Trading Metrics calculated at close of trading on 06-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-1996 |
06-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
6,422.94 |
6,437.10 |
14.16 |
0.2% |
6,521.70 |
High |
6,491.14 |
6,441.20 |
-49.94 |
-0.8% |
6,577.23 |
Low |
6,363.31 |
6,274.24 |
-89.07 |
-1.4% |
6,274.24 |
Close |
6,437.10 |
6,381.94 |
-55.16 |
-0.9% |
6,381.94 |
Range |
127.83 |
166.96 |
39.13 |
30.6% |
302.99 |
ATR |
113.40 |
117.23 |
3.83 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,866.67 |
6,791.27 |
6,473.77 |
|
R3 |
6,699.71 |
6,624.31 |
6,427.85 |
|
R2 |
6,532.75 |
6,532.75 |
6,412.55 |
|
R1 |
6,457.35 |
6,457.35 |
6,397.24 |
6,411.57 |
PP |
6,365.79 |
6,365.79 |
6,365.79 |
6,342.91 |
S1 |
6,290.39 |
6,290.39 |
6,366.64 |
6,244.61 |
S2 |
6,198.83 |
6,198.83 |
6,351.33 |
|
S3 |
6,031.87 |
6,123.43 |
6,336.03 |
|
S4 |
5,864.91 |
5,956.47 |
6,290.11 |
|
|
Weekly Pivots for week ending 06-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,320.11 |
7,154.01 |
6,548.58 |
|
R3 |
7,017.12 |
6,851.02 |
6,465.26 |
|
R2 |
6,714.13 |
6,714.13 |
6,437.49 |
|
R1 |
6,548.03 |
6,548.03 |
6,409.71 |
6,479.59 |
PP |
6,411.14 |
6,411.14 |
6,411.14 |
6,376.91 |
S1 |
6,245.04 |
6,245.04 |
6,354.17 |
6,176.60 |
S2 |
6,108.15 |
6,108.15 |
6,326.39 |
|
S3 |
5,805.16 |
5,942.05 |
6,298.62 |
|
S4 |
5,502.17 |
5,639.06 |
6,215.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,577.23 |
6,274.24 |
302.99 |
4.7% |
141.10 |
2.2% |
36% |
False |
True |
|
10 |
6,606.30 |
6,274.24 |
332.06 |
5.2% |
122.35 |
1.9% |
32% |
False |
True |
|
20 |
6,606.30 |
6,151.62 |
454.68 |
7.1% |
115.74 |
1.8% |
51% |
False |
False |
|
40 |
6,606.30 |
5,912.36 |
693.94 |
10.9% |
112.64 |
1.8% |
68% |
False |
False |
|
60 |
6,606.30 |
5,786.73 |
819.57 |
12.8% |
105.83 |
1.7% |
73% |
False |
False |
|
80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.5% |
100.27 |
1.6% |
79% |
False |
False |
|
100 |
6,606.30 |
5,244.83 |
1,361.47 |
21.3% |
100.94 |
1.6% |
84% |
False |
False |
|
120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.5% |
103.29 |
1.6% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,150.78 |
2.618 |
6,878.30 |
1.618 |
6,711.34 |
1.000 |
6,608.16 |
0.618 |
6,544.38 |
HIGH |
6,441.20 |
0.618 |
6,377.42 |
0.500 |
6,357.72 |
0.382 |
6,338.02 |
LOW |
6,274.24 |
0.618 |
6,171.06 |
1.000 |
6,107.28 |
1.618 |
6,004.10 |
2.618 |
5,837.14 |
4.250 |
5,564.66 |
|
|
Fisher Pivots for day following 06-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
6,373.87 |
6,382.69 |
PP |
6,365.79 |
6,382.44 |
S1 |
6,357.72 |
6,382.19 |
|