| 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 |
566.29 |
563.28 |
-3.01 |
-0.5% |
599.38 |
| High |
571.06 |
563.28 |
-7.78 |
-1.4% |
602.39 |
| Low |
560.35 |
540.97 |
-19.38 |
-3.5% |
560.35 |
| Close |
563.28 |
548.04 |
-15.24 |
-2.7% |
563.28 |
| Range |
10.71 |
22.31 |
11.60 |
108.3% |
42.04 |
| ATR |
12.84 |
13.51 |
0.68 |
5.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Dec-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
617.69 |
605.18 |
560.31 |
|
| R3 |
595.38 |
582.87 |
554.18 |
|
| R2 |
573.07 |
573.07 |
552.13 |
|
| R1 |
560.56 |
560.56 |
550.09 |
555.66 |
| PP |
550.76 |
550.76 |
550.76 |
548.32 |
| S1 |
538.25 |
538.25 |
545.99 |
533.35 |
| S2 |
528.45 |
528.45 |
543.95 |
|
| S3 |
506.14 |
515.94 |
541.90 |
|
| S4 |
483.83 |
493.63 |
535.77 |
|
|
| Weekly Pivots for week ending 15-Dec-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
701.46 |
674.41 |
586.40 |
|
| R3 |
659.42 |
632.37 |
574.84 |
|
| R2 |
617.38 |
617.38 |
570.99 |
|
| R1 |
590.33 |
590.33 |
567.13 |
582.84 |
| PP |
575.34 |
575.34 |
575.34 |
571.59 |
| S1 |
548.29 |
548.29 |
559.43 |
540.80 |
| S2 |
533.30 |
533.30 |
555.57 |
|
| S3 |
491.26 |
506.25 |
551.72 |
|
| S4 |
449.22 |
464.21 |
540.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
597.35 |
540.97 |
56.38 |
10.3% |
15.30 |
2.8% |
13% |
False |
True |
|
| 10 |
602.39 |
540.97 |
61.42 |
11.2% |
13.32 |
2.4% |
12% |
False |
True |
|
| 20 |
604.79 |
540.97 |
63.82 |
11.6% |
13.63 |
2.5% |
11% |
False |
True |
|
| 40 |
623.53 |
540.97 |
82.56 |
15.1% |
12.91 |
2.4% |
9% |
False |
True |
|
| 60 |
623.53 |
527.89 |
95.64 |
17.5% |
13.62 |
2.5% |
21% |
False |
False |
|
| 80 |
623.53 |
527.89 |
95.64 |
17.5% |
12.76 |
2.3% |
21% |
False |
False |
|
| 100 |
623.53 |
527.89 |
95.64 |
17.5% |
12.26 |
2.2% |
21% |
False |
False |
|
| 120 |
623.53 |
527.89 |
95.64 |
17.5% |
12.12 |
2.2% |
21% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
658.10 |
|
2.618 |
621.69 |
|
1.618 |
599.38 |
|
1.000 |
585.59 |
|
0.618 |
577.07 |
|
HIGH |
563.28 |
|
0.618 |
554.76 |
|
0.500 |
552.13 |
|
0.382 |
549.49 |
|
LOW |
540.97 |
|
0.618 |
527.18 |
|
1.000 |
518.66 |
|
1.618 |
504.87 |
|
2.618 |
482.56 |
|
4.250 |
446.15 |
|
|
| Fisher Pivots for day following 18-Dec-1995 |
| Pivot |
1 day |
3 day |
| R1 |
552.13 |
565.56 |
| PP |
550.76 |
559.72 |
| S1 |
549.40 |
553.88 |
|