| Trading Metrics calculated at close of trading on 18-Dec-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-1996 |
18-Dec-1996 |
Change |
Change % |
Previous Week |
| Open |
804.62 |
815.79 |
11.17 |
1.4% |
827.21 |
| High |
816.28 |
835.15 |
18.87 |
2.3% |
873.00 |
| Low |
798.13 |
815.92 |
17.79 |
2.2% |
825.49 |
| Close |
815.79 |
834.13 |
18.34 |
2.2% |
828.45 |
| Range |
18.15 |
19.23 |
1.08 |
6.0% |
47.51 |
| ATR |
18.61 |
18.67 |
0.05 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
886.09 |
879.34 |
844.71 |
|
| R3 |
866.86 |
860.11 |
839.42 |
|
| R2 |
847.63 |
847.63 |
837.66 |
|
| R1 |
840.88 |
840.88 |
835.89 |
844.26 |
| PP |
828.40 |
828.40 |
828.40 |
830.09 |
| S1 |
821.65 |
821.65 |
832.37 |
825.03 |
| S2 |
809.17 |
809.17 |
830.60 |
|
| S3 |
789.94 |
802.42 |
828.84 |
|
| S4 |
770.71 |
783.19 |
823.55 |
|
|
| Weekly Pivots for week ending 13-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
984.84 |
954.16 |
854.58 |
|
| R3 |
937.33 |
906.65 |
841.52 |
|
| R2 |
889.82 |
889.82 |
837.16 |
|
| R1 |
859.14 |
859.14 |
832.81 |
874.48 |
| PP |
842.31 |
842.31 |
842.31 |
849.99 |
| S1 |
811.63 |
811.63 |
824.09 |
826.97 |
| S2 |
794.80 |
794.80 |
819.74 |
|
| S3 |
747.29 |
764.12 |
815.38 |
|
| S4 |
699.78 |
716.61 |
802.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
873.00 |
798.13 |
74.87 |
9.0% |
23.69 |
2.8% |
48% |
False |
False |
|
| 10 |
873.00 |
798.13 |
74.87 |
9.0% |
22.90 |
2.7% |
48% |
False |
False |
|
| 20 |
873.00 |
798.13 |
74.87 |
9.0% |
18.33 |
2.2% |
48% |
False |
False |
|
| 40 |
873.00 |
730.45 |
142.55 |
17.1% |
16.11 |
1.9% |
73% |
False |
False |
|
| 60 |
873.00 |
727.14 |
145.86 |
17.5% |
15.07 |
1.8% |
73% |
False |
False |
|
| 80 |
873.00 |
650.48 |
222.52 |
26.7% |
14.29 |
1.7% |
83% |
False |
False |
|
| 100 |
873.00 |
617.68 |
255.32 |
30.6% |
13.63 |
1.6% |
85% |
False |
False |
|
| 120 |
873.00 |
572.79 |
300.21 |
36.0% |
14.40 |
1.7% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
916.88 |
|
2.618 |
885.49 |
|
1.618 |
866.26 |
|
1.000 |
854.38 |
|
0.618 |
847.03 |
|
HIGH |
835.15 |
|
0.618 |
827.80 |
|
0.500 |
825.54 |
|
0.382 |
823.27 |
|
LOW |
815.92 |
|
0.618 |
804.04 |
|
1.000 |
796.69 |
|
1.618 |
784.81 |
|
2.618 |
765.58 |
|
4.250 |
734.19 |
|
|
| Fisher Pivots for day following 18-Dec-1996 |
| Pivot |
1 day |
3 day |
| R1 |
831.27 |
828.52 |
| PP |
828.40 |
822.90 |
| S1 |
825.54 |
817.29 |
|