| Trading Metrics calculated at close of trading on 16-Jan-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-1996 |
16-Jan-1996 |
Change |
Change % |
Previous Week |
| Open |
552.75 |
534.44 |
-18.31 |
-3.3% |
565.14 |
| High |
554.36 |
546.47 |
-7.89 |
-1.4% |
568.23 |
| Low |
533.65 |
526.80 |
-6.85 |
-1.3% |
527.22 |
| Close |
534.44 |
546.05 |
11.61 |
2.2% |
552.71 |
| Range |
20.71 |
19.67 |
-1.04 |
-5.0% |
41.01 |
| ATR |
15.03 |
15.36 |
0.33 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
598.78 |
592.09 |
556.87 |
|
| R3 |
579.11 |
572.42 |
551.46 |
|
| R2 |
559.44 |
559.44 |
549.66 |
|
| R1 |
552.75 |
552.75 |
547.85 |
556.10 |
| PP |
539.77 |
539.77 |
539.77 |
541.45 |
| S1 |
533.08 |
533.08 |
544.25 |
536.43 |
| S2 |
520.10 |
520.10 |
542.44 |
|
| S3 |
500.43 |
513.41 |
540.64 |
|
| S4 |
480.76 |
493.74 |
535.23 |
|
|
| 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 |
558.96 |
526.80 |
32.16 |
5.9% |
18.11 |
3.3% |
60% |
False |
True |
|
| 10 |
586.32 |
526.80 |
59.52 |
10.9% |
18.00 |
3.3% |
32% |
False |
True |
|
| 20 |
587.81 |
526.80 |
61.01 |
11.2% |
15.34 |
2.8% |
32% |
False |
True |
|
| 40 |
604.79 |
526.80 |
77.99 |
14.3% |
14.10 |
2.6% |
25% |
False |
True |
|
| 60 |
623.53 |
526.80 |
96.73 |
17.7% |
13.54 |
2.5% |
20% |
False |
True |
|
| 80 |
623.53 |
526.80 |
96.73 |
17.7% |
13.87 |
2.5% |
20% |
False |
True |
|
| 100 |
623.53 |
526.80 |
96.73 |
17.7% |
13.16 |
2.4% |
20% |
False |
True |
|
| 120 |
623.53 |
526.80 |
96.73 |
17.7% |
12.67 |
2.3% |
20% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
630.07 |
|
2.618 |
597.97 |
|
1.618 |
578.30 |
|
1.000 |
566.14 |
|
0.618 |
558.63 |
|
HIGH |
546.47 |
|
0.618 |
538.96 |
|
0.500 |
536.64 |
|
0.382 |
534.31 |
|
LOW |
526.80 |
|
0.618 |
514.64 |
|
1.000 |
507.13 |
|
1.618 |
494.97 |
|
2.618 |
475.30 |
|
4.250 |
443.20 |
|
|
| Fisher Pivots for day following 16-Jan-1996 |
| Pivot |
1 day |
3 day |
| R1 |
542.91 |
544.99 |
| PP |
539.77 |
543.94 |
| S1 |
536.64 |
542.88 |
|