| Trading Metrics calculated at close of trading on 11-Dec-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-1996 |
11-Dec-1996 |
Change |
Change % |
Previous Week |
| Open |
848.96 |
848.96 |
0.00 |
0.0% |
844.63 |
| High |
869.71 |
858.20 |
-11.51 |
-1.3% |
855.79 |
| Low |
848.96 |
836.10 |
-12.86 |
-1.5% |
807.04 |
| Close |
848.96 |
856.38 |
7.42 |
0.9% |
827.21 |
| Range |
20.75 |
22.10 |
1.35 |
6.5% |
48.75 |
| ATR |
16.11 |
16.54 |
0.43 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
916.53 |
908.55 |
868.54 |
|
| R3 |
894.43 |
886.45 |
862.46 |
|
| R2 |
872.33 |
872.33 |
860.43 |
|
| R1 |
864.35 |
864.35 |
858.41 |
868.34 |
| PP |
850.23 |
850.23 |
850.23 |
852.22 |
| S1 |
842.25 |
842.25 |
854.35 |
846.24 |
| S2 |
828.13 |
828.13 |
852.33 |
|
| S3 |
806.03 |
820.15 |
850.30 |
|
| S4 |
783.93 |
798.05 |
844.23 |
|
|
| 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 |
7.3% |
22.12 |
2.6% |
79% |
False |
False |
|
| 10 |
869.71 |
807.04 |
62.67 |
7.3% |
17.69 |
2.1% |
79% |
False |
False |
|
| 20 |
869.71 |
787.71 |
82.00 |
9.6% |
16.12 |
1.9% |
84% |
False |
False |
|
| 40 |
869.71 |
730.45 |
139.26 |
16.3% |
15.01 |
1.8% |
90% |
False |
False |
|
| 60 |
869.71 |
716.72 |
152.99 |
17.9% |
14.20 |
1.7% |
91% |
False |
False |
|
| 80 |
869.71 |
650.48 |
219.23 |
25.6% |
13.40 |
1.6% |
94% |
False |
False |
|
| 100 |
869.71 |
577.81 |
291.90 |
34.1% |
13.52 |
1.6% |
95% |
False |
False |
|
| 120 |
869.71 |
572.79 |
296.92 |
34.7% |
13.96 |
1.6% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
952.13 |
|
2.618 |
916.06 |
|
1.618 |
893.96 |
|
1.000 |
880.30 |
|
0.618 |
871.86 |
|
HIGH |
858.20 |
|
0.618 |
849.76 |
|
0.500 |
847.15 |
|
0.382 |
844.54 |
|
LOW |
836.10 |
|
0.618 |
822.44 |
|
1.000 |
814.00 |
|
1.618 |
800.34 |
|
2.618 |
778.24 |
|
4.250 |
742.18 |
|
|
| Fisher Pivots for day following 11-Dec-1996 |
| Pivot |
1 day |
3 day |
| R1 |
853.30 |
853.74 |
| PP |
850.23 |
851.10 |
| S1 |
847.15 |
848.46 |
|