| Trading Metrics calculated at close of trading on 17-Jan-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-1996 |
17-Jan-1996 |
Change |
Change % |
Previous Week |
| Open |
534.44 |
546.05 |
11.61 |
2.2% |
565.14 |
| High |
546.47 |
555.70 |
9.23 |
1.7% |
568.23 |
| Low |
526.80 |
534.87 |
8.07 |
1.5% |
527.22 |
| Close |
546.05 |
545.51 |
-0.54 |
-0.1% |
552.71 |
| Range |
19.67 |
20.83 |
1.16 |
5.9% |
41.01 |
| ATR |
15.36 |
15.75 |
0.39 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
607.85 |
597.51 |
556.97 |
|
| R3 |
587.02 |
576.68 |
551.24 |
|
| R2 |
566.19 |
566.19 |
549.33 |
|
| R1 |
555.85 |
555.85 |
547.42 |
550.61 |
| PP |
545.36 |
545.36 |
545.36 |
542.74 |
| S1 |
535.02 |
535.02 |
543.60 |
529.78 |
| S2 |
524.53 |
524.53 |
541.69 |
|
| S3 |
503.70 |
514.19 |
539.78 |
|
| S4 |
482.87 |
493.36 |
534.05 |
|
|
| 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 |
558.96 |
526.80 |
32.16 |
5.9% |
18.68 |
3.4% |
58% |
False |
False |
|
| 10 |
575.60 |
526.80 |
48.80 |
8.9% |
18.59 |
3.4% |
38% |
False |
False |
|
| 20 |
587.81 |
526.80 |
61.01 |
11.2% |
15.26 |
2.8% |
31% |
False |
False |
|
| 40 |
604.79 |
526.80 |
77.99 |
14.3% |
14.45 |
2.6% |
24% |
False |
False |
|
| 60 |
623.53 |
526.80 |
96.73 |
17.7% |
13.70 |
2.5% |
19% |
False |
False |
|
| 80 |
623.53 |
526.80 |
96.73 |
17.7% |
14.03 |
2.6% |
19% |
False |
False |
|
| 100 |
623.53 |
526.80 |
96.73 |
17.7% |
13.26 |
2.4% |
19% |
False |
False |
|
| 120 |
623.53 |
526.80 |
96.73 |
17.7% |
12.76 |
2.3% |
19% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
644.23 |
|
2.618 |
610.23 |
|
1.618 |
589.40 |
|
1.000 |
576.53 |
|
0.618 |
568.57 |
|
HIGH |
555.70 |
|
0.618 |
547.74 |
|
0.500 |
545.29 |
|
0.382 |
542.83 |
|
LOW |
534.87 |
|
0.618 |
522.00 |
|
1.000 |
514.04 |
|
1.618 |
501.17 |
|
2.618 |
480.34 |
|
4.250 |
446.34 |
|
|
| Fisher Pivots for day following 17-Jan-1996 |
| Pivot |
1 day |
3 day |
| R1 |
545.44 |
544.09 |
| PP |
545.36 |
542.67 |
| S1 |
545.29 |
541.25 |
|