| Trading Metrics calculated at close of trading on 05-Dec-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-1996 |
05-Dec-1996 |
Change |
Change % |
Previous Week |
| Open |
6,442.69 |
6,422.94 |
-19.75 |
-0.3% |
6,471.76 |
| High |
6,482.20 |
6,491.14 |
8.94 |
0.1% |
6,606.30 |
| Low |
6,339.46 |
6,363.31 |
23.85 |
0.4% |
6,443.44 |
| Close |
6,422.94 |
6,437.10 |
14.16 |
0.2% |
6,521.70 |
| Range |
142.74 |
127.83 |
-14.91 |
-10.4% |
162.86 |
| ATR |
112.29 |
113.40 |
1.11 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,814.01 |
6,753.38 |
6,507.41 |
|
| R3 |
6,686.18 |
6,625.55 |
6,472.25 |
|
| R2 |
6,558.35 |
6,558.35 |
6,460.54 |
|
| R1 |
6,497.72 |
6,497.72 |
6,448.82 |
6,528.04 |
| PP |
6,430.52 |
6,430.52 |
6,430.52 |
6,445.67 |
| S1 |
6,369.89 |
6,369.89 |
6,425.38 |
6,400.21 |
| S2 |
6,302.69 |
6,302.69 |
6,413.66 |
|
| S3 |
6,174.86 |
6,242.06 |
6,401.95 |
|
| S4 |
6,047.03 |
6,114.23 |
6,366.79 |
|
|
| 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 |
6,577.23 |
6,339.46 |
237.77 |
3.7% |
119.86 |
1.9% |
41% |
False |
False |
|
| 10 |
6,606.30 |
6,339.46 |
266.84 |
4.1% |
115.01 |
1.8% |
37% |
False |
False |
|
| 20 |
6,606.30 |
6,130.38 |
475.92 |
7.4% |
112.81 |
1.8% |
64% |
False |
False |
|
| 40 |
6,606.30 |
5,876.58 |
729.72 |
11.3% |
110.47 |
1.7% |
77% |
False |
False |
|
| 60 |
6,606.30 |
5,739.76 |
866.54 |
13.5% |
104.31 |
1.6% |
80% |
False |
False |
|
| 80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.4% |
99.19 |
1.5% |
84% |
False |
False |
|
| 100 |
6,606.30 |
5,244.83 |
1,361.47 |
21.2% |
100.67 |
1.6% |
88% |
False |
False |
|
| 120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.3% |
102.53 |
1.6% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,034.42 |
|
2.618 |
6,825.80 |
|
1.618 |
6,697.97 |
|
1.000 |
6,618.97 |
|
0.618 |
6,570.14 |
|
HIGH |
6,491.14 |
|
0.618 |
6,442.31 |
|
0.500 |
6,427.23 |
|
0.382 |
6,412.14 |
|
LOW |
6,363.31 |
|
0.618 |
6,284.31 |
|
1.000 |
6,235.48 |
|
1.618 |
6,156.48 |
|
2.618 |
6,028.65 |
|
4.250 |
5,820.03 |
|
|
| Fisher Pivots for day following 05-Dec-1996 |
| Pivot |
1 day |
3 day |
| R1 |
6,433.81 |
6,458.35 |
| PP |
6,430.52 |
6,451.26 |
| S1 |
6,427.23 |
6,444.18 |
|