.54 |
1.62 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,883.48 |
6,825.81 |
6,554.63 |
|
| R3 |
6,736.23 |
6,678.56 |
6,514.13 |
|
| R2 |
6,588.98 |
6,588.98 |
6,500.64 |
|
| R1 |
6,531.31 |
6,531.31 |
6,487.14 |
6,560.15 |
| PP |
6,441.73 |
6,441.73 |
6,441.73 |
6,456.15 |
| S1 |
6,384.06 |
6,384.06 |
6,460.14 |
6,412.90 |
| S2 |
6,294.48 |
6,294.48 |
6,446.64 |
|
| S3 |
6,147.23 |
6,236.81 |
6,433.15 |
|
| S4 |
5,999.98 |
6,089.56 |
6,392.65 |
|
|
| 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 |
6,499.40 |
6,206.83 |
292.57 |
4.5% |
146.25 |
2.3% |
91% |
True |
False |
|
| 10 |
6,545.56 |
6,206.83 |
338.73 |
5.2% |
145.93 |
2.3% |
79% |
False |
False |
|
| 20 |
6,606.30 |
6,206.83 |
399.47 |
6.2% |
130.47 |
2.0% |
67% |
False |
False |
|
| 40 |
6,606.30 |
5,938.82 |
667.48 |
10.3% |
120.37 |
1.9% |
80% |
False |
False |
|
| 60 |
6,606.30 |
5,819.65 |
786.65 |
12.2% |
113.38 |
1.8% |
83% |
False |
False |
|
| 80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.3% |
107.71 |
1.7% |
87% |
False |
False |
|
| 100 |
6,606.30 |
5,460.48 |
1,145.82 |
17.7% |
103.47 |
1.6% |
88% |
False |
False |
|
| 120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.2% |
106.96 |
1.7% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,125.21 |
|
2.618 |
6,884.90 |
|
1.618 |
6,737.65 |
|
1.000 |
6,646.65 |
|
0.618 |
6,590.40 |
|
HIGH |
6,499.40 |
|
0.618 |
6,443.15 |
|
0.500 |
6,425.78 |
|
0.382 |
6,408.40 |
|
LOW |
6,352.15 |
|
0.618 |
6,261.15 |
|
1.000 |
6,204.90 |
|
1.618 |
6,113.90 |
|
2.618 |
5,966.65 |
|
4.250 |
5,726.34 |
|
|
| Fisher Pivots for day following 19-Dec-1996 |
| Pivot |
1 day |
3 day |
| R1 |
6,457.69 |
6,433.47 |
| PP |
6,441.73 |
6,393.29 |
| S1 |
6,425.78 |
6,353.12 |
|