| Trading Metrics calculated at close of trading on 18-Dec-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-1995 |
18-Dec-1995 |
Change |
Change % |
Previous Week |
| Open |
616.92 |
616.34 |
-0.58 |
-0.1% |
617.48 |
| High |
617.72 |
616.34 |
-1.38 |
-0.2% |
622.88 |
| Low |
614.46 |
606.13 |
-8.33 |
-1.4% |
614.46 |
| Close |
616.34 |
606.81 |
-9.53 |
-1.5% |
616.34 |
| Range |
3.26 |
10.21 |
6.95 |
213.2% |
8.42 |
| ATR |
4.06 |
4.50 |
0.44 |
10.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Dec-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
640.39 |
633.81 |
612.43 |
|
| R3 |
630.18 |
623.60 |
609.62 |
|
| R2 |
619.97 |
619.97 |
608.68 |
|
| R1 |
613.39 |
613.39 |
607.75 |
611.58 |
| PP |
609.76 |
609.76 |
609.76 |
608.85 |
| S1 |
603.18 |
603.18 |
605.87 |
601.37 |
| S2 |
599.55 |
599.55 |
604.94 |
|
| S3 |
589.34 |
592.97 |
604.00 |
|
| S4 |
579.13 |
582.76 |
601.19 |
|
|
| 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 |
606.13 |
16.75 |
2.8% |
5.17 |
0.9% |
4% |
False |
True |
|
| 10 |
622.88 |
606.13 |
16.75 |
2.8% |
4.78 |
0.8% |
4% |
False |
True |
|
| 20 |
622.88 |
595.42 |
27.46 |
4.5% |
4.21 |
0.7% |
41% |
False |
False |
|
| 40 |
622.88 |
572.53 |
50.35 |
8.3% |
4.23 |
0.7% |
68% |
False |
False |
|
| 60 |
622.88 |
571.55 |
51.33 |
8.5% |
4.29 |
0.7% |
69% |
False |
False |
|
| 80 |
622.88 |
555.74 |
67.14 |
11.1% |
4.10 |
0.7% |
76% |
False |
False |
|
| 100 |
622.88 |
553.08 |
69.80 |
11.5% |
4.05 |
0.7% |
77% |
False |
False |
|
| 120 |
622.88 |
540.79 |
82.09 |
13.5% |
4.19 |
0.7% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
659.73 |
|
2.618 |
643.07 |
|
1.618 |
632.86 |
|
1.000 |
626.55 |
|
0.618 |
622.65 |
|
HIGH |
616.34 |
|
0.618 |
612.44 |
|
0.500 |
611.24 |
|
0.382 |
610.03 |
|
LOW |
606.13 |
|
0.618 |
599.82 |
|
1.000 |
595.92 |
|
1.618 |
589.61 |
|
2.618 |
579.40 |
|
4.250 |
562.74 |
|
|
| Fisher Pivots for day following 18-Dec-1995 |
| Pivot |
1 day |
3 day |
| R1 |
611.24 |
614.51 |
| PP |
609.76 |
611.94 |
| S1 |
608.29 |
609.38 |
|