| Trading Metrics calculated at close of trading on 10-Dec-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-1996 |
10-Dec-1996 |
Change |
Change % |
Previous Week |
| Open |
827.21 |
848.96 |
21.75 |
2.6% |
844.63 |
| High |
856.66 |
869.71 |
13.05 |
1.5% |
855.79 |
| Low |
827.21 |
848.96 |
21.75 |
2.6% |
807.04 |
| Close |
856.64 |
848.96 |
-7.68 |
-0.9% |
827.21 |
| Range |
29.45 |
20.75 |
-8.70 |
-29.5% |
48.75 |
| ATR |
15.75 |
16.11 |
0.36 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
918.13 |
904.29 |
860.37 |
|
| R3 |
897.38 |
883.54 |
854.67 |
|
| R2 |
876.63 |
876.63 |
852.76 |
|
| R1 |
862.79 |
862.79 |
850.86 |
859.34 |
| PP |
855.88 |
855.88 |
855.88 |
854.15 |
| S1 |
842.04 |
842.04 |
847.06 |
838.59 |
| S2 |
835.13 |
835.13 |
845.16 |
|
| S3 |
814.38 |
821.29 |
843.25 |
|
| S4 |
793.63 |
800.54 |
837.55 |
|
|
| Weekly Pivots for week ending 06-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
976.26 |
950.49 |
854.02 |
|
| R3 |
927.51 |
901.74 |
840.62 |
|
| R2 |
878.76 |
878.76 |
836.15 |
|
| R1 |
852.99 |
852.99 |
831.68 |
841.50 |
| PP |
830.01 |
830.01 |
830.01 |
824.27 |
| S1 |
804.24 |
804.24 |
822.74 |
792.75 |
| S2 |
781.26 |
781.26 |
818.27 |
|
| S3 |
732.51 |
755.49 |
813.80 |
|
| S4 |
683.76 |
706.74 |
800.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
869.71 |
807.04 |
62.67 |
7.4% |
20.96 |
2.5% |
67% |
True |
False |
|
| 10 |
869.71 |
807.04 |
62.67 |
7.4% |
17.10 |
2.0% |
67% |
True |
False |
|
| 20 |
869.71 |
787.71 |
82.00 |
9.7% |
15.90 |
1.9% |
75% |
True |
False |
|
| 40 |
869.71 |
730.45 |
139.26 |
16.4% |
14.87 |
1.8% |
85% |
True |
False |
|
| 60 |
869.71 |
709.22 |
160.49 |
18.9% |
14.08 |
1.7% |
87% |
True |
False |
|
| 80 |
869.71 |
650.48 |
219.23 |
25.8% |
13.19 |
1.6% |
91% |
True |
False |
|
| 100 |
869.71 |
577.81 |
291.90 |
34.4% |
13.44 |
1.6% |
93% |
True |
False |
|
| 120 |
869.71 |
572.79 |
296.92 |
35.0% |
13.85 |
1.6% |
93% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
957.90 |
|
2.618 |
924.03 |
|
1.618 |
903.28 |
|
1.000 |
890.46 |
|
0.618 |
882.53 |
|
HIGH |
869.71 |
|
0.618 |
861.78 |
|
0.500 |
859.34 |
|
0.382 |
856.89 |
|
LOW |
848.96 |
|
0.618 |
836.14 |
|
1.000 |
828.21 |
|
1.618 |
815.39 |
|
2.618 |
794.64 |
|
4.250 |
760.77 |
|
|
| Fisher Pivots for day following 10-Dec-1996 |
| Pivot |
1 day |
3 day |
| R1 |
859.34 |
845.43 |
| PP |
855.88 |
841.90 |
| S1 |
852.42 |
838.38 |
|