Trading Metrics calculated at close of trading on 26-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-1996 |
26-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
6,489.02 |
6,522.85 |
33.83 |
0.5% |
6,304.87 |
High |
6,546.68 |
6,594.74 |
48.06 |
0.7% |
6,597.43 |
Low |
6,467.10 |
6,495.94 |
28.84 |
0.4% |
6,206.83 |
Close |
6,522.85 |
6,546.68 |
23.83 |
0.4% |
6,484.40 |
Range |
79.58 |
98.80 |
19.22 |
24.2% |
390.60 |
ATR |
127.78 |
125.71 |
-2.07 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,842.19 |
6,793.23 |
6,601.02 |
|
R3 |
6,743.39 |
6,694.43 |
6,573.85 |
|
R2 |
6,644.59 |
6,644.59 |
6,564.79 |
|
R1 |
6,595.63 |
6,595.63 |
6,555.74 |
6,620.11 |
PP |
6,545.79 |
6,545.79 |
6,545.79 |
6,558.03 |
S1 |
6,496.83 |
6,496.83 |
6,537.62 |
6,521.31 |
S2 |
6,446.99 |
6,446.99 |
6,528.57 |
|
S3 |
6,348.19 |
6,398.03 |
6,519.51 |
|
S4 |
6,249.39 |
6,299.23 |
6,492.34 |
|
|
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 |
6,352.15 |
245.28 |
3.7% |
117.87 |
1.8% |
79% |
False |
False |
|
10 |
6,597.43 |
6,206.83 |
390.60 |
6.0% |
135.52 |
2.1% |
87% |
False |
False |
|
20 |
6,597.43 |
6,206.83 |
390.60 |
6.0% |
130.46 |
2.0% |
87% |
False |
False |
|
40 |
6,606.30 |
5,955.59 |
650.71 |
9.9% |
120.26 |
1.8% |
91% |
False |
False |
|
60 |
6,606.30 |
5,876.58 |
729.72 |
11.1% |
114.40 |
1.7% |
92% |
False |
False |
|
80 |
6,606.30 |
5,585.51 |
1,020.79 |
15.6% |
108.53 |
1.7% |
94% |
False |
False |
|
100 |
6,606.30 |
5,550.37 |
1,055.93 |
16.1% |
103.89 |
1.6% |
94% |
False |
False |
|
120 |
6,606.30 |
5,170.11 |
1,436.19 |
21.9% |
107.44 |
1.6% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,014.64 |
2.618 |
6,853.40 |
1.618 |
6,754.60 |
1.000 |
6,693.54 |
0.618 |
6,655.80 |
HIGH |
6,594.74 |
0.618 |
6,557.00 |
0.500 |
6,545.34 |
0.382 |
6,533.68 |
LOW |
6,495.94 |
0.618 |
6,434.88 |
1.000 |
6,397.14 |
1.618 |
6,336.08 |
2.618 |
6,237.28 |
4.250 |
6,076.04 |
|
|
Fisher Pivots for day following 26-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
6,546.23 |
6,534.96 |
PP |
6,545.79 |
6,523.23 |
S1 |
6,545.34 |
6,511.51 |
|