| Trading Metrics calculated at close of trading on 23-Dec-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-1996 |
23-Dec-1996 |
Change |
Change % |
Previous Week |
| Open |
843.72 |
834.05 |
-9.67 |
-1.1% |
828.45 |
| High |
853.19 |
837.25 |
-15.94 |
-1.9% |
853.19 |
| Low |
832.85 |
822.90 |
-9.95 |
-1.2% |
798.13 |
| Close |
834.05 |
824.79 |
-9.26 |
-1.1% |
834.05 |
| Range |
20.34 |
14.35 |
-5.99 |
-29.4% |
55.06 |
| ATR |
18.37 |
18.08 |
-0.29 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
871.36 |
862.43 |
832.68 |
|
| R3 |
857.01 |
848.08 |
828.74 |
|
| R2 |
842.66 |
842.66 |
827.42 |
|
| R1 |
833.73 |
833.73 |
826.11 |
831.02 |
| PP |
828.31 |
828.31 |
828.31 |
826.96 |
| S1 |
819.38 |
819.38 |
823.47 |
816.67 |
| S2 |
813.96 |
813.96 |
822.16 |
|
| S3 |
799.61 |
805.03 |
820.84 |
|
| S4 |
785.26 |
790.68 |
816.90 |
|
|
| Weekly Pivots for week ending 20-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
993.64 |
968.90 |
864.33 |
|
| R3 |
938.58 |
913.84 |
849.19 |
|
| R2 |
883.52 |
883.52 |
844.14 |
|
| R1 |
858.78 |
858.78 |
839.10 |
871.15 |
| PP |
828.46 |
828.46 |
828.46 |
834.64 |
| S1 |
803.72 |
803.72 |
829.00 |
816.09 |
| S2 |
773.40 |
773.40 |
823.96 |
|
| S3 |
718.34 |
748.66 |
818.91 |
|
| S4 |
663.28 |
693.60 |
803.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
853.19 |
798.13 |
55.06 |
6.7% |
16.41 |
2.0% |
48% |
False |
False |
|
| 10 |
873.00 |
798.13 |
74.87 |
9.1% |
20.60 |
2.5% |
36% |
False |
False |
|
| 20 |
873.00 |
798.13 |
74.87 |
9.1% |
18.23 |
2.2% |
36% |
False |
False |
|
| 40 |
873.00 |
730.45 |
142.55 |
17.3% |
16.19 |
2.0% |
66% |
False |
False |
|
| 60 |
873.00 |
727.14 |
145.86 |
17.7% |
15.27 |
1.9% |
67% |
False |
False |
|
| 80 |
873.00 |
650.48 |
222.52 |
27.0% |
14.60 |
1.8% |
78% |
False |
False |
|
| 100 |
873.00 |
650.48 |
222.52 |
27.0% |
13.67 |
1.7% |
78% |
False |
False |
|
| 120 |
873.00 |
572.79 |
300.21 |
36.4% |
14.57 |
1.8% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
898.24 |
|
2.618 |
874.82 |
|
1.618 |
860.47 |
|
1.000 |
851.60 |
|
0.618 |
846.12 |
|
HIGH |
837.25 |
|
0.618 |
831.77 |
|
0.500 |
830.08 |
|
0.382 |
828.38 |
|
LOW |
822.90 |
|
0.618 |
814.03 |
|
1.000 |
808.55 |
|
1.618 |
799.68 |
|
2.618 |
785.33 |
|
4.250 |
761.91 |
|
|
| Fisher Pivots for day following 23-Dec-1996 |
| Pivot |
1 day |
3 day |
| R1 |
830.08 |
838.05 |
| PP |
828.31 |
833.63 |
| S1 |
826.55 |
829.21 |
|