Trading Metrics calculated at close of trading on 04-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-1996 |
04-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
756.49 |
748.19 |
-8.30 |
-1.1% |
748.75 |
High |
761.75 |
748.40 |
-13.35 |
-1.8% |
762.12 |
Low |
747.58 |
738.46 |
-9.12 |
-1.2% |
747.99 |
Close |
748.28 |
745.10 |
-3.18 |
-0.4% |
757.02 |
Range |
14.17 |
9.94 |
-4.23 |
-29.9% |
14.13 |
ATR |
6.45 |
6.70 |
0.25 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
773.81 |
769.39 |
750.57 |
|
R3 |
763.87 |
759.45 |
747.83 |
|
R2 |
753.93 |
753.93 |
746.92 |
|
R1 |
749.51 |
749.51 |
746.01 |
746.75 |
PP |
743.99 |
743.99 |
743.99 |
742.61 |
S1 |
739.57 |
739.57 |
744.19 |
736.81 |
S2 |
734.05 |
734.05 |
743.28 |
|
S3 |
724.11 |
729.63 |
742.37 |
|
S4 |
714.17 |
719.69 |
739.63 |
|
|
Weekly Pivots for week ending 29-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
798.10 |
791.69 |
764.79 |
|
R3 |
783.97 |
777.56 |
760.91 |
|
R2 |
769.84 |
769.84 |
759.61 |
|
R1 |
763.43 |
763.43 |
758.32 |
766.64 |
PP |
755.71 |
755.71 |
755.71 |
757.31 |
S1 |
749.30 |
749.30 |
755.72 |
752.51 |
S2 |
741.58 |
741.58 |
754.43 |
|
S3 |
727.45 |
735.17 |
753.13 |
|
S4 |
713.32 |
721.04 |
749.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
761.75 |
738.46 |
23.29 |
3.1% |
7.41 |
1.0% |
29% |
False |
True |
|
10 |
762.12 |
738.46 |
23.66 |
3.2% |
7.21 |
1.0% |
28% |
False |
True |
|
20 |
762.12 |
712.83 |
49.29 |
6.6% |
6.60 |
0.9% |
65% |
False |
False |
|
40 |
762.12 |
693.34 |
68.78 |
9.2% |
6.23 |
0.8% |
75% |
False |
False |
|
60 |
762.12 |
661.79 |
100.33 |
13.5% |
5.97 |
0.8% |
83% |
False |
False |
|
80 |
762.12 |
643.97 |
118.15 |
15.9% |
5.83 |
0.8% |
86% |
False |
False |
|
100 |
762.12 |
605.88 |
156.24 |
21.0% |
6.36 |
0.9% |
89% |
False |
False |
|
120 |
762.12 |
605.88 |
156.24 |
21.0% |
6.42 |
0.9% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
790.65 |
2.618 |
774.42 |
1.618 |
764.48 |
1.000 |
758.34 |
0.618 |
754.54 |
HIGH |
748.40 |
0.618 |
744.60 |
0.500 |
743.43 |
0.382 |
742.26 |
LOW |
738.46 |
0.618 |
732.32 |
1.000 |
728.52 |
1.618 |
722.38 |
2.618 |
712.44 |
4.250 |
696.22 |
|
|
Fisher Pivots for day following 04-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
744.54 |
750.11 |
PP |
743.99 |
748.44 |
S1 |
743.43 |
746.77 |
|