| Trading Metrics calculated at close of trading on 15-Dec-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-1995 |
15-Dec-1995 |
Change |
Change % |
Previous Week |
| Open |
621.69 |
616.92 |
-4.77 |
-0.8% |
617.48 |
| High |
622.88 |
617.72 |
-5.16 |
-0.8% |
622.88 |
| Low |
616.13 |
614.46 |
-1.67 |
-0.3% |
614.46 |
| Close |
616.92 |
616.34 |
-0.58 |
-0.1% |
616.34 |
| Range |
6.75 |
3.26 |
-3.49 |
-51.7% |
8.42 |
| ATR |
4.13 |
4.06 |
-0.06 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Dec-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
625.95 |
624.41 |
618.13 |
|
| R3 |
622.69 |
621.15 |
617.24 |
|
| R2 |
619.43 |
619.43 |
616.94 |
|
| R1 |
617.89 |
617.89 |
616.64 |
617.03 |
| PP |
616.17 |
616.17 |
616.17 |
615.75 |
| S1 |
614.63 |
614.63 |
616.04 |
613.77 |
| S2 |
612.91 |
612.91 |
615.74 |
|
| S3 |
609.65 |
611.37 |
615.44 |
|
| S4 |
606.39 |
608.11 |
614.55 |
|
|
| Weekly Pivots for week ending 15-Dec-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
643.15 |
638.17 |
620.97 |
|
| R3 |
634.73 |
629.75 |
618.66 |
|
| R2 |
626.31 |
626.31 |
617.88 |
|
| R1 |
621.33 |
621.33 |
617.11 |
619.61 |
| PP |
617.89 |
617.89 |
617.89 |
617.04 |
| S1 |
612.91 |
612.91 |
615.57 |
611.19 |
| S2 |
609.47 |
609.47 |
614.80 |
|
| S3 |
601.05 |
604.49 |
614.02 |
|
| S4 |
592.63 |
596.07 |
611.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
622.88 |
614.46 |
8.42 |
1.4% |
3.88 |
0.6% |
22% |
False |
True |
|
| 10 |
622.88 |
606.84 |
16.04 |
2.6% |
4.46 |
0.7% |
59% |
False |
False |
|
| 20 |
622.88 |
595.42 |
27.46 |
4.5% |
3.84 |
0.6% |
76% |
False |
False |
|
| 40 |
622.88 |
572.53 |
50.35 |
8.2% |
4.07 |
0.7% |
87% |
False |
False |
|
| 60 |
622.88 |
571.55 |
51.33 |
8.3% |
4.20 |
0.7% |
87% |
False |
False |
|
| 80 |
622.88 |
555.20 |
67.68 |
11.0% |
4.01 |
0.7% |
90% |
False |
False |
|
| 100 |
622.88 |
553.08 |
69.80 |
11.3% |
3.99 |
0.6% |
91% |
False |
False |
|
| 120 |
622.88 |
540.72 |
82.16 |
13.3% |
4.15 |
0.7% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
631.58 |
|
2.618 |
626.25 |
|
1.618 |
622.99 |
|
1.000 |
620.98 |
|
0.618 |
619.73 |
|
HIGH |
617.72 |
|
0.618 |
616.47 |
|
0.500 |
616.09 |
|
0.382 |
615.71 |
|
LOW |
614.46 |
|
0.618 |
612.45 |
|
1.000 |
611.20 |
|
1.618 |
609.19 |
|
2.618 |
605.93 |
|
4.250 |
600.61 |
|
|
| Fisher Pivots for day following 15-Dec-1995 |
| Pivot |
1 day |
3 day |
| R1 |
616.26 |
618.67 |
| PP |
616.17 |
617.89 |
| S1 |
616.09 |
617.12 |
|