| Trading Metrics calculated at close of trading on 12-Jan-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-1996 |
12-Jan-1996 |
Change |
Change % |
Previous Week |
| Open |
535.29 |
555.20 |
19.91 |
3.7% |
565.14 |
| High |
555.22 |
558.96 |
3.74 |
0.7% |
568.23 |
| Low |
535.29 |
546.71 |
11.42 |
2.1% |
527.22 |
| Close |
555.20 |
552.71 |
-2.49 |
-0.4% |
552.71 |
| Range |
19.93 |
12.25 |
-7.68 |
-38.5% |
41.01 |
| ATR |
14.77 |
14.59 |
-0.18 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
589.54 |
583.38 |
559.45 |
|
| R3 |
577.29 |
571.13 |
556.08 |
|
| R2 |
565.04 |
565.04 |
554.96 |
|
| R1 |
558.88 |
558.88 |
553.83 |
555.84 |
| PP |
552.79 |
552.79 |
552.79 |
551.27 |
| S1 |
546.63 |
546.63 |
551.59 |
543.59 |
| S2 |
540.54 |
540.54 |
550.46 |
|
| S3 |
528.29 |
534.38 |
549.34 |
|
| S4 |
516.04 |
522.13 |
545.97 |
|
|
| Weekly Pivots for week ending 12-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
672.42 |
653.57 |
575.27 |
|
| R3 |
631.41 |
612.56 |
563.99 |
|
| R2 |
590.40 |
590.40 |
560.23 |
|
| R1 |
571.55 |
571.55 |
556.47 |
560.47 |
| PP |
549.39 |
549.39 |
549.39 |
543.85 |
| S1 |
530.54 |
530.54 |
548.95 |
519.46 |
| S2 |
508.38 |
508.38 |
545.19 |
|
| S3 |
467.37 |
489.53 |
541.43 |
|
| S4 |
426.36 |
448.52 |
530.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
568.23 |
527.22 |
41.01 |
7.4% |
17.03 |
3.1% |
62% |
False |
False |
|
| 10 |
586.32 |
527.22 |
59.10 |
10.7% |
15.96 |
2.9% |
43% |
False |
False |
|
| 20 |
590.14 |
527.22 |
62.92 |
11.4% |
15.05 |
2.7% |
41% |
False |
False |
|
| 40 |
604.79 |
527.22 |
77.57 |
14.0% |
13.72 |
2.5% |
33% |
False |
False |
|
| 60 |
623.53 |
527.22 |
96.31 |
17.4% |
13.33 |
2.4% |
26% |
False |
False |
|
| 80 |
623.53 |
527.22 |
96.31 |
17.4% |
13.58 |
2.5% |
26% |
False |
False |
|
| 100 |
623.53 |
527.22 |
96.31 |
17.4% |
12.95 |
2.3% |
26% |
False |
False |
|
| 120 |
623.53 |
527.22 |
96.31 |
17.4% |
12.51 |
2.3% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
611.02 |
|
2.618 |
591.03 |
|
1.618 |
578.78 |
|
1.000 |
571.21 |
|
0.618 |
566.53 |
|
HIGH |
558.96 |
|
0.618 |
554.28 |
|
0.500 |
552.84 |
|
0.382 |
551.39 |
|
LOW |
546.71 |
|
0.618 |
539.14 |
|
1.000 |
534.46 |
|
1.618 |
526.89 |
|
2.618 |
514.64 |
|
4.250 |
494.65 |
|
|
| Fisher Pivots for day following 12-Jan-1996 |
| Pivot |
1 day |
3 day |
| R1 |
552.84 |
549.50 |
| PP |
552.79 |
546.30 |
| S1 |
552.75 |
543.09 |
|