Trading Metrics calculated at close of trading on 10-Dec-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-1996 |
10-Dec-1996 |
Change |
Change % |
Previous Week |
Open |
6,381.94 |
6,463.94 |
82.00 |
1.3% |
6,521.70 |
High |
6,496.73 |
6,545.56 |
48.83 |
0.8% |
6,577.23 |
Low |
6,375.98 |
6,427.04 |
51.06 |
0.8% |
6,274.24 |
Close |
6,463.94 |
6,473.25 |
9.31 |
0.1% |
6,381.94 |
Range |
120.75 |
118.52 |
-2.23 |
-1.8% |
302.99 |
ATR |
117.48 |
117.55 |
0.07 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,837.51 |
6,773.90 |
6,538.44 |
|
R3 |
6,718.99 |
6,655.38 |
6,505.84 |
|
R2 |
6,600.47 |
6,600.47 |
6,494.98 |
|
R1 |
6,536.86 |
6,536.86 |
6,484.11 |
6,568.67 |
PP |
6,481.95 |
6,481.95 |
6,481.95 |
6,497.85 |
S1 |
6,418.34 |
6,418.34 |
6,462.39 |
6,450.15 |
S2 |
6,363.43 |
6,363.43 |
6,451.52 |
|
S3 |
6,244.91 |
6,299.82 |
6,440.66 |
|
S4 |
6,126.39 |
6,181.30 |
6,408.06 |
|
|
Weekly Pivots for week ending 06-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,320.11 |
7,154.01 |
6,548.58 |
|
R3 |
7,017.12 |
6,851.02 |
6,465.26 |
|
R2 |
6,714.13 |
6,714.13 |
6,437.49 |
|
R1 |
6,548.03 |
6,548.03 |
6,409.71 |
6,479.59 |
PP |
6,411.14 |
6,411.14 |
6,411.14 |
6,376.91 |
S1 |
6,245.04 |
6,245.04 |
6,354.17 |
6,176.60 |
S2 |
6,108.15 |
6,108.15 |
6,326.39 |
|
S3 |
5,805.16 |
5,942.05 |
6,298.62 |
|
S4 |
5,502.17 |
5,639.06 |
6,215.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,545.56 |
6,274.24 |
271.32 |
4.2% |
135.36 |
2.1% |
73% |
True |
False |
|
10 |
6,606.30 |
6,274.24 |
332.06 |
5.1% |
124.48 |
1.9% |
60% |
False |
False |
|
20 |
6,606.30 |
6,199.70 |
406.60 |
6.3% |
118.18 |
1.8% |
67% |
False |
False |
|
40 |
6,606.30 |
5,938.82 |
667.48 |
10.3% |
114.15 |
1.8% |
80% |
False |
False |
|
60 |
6,606.30 |
5,818.17 |
788.13 |
12.2% |
106.79 |
1.6% |
83% |
False |
False |
|
80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.3% |
101.45 |
1.6% |
87% |
False |
False |
|
100 |
6,606.30 |
5,244.83 |
1,361.47 |
21.0% |
100.88 |
1.6% |
90% |
False |
False |
|
120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.2% |
103.64 |
1.6% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,049.27 |
2.618 |
6,855.85 |
1.618 |
6,737.33 |
1.000 |
6,664.08 |
0.618 |
6,618.81 |
HIGH |
6,545.56 |
0.618 |
6,500.29 |
0.500 |
6,486.30 |
0.382 |
6,472.31 |
LOW |
6,427.04 |
0.618 |
6,353.79 |
1.000 |
6,308.52 |
1.618 |
6,235.27 |
2.618 |
6,116.75 |
4.250 |
5,923.33 |
|
|
Fisher Pivots for day following 10-Dec-1996 |
Pivot |
1 day |
3 day |
R1 |
6,486.30 |
6,452.13 |
PP |
6,481.95 |
6,431.02 |
S1 |
6,477.60 |
6,409.90 |
|