Trading Metrics calculated at close of trading on 31-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-1996 |
31-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
6,560.91 |
6,549.37 |
-11.54 |
-0.2% |
6,484.40 |
High |
6,623.96 |
6,580.90 |
-43.06 |
-0.7% |
6,607.81 |
Low |
6,518.23 |
6,421.74 |
-96.49 |
-1.5% |
6,428.27 |
Close |
6,549.37 |
6,448.27 |
-101.10 |
-1.5% |
6,560.91 |
Range |
105.73 |
159.16 |
53.43 |
50.5% |
179.54 |
ATR |
122.37 |
125.00 |
2.63 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,961.12 |
6,863.85 |
6,535.81 |
|
R3 |
6,801.96 |
6,704.69 |
6,492.04 |
|
R2 |
6,642.80 |
6,642.80 |
6,477.45 |
|
R1 |
6,545.53 |
6,545.53 |
6,462.86 |
6,514.59 |
PP |
6,483.64 |
6,483.64 |
6,483.64 |
6,468.16 |
S1 |
6,386.37 |
6,386.37 |
6,433.68 |
6,355.43 |
S2 |
6,324.48 |
6,324.48 |
6,419.09 |
|
S3 |
6,165.32 |
6,227.21 |
6,404.50 |
|
S4 |
6,006.16 |
6,068.05 |
6,360.73 |
|
|
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 |
6,623.96 |
6,421.74 |
202.22 |
3.1% |
108.03 |
1.7% |
13% |
False |
True |
|
10 |
6,623.96 |
6,206.83 |
417.13 |
6.5% |
122.49 |
1.9% |
58% |
False |
False |
|
20 |
6,623.96 |
6,206.83 |
417.13 |
6.5% |
134.40 |
2.1% |
58% |
False |
False |
|
40 |
6,623.96 |
5,981.30 |
642.66 |
10.0% |
121.44 |
1.9% |
73% |
False |
False |
|
60 |
6,623.96 |
5,876.58 |
747.38 |
11.6% |
115.95 |
1.8% |
76% |
False |
False |
|
80 |
6,623.96 |
5,662.08 |
961.88 |
14.9% |
109.79 |
1.7% |
82% |
False |
False |
|
100 |
6,623.96 |
5,550.37 |
1,073.59 |
16.6% |
104.84 |
1.6% |
84% |
False |
False |
|
120 |
6,623.96 |
5,170.11 |
1,453.85 |
22.5% |
107.56 |
1.7% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,257.33 |
2.618 |
6,997.58 |
1.618 |
6,838.42 |
1.000 |
6,740.06 |
0.618 |
6,679.26 |
HIGH |
6,580.90 |
0.618 |
6,520.10 |
0.500 |
6,501.32 |
0.382 |
6,482.54 |
LOW |
6,421.74 |
0.618 |
6,323.38 |
1.000 |
6,262.58 |
1.618 |
6,164.22 |
2.618 |
6,005.06 |
4.250 |
5,745.31 |
|
|
Fisher Pivots for day following 31-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
6,501.32 |
6,522.85 |
PP |
6,483.64 |
6,497.99 |
S1 |
6,465.95 |
6,473.13 |
|