Trading Metrics calculated at close of trading on 23-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-1996 |
23-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
746.29 |
749.04 |
2.75 |
0.4% |
729.01 |
High |
755.41 |
750.40 |
-5.01 |
-0.7% |
755.41 |
Low |
745.76 |
743.28 |
-2.48 |
-0.3% |
716.69 |
Close |
748.87 |
746.92 |
-1.95 |
-0.3% |
748.87 |
Range |
9.65 |
7.12 |
-2.53 |
-26.2% |
38.72 |
ATR |
9.72 |
9.54 |
-0.19 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
768.23 |
764.69 |
750.84 |
|
R3 |
761.11 |
757.57 |
748.88 |
|
R2 |
753.99 |
753.99 |
748.23 |
|
R1 |
750.45 |
750.45 |
747.57 |
748.66 |
PP |
746.87 |
746.87 |
746.87 |
745.97 |
S1 |
743.33 |
743.33 |
746.27 |
741.54 |
S2 |
739.75 |
739.75 |
745.61 |
|
S3 |
732.63 |
736.21 |
744.96 |
|
S4 |
725.51 |
729.09 |
743.00 |
|
|
Weekly Pivots for week ending 20-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
856.48 |
841.40 |
770.17 |
|
R3 |
817.76 |
802.68 |
759.52 |
|
R2 |
779.04 |
779.04 |
755.97 |
|
R1 |
763.96 |
763.96 |
752.42 |
771.50 |
PP |
740.32 |
740.32 |
740.32 |
744.10 |
S1 |
725.24 |
725.24 |
745.32 |
732.78 |
S2 |
701.60 |
701.60 |
741.77 |
|
S3 |
662.88 |
686.52 |
738.22 |
|
S4 |
624.16 |
647.80 |
727.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
755.41 |
716.69 |
38.72 |
5.2% |
9.80 |
1.3% |
78% |
False |
False |
|
10 |
755.41 |
716.69 |
38.72 |
5.2% |
11.63 |
1.6% |
78% |
False |
False |
|
20 |
762.12 |
716.69 |
45.43 |
6.1% |
10.22 |
1.4% |
67% |
False |
False |
|
40 |
762.12 |
696.22 |
65.90 |
8.8% |
8.13 |
1.1% |
77% |
False |
False |
|
60 |
762.12 |
684.44 |
77.68 |
10.4% |
7.23 |
1.0% |
80% |
False |
False |
|
80 |
762.12 |
643.97 |
118.15 |
15.8% |
6.95 |
0.9% |
87% |
False |
False |
|
100 |
762.12 |
643.97 |
118.15 |
15.8% |
6.57 |
0.9% |
87% |
False |
False |
|
120 |
762.12 |
605.88 |
156.24 |
20.9% |
7.16 |
1.0% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
780.66 |
2.618 |
769.04 |
1.618 |
761.92 |
1.000 |
757.52 |
0.618 |
754.80 |
HIGH |
750.40 |
0.618 |
747.68 |
0.500 |
746.84 |
0.382 |
746.00 |
LOW |
743.28 |
0.618 |
738.88 |
1.000 |
736.16 |
1.618 |
731.76 |
2.618 |
724.64 |
4.250 |
713.02 |
|
|
Fisher Pivots for day following 23-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
746.89 |
745.77 |
PP |
746.87 |
744.62 |
S1 |
746.84 |
743.48 |
|