| Trading Metrics calculated at close of trading on 02-Dec-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-1996 |
02-Dec-1996 |
Change |
Change % |
Previous Week |
| Open |
6,499.34 |
6,521.70 |
22.36 |
0.3% |
6,471.76 |
| High |
6,551.15 |
6,553.01 |
1.86 |
0.0% |
6,606.30 |
| Low |
6,490.40 |
6,439.34 |
-51.06 |
-0.8% |
6,443.44 |
| Close |
6,521.70 |
6,521.70 |
0.00 |
0.0% |
6,521.70 |
| Range |
60.75 |
113.67 |
52.92 |
87.1% |
162.86 |
| ATR |
105.99 |
106.54 |
0.55 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,845.69 |
6,797.37 |
6,584.22 |
|
| R3 |
6,732.02 |
6,683.70 |
6,552.96 |
|
| R2 |
6,618.35 |
6,618.35 |
6,542.54 |
|
| R1 |
6,570.03 |
6,570.03 |
6,532.12 |
6,578.54 |
| PP |
6,504.68 |
6,504.68 |
6,504.68 |
6,508.94 |
| S1 |
6,456.36 |
6,456.36 |
6,511.28 |
6,464.87 |
| S2 |
6,391.01 |
6,391.01 |
6,500.86 |
|
| S3 |
6,277.34 |
6,342.69 |
6,490.44 |
|
| S4 |
6,163.67 |
6,229.02 |
6,459.18 |
|
|
| Weekly Pivots for week ending 29-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,012.39 |
6,929.91 |
6,611.27 |
|
| R3 |
6,849.53 |
6,767.05 |
6,566.49 |
|
| R2 |
6,686.67 |
6,686.67 |
6,551.56 |
|
| R1 |
6,604.19 |
6,604.19 |
6,536.63 |
6,645.43 |
| PP |
6,523.81 |
6,523.81 |
6,523.81 |
6,544.44 |
| S1 |
6,441.33 |
6,441.33 |
6,506.77 |
6,482.57 |
| S2 |
6,360.95 |
6,360.95 |
6,491.84 |
|
| S3 |
6,198.09 |
6,278.47 |
6,476.91 |
|
| S4 |
6,035.23 |
6,115.61 |
6,432.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,606.30 |
6,439.34 |
166.96 |
2.6% |
107.19 |
1.6% |
49% |
False |
True |
|
| 10 |
6,606.30 |
6,297.34 |
308.96 |
4.7% |
105.21 |
1.6% |
73% |
False |
False |
|
| 20 |
6,606.30 |
5,981.30 |
625.00 |
9.6% |
108.47 |
1.7% |
86% |
False |
False |
|
| 40 |
6,606.30 |
5,876.58 |
729.72 |
11.2% |
106.73 |
1.6% |
88% |
False |
False |
|
| 60 |
6,606.30 |
5,662.08 |
944.22 |
14.5% |
101.58 |
1.6% |
91% |
False |
False |
|
| 80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.2% |
97.45 |
1.5% |
92% |
False |
False |
|
| 100 |
6,606.30 |
5,170.11 |
1,436.19 |
22.0% |
102.19 |
1.6% |
94% |
False |
False |
|
| 120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.0% |
101.03 |
1.5% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,036.11 |
|
2.618 |
6,850.60 |
|
1.618 |
6,736.93 |
|
1.000 |
6,666.68 |
|
0.618 |
6,623.26 |
|
HIGH |
6,553.01 |
|
0.618 |
6,509.59 |
|
0.500 |
6,496.18 |
|
0.382 |
6,482.76 |
|
LOW |
6,439.34 |
|
0.618 |
6,369.09 |
|
1.000 |
6,325.67 |
|
1.618 |
6,255.42 |
|
2.618 |
6,141.75 |
|
4.250 |
5,956.24 |
|
|
| Fisher Pivots for day following 02-Dec-1996 |
| Pivot |
1 day |
3 day |
| R1 |
6,513.19 |
6,515.43 |
| PP |
6,504.68 |
6,509.16 |
| S1 |
6,496.18 |
6,502.89 |
|