| Trading Metrics calculated at close of trading on 08-Jan-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-1996 |
08-Jan-1996 |
Change |
Change % |
Previous Week |
| Open |
563.48 |
565.14 |
1.66 |
0.3% |
576.23 |
| High |
568.85 |
568.23 |
-0.62 |
-0.1% |
586.32 |
| Low |
552.18 |
562.22 |
10.04 |
1.8% |
552.18 |
| Close |
565.14 |
563.15 |
-1.99 |
-0.4% |
565.14 |
| Range |
16.67 |
6.01 |
-10.66 |
-63.9% |
34.14 |
| ATR |
13.44 |
12.91 |
-0.53 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
582.56 |
578.87 |
566.46 |
|
| R3 |
576.55 |
572.86 |
564.80 |
|
| R2 |
570.54 |
570.54 |
564.25 |
|
| R1 |
566.85 |
566.85 |
563.70 |
565.69 |
| PP |
564.53 |
564.53 |
564.53 |
563.96 |
| S1 |
560.84 |
560.84 |
562.60 |
559.68 |
| S2 |
558.52 |
558.52 |
562.05 |
|
| S3 |
552.51 |
554.83 |
561.50 |
|
| S4 |
546.50 |
548.82 |
559.84 |
|
|
| Weekly Pivots for week ending 05-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
670.30 |
651.86 |
583.92 |
|
| R3 |
636.16 |
617.72 |
574.53 |
|
| R2 |
602.02 |
602.02 |
571.40 |
|
| R1 |
583.58 |
583.58 |
568.27 |
575.73 |
| PP |
567.88 |
567.88 |
567.88 |
563.96 |
| S1 |
549.44 |
549.44 |
562.01 |
541.59 |
| S2 |
533.74 |
533.74 |
558.88 |
|
| S3 |
499.60 |
515.30 |
555.75 |
|
| S4 |
465.46 |
481.16 |
546.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
586.32 |
552.18 |
34.14 |
6.1% |
14.58 |
2.6% |
32% |
False |
False |
|
| 10 |
587.81 |
552.18 |
35.63 |
6.3% |
10.63 |
1.9% |
31% |
False |
False |
|
| 20 |
602.39 |
540.97 |
61.42 |
10.9% |
13.03 |
2.3% |
36% |
False |
False |
|
| 40 |
621.00 |
540.97 |
80.03 |
14.2% |
13.08 |
2.3% |
28% |
False |
False |
|
| 60 |
623.53 |
540.97 |
82.56 |
14.7% |
12.78 |
2.3% |
27% |
False |
False |
|
| 80 |
623.53 |
527.89 |
95.64 |
17.0% |
13.16 |
2.3% |
37% |
False |
False |
|
| 100 |
623.53 |
527.89 |
95.64 |
17.0% |
12.63 |
2.2% |
37% |
False |
False |
|
| 120 |
623.53 |
527.89 |
95.64 |
17.0% |
12.39 |
2.2% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
593.77 |
|
2.618 |
583.96 |
|
1.618 |
577.95 |
|
1.000 |
574.24 |
|
0.618 |
571.94 |
|
HIGH |
568.23 |
|
0.618 |
565.93 |
|
0.500 |
565.23 |
|
0.382 |
564.52 |
|
LOW |
562.22 |
|
0.618 |
558.51 |
|
1.000 |
556.21 |
|
1.618 |
552.50 |
|
2.618 |
546.49 |
|
4.250 |
536.68 |
|
|
| Fisher Pivots for day following 08-Jan-1996 |
| Pivot |
1 day |
3 day |
| R1 |
565.23 |
563.89 |
| PP |
564.53 |
563.64 |
| S1 |
563.84 |
563.40 |
|