| Trading Metrics calculated at close of trading on 15-Jan-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-1996 |
15-Jan-1996 |
Change |
Change % |
Previous Week |
| Open |
555.20 |
552.75 |
-2.45 |
-0.4% |
565.14 |
| High |
558.96 |
554.36 |
-4.60 |
-0.8% |
568.23 |
| Low |
546.71 |
533.65 |
-13.06 |
-2.4% |
527.22 |
| Close |
552.71 |
534.44 |
-18.27 |
-3.3% |
552.71 |
| Range |
12.25 |
20.71 |
8.46 |
69.1% |
41.01 |
| ATR |
14.59 |
15.03 |
0.44 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
602.95 |
589.40 |
545.83 |
|
| R3 |
582.24 |
568.69 |
540.14 |
|
| R2 |
561.53 |
561.53 |
538.24 |
|
| R1 |
547.98 |
547.98 |
536.34 |
544.40 |
| PP |
540.82 |
540.82 |
540.82 |
539.03 |
| S1 |
527.27 |
527.27 |
532.54 |
523.69 |
| S2 |
520.11 |
520.11 |
530.64 |
|
| S3 |
499.40 |
506.56 |
528.74 |
|
| S4 |
478.69 |
485.85 |
523.05 |
|
|
| 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 |
562.48 |
527.22 |
35.26 |
6.6% |
19.97 |
3.7% |
20% |
False |
False |
|
| 10 |
586.32 |
527.22 |
59.10 |
11.1% |
17.27 |
3.2% |
12% |
False |
False |
|
| 20 |
587.81 |
527.22 |
60.59 |
11.3% |
14.89 |
2.8% |
12% |
False |
False |
|
| 40 |
604.79 |
527.22 |
77.57 |
14.5% |
13.87 |
2.6% |
9% |
False |
False |
|
| 60 |
623.53 |
527.22 |
96.31 |
18.0% |
13.41 |
2.5% |
7% |
False |
False |
|
| 80 |
623.53 |
527.22 |
96.31 |
18.0% |
13.75 |
2.6% |
7% |
False |
False |
|
| 100 |
623.53 |
527.22 |
96.31 |
18.0% |
13.03 |
2.4% |
7% |
False |
False |
|
| 120 |
623.53 |
527.22 |
96.31 |
18.0% |
12.57 |
2.4% |
7% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
642.38 |
|
2.618 |
608.58 |
|
1.618 |
587.87 |
|
1.000 |
575.07 |
|
0.618 |
567.16 |
|
HIGH |
554.36 |
|
0.618 |
546.45 |
|
0.500 |
544.01 |
|
0.382 |
541.56 |
|
LOW |
533.65 |
|
0.618 |
520.85 |
|
1.000 |
512.94 |
|
1.618 |
500.14 |
|
2.618 |
479.43 |
|
4.250 |
445.63 |
|
|
| Fisher Pivots for day following 15-Jan-1996 |
| Pivot |
1 day |
3 day |
| R1 |
544.01 |
546.31 |
| PP |
540.82 |
542.35 |
| S1 |
537.63 |
538.40 |
|