| Trading Metrics calculated at close of trading on 26-Dec-1991 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-1991 |
26-Dec-1991 |
Change |
Change % |
Previous Week |
| Open |
303.29 |
307.08 |
3.79 |
1.2% |
301.33 |
| High |
309.41 |
314.57 |
5.16 |
1.7% |
303.46 |
| Low |
303.29 |
307.08 |
3.79 |
1.2% |
294.13 |
| Close |
307.08 |
313.68 |
6.60 |
2.1% |
295.82 |
| Range |
6.12 |
7.49 |
1.37 |
22.4% |
9.33 |
| ATR |
4.99 |
5.17 |
0.18 |
3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Dec-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
334.25 |
331.45 |
317.80 |
|
| R3 |
326.76 |
323.96 |
315.74 |
|
| R2 |
319.27 |
319.27 |
315.05 |
|
| R1 |
316.47 |
316.47 |
314.37 |
317.87 |
| PP |
311.78 |
311.78 |
311.78 |
312.48 |
| S1 |
308.98 |
308.98 |
312.99 |
310.38 |
| S2 |
304.29 |
304.29 |
312.31 |
|
| S3 |
296.80 |
301.49 |
311.62 |
|
| S4 |
289.31 |
294.00 |
309.56 |
|
|
| Weekly Pivots for week ending 20-Dec-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
325.79 |
320.14 |
300.95 |
|
| R3 |
316.46 |
310.81 |
298.39 |
|
| R2 |
307.13 |
307.13 |
297.53 |
|
| R1 |
301.48 |
301.48 |
296.68 |
299.64 |
| PP |
297.80 |
297.80 |
297.80 |
296.89 |
| S1 |
292.15 |
292.15 |
294.96 |
290.31 |
| S2 |
288.47 |
288.47 |
294.11 |
|
| S3 |
279.14 |
282.82 |
293.25 |
|
| S4 |
269.81 |
273.49 |
290.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
314.57 |
294.13 |
20.44 |
6.5% |
6.40 |
2.0% |
96% |
True |
False |
|
| 10 |
314.57 |
294.13 |
20.44 |
6.5% |
5.02 |
1.6% |
96% |
True |
False |
|
| 20 |
314.57 |
281.09 |
33.48 |
10.7% |
4.86 |
1.5% |
97% |
True |
False |
|
| 40 |
314.57 |
277.90 |
36.67 |
11.7% |
5.07 |
1.6% |
98% |
True |
False |
|
| 60 |
314.57 |
276.51 |
38.06 |
12.1% |
4.72 |
1.5% |
98% |
True |
False |
|
| 80 |
314.57 |
276.32 |
38.25 |
12.2% |
4.55 |
1.5% |
98% |
True |
False |
|
| 100 |
314.57 |
263.55 |
51.02 |
16.3% |
4.53 |
1.4% |
98% |
True |
False |
|
| 120 |
314.57 |
249.99 |
64.58 |
20.6% |
4.41 |
1.4% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
346.40 |
|
2.618 |
334.18 |
|
1.618 |
326.69 |
|
1.000 |
322.06 |
|
0.618 |
319.20 |
|
HIGH |
314.57 |
|
0.618 |
311.71 |
|
0.500 |
310.83 |
|
0.382 |
309.94 |
|
LOW |
307.08 |
|
0.618 |
302.45 |
|
1.000 |
299.59 |
|
1.618 |
294.96 |
|
2.618 |
287.47 |
|
4.250 |
275.25 |
|
|
| Fisher Pivots for day following 26-Dec-1991 |
| Pivot |
1 day |
3 day |
| R1 |
312.73 |
310.78 |
| PP |
311.78 |
307.88 |
| S1 |
310.83 |
304.99 |
|