Trading Metrics calculated at close of trading on 24-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-1996 |
24-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
6,484.40 |
6,489.02 |
4.62 |
0.1% |
6,304.87 |
High |
6,539.76 |
6,546.68 |
6.92 |
0.1% |
6,597.43 |
Low |
6,428.27 |
6,467.10 |
38.83 |
0.6% |
6,206.83 |
Close |
6,489.02 |
6,522.85 |
33.83 |
0.5% |
6,484.40 |
Range |
111.49 |
79.58 |
-31.91 |
-28.6% |
390.60 |
ATR |
131.48 |
127.78 |
-3.71 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,750.95 |
6,716.48 |
6,566.62 |
|
R3 |
6,671.37 |
6,636.90 |
6,544.73 |
|
R2 |
6,591.79 |
6,591.79 |
6,537.44 |
|
R1 |
6,557.32 |
6,557.32 |
6,530.14 |
6,574.56 |
PP |
6,512.21 |
6,512.21 |
6,512.21 |
6,520.83 |
S1 |
6,477.74 |
6,477.74 |
6,515.56 |
6,494.98 |
S2 |
6,432.63 |
6,432.63 |
6,508.26 |
|
S3 |
6,353.05 |
6,398.16 |
6,500.97 |
|
S4 |
6,273.47 |
6,318.58 |
6,479.08 |
|
|
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 |
6,272.96 |
324.47 |
5.0% |
123.33 |
1.9% |
77% |
False |
False |
|
10 |
6,597.43 |
6,206.83 |
390.60 |
6.0% |
139.63 |
2.1% |
81% |
False |
False |
|
20 |
6,606.30 |
6,206.83 |
399.47 |
6.1% |
132.06 |
2.0% |
79% |
False |
False |
|
40 |
6,606.30 |
5,938.82 |
667.48 |
10.2% |
120.69 |
1.9% |
87% |
False |
False |
|
60 |
6,606.30 |
5,833.72 |
772.58 |
11.8% |
114.56 |
1.8% |
89% |
False |
False |
|
80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.2% |
108.77 |
1.7% |
92% |
False |
False |
|
100 |
6,606.30 |
5,550.37 |
1,055.93 |
16.2% |
103.70 |
1.6% |
92% |
False |
False |
|
120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.0% |
107.47 |
1.6% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,884.90 |
2.618 |
6,755.02 |
1.618 |
6,675.44 |
1.000 |
6,626.26 |
0.618 |
6,595.86 |
HIGH |
6,546.68 |
0.618 |
6,516.28 |
0.500 |
6,506.89 |
0.382 |
6,497.50 |
LOW |
6,467.10 |
0.618 |
6,417.92 |
1.000 |
6,387.52 |
1.618 |
6,338.34 |
2.618 |
6,258.76 |
4.250 |
6,128.89 |
|
|
Fisher Pivots for day following 24-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
6,517.53 |
6,519.52 |
PP |
6,512.21 |
6,516.18 |
S1 |
6,506.89 |
6,512.85 |
|