| Trading Metrics calculated at close of trading on 27-Dec-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-1996 |
27-Dec-1996 |
Change |
Change % |
Previous Week |
| Open |
6,522.85 |
6,546.68 |
23.83 |
0.4% |
6,484.40 |
| High |
6,594.74 |
6,607.81 |
13.07 |
0.2% |
6,607.81 |
| Low |
6,495.94 |
6,510.93 |
14.99 |
0.2% |
6,428.27 |
| Close |
6,546.68 |
6,560.91 |
14.23 |
0.2% |
6,560.91 |
| Range |
98.80 |
96.88 |
-1.92 |
-1.9% |
179.54 |
| ATR |
125.71 |
123.65 |
-2.06 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,850.52 |
6,802.60 |
6,614.19 |
|
| R3 |
6,753.64 |
6,705.72 |
6,587.55 |
|
| R2 |
6,656.76 |
6,656.76 |
6,578.67 |
|
| R1 |
6,608.84 |
6,608.84 |
6,569.79 |
6,632.80 |
| PP |
6,559.88 |
6,559.88 |
6,559.88 |
6,571.87 |
| S1 |
6,511.96 |
6,511.96 |
6,552.03 |
6,535.92 |
| S2 |
6,463.00 |
6,463.00 |
6,543.15 |
|
| S3 |
6,366.12 |
6,415.08 |
6,534.27 |
|
| S4 |
6,269.24 |
6,318.20 |
6,507.63 |
|
|
| Weekly Pivots for week ending 27-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,070.95 |
6,995.47 |
6,659.66 |
|
| R3 |
6,891.41 |
6,815.93 |
6,610.28 |
|
| R2 |
6,711.87 |
6,711.87 |
6,593.83 |
|
| R1 |
6,636.39 |
6,636.39 |
6,577.37 |
6,674.13 |
| PP |
6,532.33 |
6,532.33 |
6,532.33 |
6,551.20 |
| S1 |
6,456.85 |
6,456.85 |
6,544.45 |
6,494.59 |
| S2 |
6,352.79 |
6,352.79 |
6,527.99 |
|
| S3 |
6,173.25 |
6,277.31 |
6,511.54 |
|
| S4 |
5,993.71 |
6,097.77 |
6,462.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,607.81 |
6,428.27 |
179.54 |
2.7% |
107.80 |
1.6% |
74% |
True |
False |
|
| 10 |
6,607.81 |
6,206.83 |
400.98 |
6.1% |
127.02 |
1.9% |
88% |
True |
False |
|
| 20 |
6,607.81 |
6,206.83 |
400.98 |
6.1% |
129.88 |
2.0% |
88% |
True |
False |
|
| 40 |
6,607.81 |
5,955.59 |
652.22 |
9.9% |
120.20 |
1.8% |
93% |
True |
False |
|
| 60 |
6,607.81 |
5,876.58 |
731.23 |
11.1% |
114.72 |
1.7% |
94% |
True |
False |
|
| 80 |
6,607.81 |
5,585.51 |
1,022.30 |
15.6% |
108.83 |
1.7% |
95% |
True |
False |
|
| 100 |
6,607.81 |
5,550.37 |
1,057.44 |
16.1% |
103.99 |
1.6% |
96% |
True |
False |
|
| 120 |
6,607.81 |
5,170.11 |
1,437.70 |
21.9% |
107.57 |
1.6% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,019.55 |
|
2.618 |
6,861.44 |
|
1.618 |
6,764.56 |
|
1.000 |
6,704.69 |
|
0.618 |
6,667.68 |
|
HIGH |
6,607.81 |
|
0.618 |
6,570.80 |
|
0.500 |
6,559.37 |
|
0.382 |
6,547.94 |
|
LOW |
6,510.93 |
|
0.618 |
6,451.06 |
|
1.000 |
6,414.05 |
|
1.618 |
6,354.18 |
|
2.618 |
6,257.30 |
|
4.250 |
6,099.19 |
|
|
| Fisher Pivots for day following 27-Dec-1996 |
| Pivot |
1 day |
3 day |
| R1 |
6,560.40 |
6,553.09 |
| PP |
6,559.88 |
6,545.27 |
| S1 |
6,559.37 |
6,537.46 |
|