| Trading Metrics calculated at close of trading on 27-Dec-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-1995 |
27-Dec-1995 |
Change |
Change % |
Previous Week |
| Open |
585.18 |
585.09 |
-0.09 |
0.0% |
563.28 |
| High |
586.58 |
587.81 |
1.23 |
0.2% |
585.44 |
| Low |
582.59 |
580.01 |
-2.58 |
-0.4% |
540.97 |
| Close |
585.09 |
580.37 |
-4.72 |
-0.8% |
585.18 |
| Range |
3.99 |
7.80 |
3.81 |
95.5% |
44.47 |
| ATR |
13.23 |
12.85 |
-0.39 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
606.13 |
601.05 |
584.66 |
|
| R3 |
598.33 |
593.25 |
582.52 |
|
| R2 |
590.53 |
590.53 |
581.80 |
|
| R1 |
585.45 |
585.45 |
581.09 |
584.09 |
| PP |
582.73 |
582.73 |
582.73 |
582.05 |
| S1 |
577.65 |
577.65 |
579.66 |
576.29 |
| S2 |
574.93 |
574.93 |
578.94 |
|
| S3 |
567.13 |
569.85 |
578.23 |
|
| S4 |
559.33 |
562.05 |
576.08 |
|
|
| Weekly Pivots for week ending 22-Dec-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
703.94 |
689.03 |
609.64 |
|
| R3 |
659.47 |
644.56 |
597.41 |
|
| R2 |
615.00 |
615.00 |
593.33 |
|
| R1 |
600.09 |
600.09 |
589.26 |
607.55 |
| PP |
570.53 |
570.53 |
570.53 |
574.26 |
| S1 |
555.62 |
555.62 |
581.10 |
563.08 |
| S2 |
526.06 |
526.06 |
577.03 |
|
| S3 |
481.59 |
511.15 |
572.95 |
|
| S4 |
437.12 |
466.68 |
560.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
587.81 |
565.08 |
22.73 |
3.9% |
9.62 |
1.7% |
67% |
True |
False |
|
| 10 |
590.69 |
540.97 |
49.72 |
8.6% |
13.87 |
2.4% |
79% |
False |
False |
|
| 20 |
604.79 |
540.97 |
63.82 |
11.0% |
12.77 |
2.2% |
62% |
False |
False |
|
| 40 |
623.53 |
540.97 |
82.56 |
14.2% |
13.08 |
2.3% |
48% |
False |
False |
|
| 60 |
623.53 |
527.89 |
95.64 |
16.5% |
13.27 |
2.3% |
55% |
False |
False |
|
| 80 |
623.53 |
527.89 |
95.64 |
16.5% |
12.93 |
2.2% |
55% |
False |
False |
|
| 100 |
623.53 |
527.89 |
95.64 |
16.5% |
12.25 |
2.1% |
55% |
False |
False |
|
| 120 |
623.53 |
527.89 |
95.64 |
16.5% |
12.40 |
2.1% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
620.96 |
|
2.618 |
608.23 |
|
1.618 |
600.43 |
|
1.000 |
595.61 |
|
0.618 |
592.63 |
|
HIGH |
587.81 |
|
0.618 |
584.83 |
|
0.500 |
583.91 |
|
0.382 |
582.99 |
|
LOW |
580.01 |
|
0.618 |
575.19 |
|
1.000 |
572.21 |
|
1.618 |
567.39 |
|
2.618 |
559.59 |
|
4.250 |
546.86 |
|
|
| Fisher Pivots for day following 27-Dec-1995 |
| Pivot |
1 day |
3 day |
| R1 |
583.91 |
583.91 |
| PP |
582.73 |
582.73 |
| S1 |
581.55 |
581.55 |
|