| Trading Metrics calculated at close of trading on 26-Dec-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-1996 |
26-Dec-1996 |
Change |
Change % |
Previous Week |
| Open |
835.40 |
835.40 |
0.00 |
0.0% |
828.45 |
| High |
835.40 |
843.59 |
8.19 |
1.0% |
853.19 |
| Low |
822.00 |
835.40 |
13.40 |
1.6% |
798.13 |
| Close |
835.40 |
842.98 |
7.58 |
0.9% |
834.05 |
| Range |
13.40 |
8.19 |
-5.21 |
-38.9% |
55.06 |
| ATR |
17.75 |
17.07 |
-0.68 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865.23 |
862.29 |
847.48 |
|
| R3 |
857.04 |
854.10 |
845.23 |
|
| R2 |
848.85 |
848.85 |
844.48 |
|
| R1 |
845.91 |
845.91 |
843.73 |
847.38 |
| PP |
840.66 |
840.66 |
840.66 |
841.39 |
| S1 |
837.72 |
837.72 |
842.23 |
839.19 |
| S2 |
832.47 |
832.47 |
841.48 |
|
| S3 |
824.28 |
829.53 |
840.73 |
|
| S4 |
816.09 |
821.34 |
838.48 |
|
|
| 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 |
822.00 |
31.19 |
3.7% |
13.25 |
1.6% |
67% |
False |
False |
|
| 10 |
873.00 |
798.13 |
74.87 |
8.9% |
18.47 |
2.2% |
60% |
False |
False |
|
| 20 |
873.00 |
798.13 |
74.87 |
8.9% |
18.08 |
2.1% |
60% |
False |
False |
|
| 40 |
873.00 |
731.21 |
141.79 |
16.8% |
15.97 |
1.9% |
79% |
False |
False |
|
| 60 |
873.00 |
730.45 |
142.55 |
16.9% |
15.22 |
1.8% |
79% |
False |
False |
|
| 80 |
873.00 |
652.29 |
220.71 |
26.2% |
14.51 |
1.7% |
86% |
False |
False |
|
| 100 |
873.00 |
650.48 |
222.52 |
26.4% |
13.59 |
1.6% |
87% |
False |
False |
|
| 120 |
873.00 |
572.79 |
300.21 |
35.6% |
14.53 |
1.7% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
878.40 |
|
2.618 |
865.03 |
|
1.618 |
856.84 |
|
1.000 |
851.78 |
|
0.618 |
848.65 |
|
HIGH |
843.59 |
|
0.618 |
840.46 |
|
0.500 |
839.50 |
|
0.382 |
838.53 |
|
LOW |
835.40 |
|
0.618 |
830.34 |
|
1.000 |
827.21 |
|
1.618 |
822.15 |
|
2.618 |
813.96 |
|
4.250 |
800.59 |
|
|
| Fisher Pivots for day following 26-Dec-1996 |
| Pivot |
1 day |
3 day |
| R1 |
841.82 |
839.59 |
| PP |
840.66 |
836.19 |
| S1 |
839.50 |
832.80 |
|