Trading Metrics calculated at close of trading on 20-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-1996 |
20-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
6,346.77 |
6,473.64 |
126.87 |
2.0% |
6,304.87 |
High |
6,499.40 |
6,597.43 |
98.03 |
1.5% |
6,597.43 |
Low |
6,352.15 |
6,445.19 |
93.04 |
1.5% |
6,206.83 |
Close |
6,473.64 |
6,484.40 |
10.76 |
0.2% |
6,484.40 |
Range |
147.25 |
152.24 |
4.99 |
3.4% |
390.60 |
ATR |
131.54 |
133.02 |
1.48 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,965.73 |
6,877.30 |
6,568.13 |
|
R3 |
6,813.49 |
6,725.06 |
6,526.27 |
|
R2 |
6,661.25 |
6,661.25 |
6,512.31 |
|
R1 |
6,572.82 |
6,572.82 |
6,498.36 |
6,617.04 |
PP |
6,509.01 |
6,509.01 |
6,509.01 |
6,531.11 |
S1 |
6,420.58 |
6,420.58 |
6,470.44 |
6,464.80 |
S2 |
6,356.77 |
6,356.77 |
6,456.49 |
|
S3 |
6,204.53 |
6,268.34 |
6,442.53 |
|
S4 |
6,052.29 |
6,116.10 |
6,400.67 |
|
|
Weekly Pivots for week ending 20-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,601.35 |
7,433.48 |
6,699.23 |
|
R3 |
7,210.75 |
7,042.88 |
6,591.82 |
|
R2 |
6,820.15 |
6,820.15 |
6,556.01 |
|
R1 |
6,652.28 |
6,652.28 |
6,520.21 |
6,736.22 |
PP |
6,429.55 |
6,429.55 |
6,429.55 |
6,471.52 |
S1 |
6,261.68 |
6,261.68 |
6,448.60 |
6,345.62 |
S2 |
6,038.95 |
6,038.95 |
6,412.79 |
|
S3 |
5,648.35 |
5,871.08 |
6,376.99 |
|
S4 |
5,257.75 |
5,480.48 |
6,269.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,597.43 |
6,206.83 |
390.60 |
6.0% |
146.78 |
2.3% |
71% |
True |
False |
|
10 |
6,597.43 |
6,206.83 |
390.60 |
6.0% |
144.45 |
2.2% |
71% |
True |
False |
|
20 |
6,606.30 |
6,206.83 |
399.47 |
6.2% |
133.40 |
2.1% |
69% |
False |
False |
|
40 |
6,606.30 |
5,938.82 |
667.48 |
10.3% |
121.02 |
1.9% |
82% |
False |
False |
|
60 |
6,606.30 |
5,819.65 |
786.65 |
12.1% |
114.26 |
1.8% |
85% |
False |
False |
|
80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.3% |
108.75 |
1.7% |
88% |
False |
False |
|
100 |
6,606.30 |
5,507.83 |
1,098.47 |
16.9% |
104.02 |
1.6% |
89% |
False |
False |
|
120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.1% |
107.38 |
1.7% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,244.45 |
2.618 |
6,995.99 |
1.618 |
6,843.75 |
1.000 |
6,749.67 |
0.618 |
6,691.51 |
HIGH |
6,597.43 |
0.618 |
6,539.27 |
0.500 |
6,521.31 |
0.382 |
6,503.35 |
LOW |
6,445.19 |
0.618 |
6,351.11 |
1.000 |
6,292.95 |
1.618 |
6,198.87 |
2.618 |
6,046.63 |
4.250 |
5,798.17 |
|
|
Fisher Pivots for day following 20-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
6,521.31 |
6,468.00 |
PP |
6,509.01 |
6,451.60 |
S1 |
6,496.70 |
6,435.20 |
|