| Trading Metrics calculated at close of trading on 12-Dec-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-1996 |
12-Dec-1996 |
Change |
Change % |
Previous Week |
| Open |
6,473.25 |
6,402.52 |
-70.73 |
-1.1% |
6,521.70 |
| High |
6,457.88 |
6,465.57 |
7.69 |
0.1% |
6,577.23 |
| Low |
6,317.94 |
6,283.72 |
-34.22 |
-0.5% |
6,274.24 |
| Close |
6,402.52 |
6,303.71 |
-98.81 |
-1.5% |
6,381.94 |
| Range |
139.94 |
181.85 |
41.91 |
29.9% |
302.99 |
| ATR |
120.25 |
124.65 |
4.40 |
3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,896.55 |
6,781.98 |
6,403.73 |
|
| R3 |
6,714.70 |
6,600.13 |
6,353.72 |
|
| R2 |
6,532.85 |
6,532.85 |
6,337.05 |
|
| R1 |
6,418.28 |
6,418.28 |
6,320.38 |
6,384.64 |
| PP |
6,351.00 |
6,351.00 |
6,351.00 |
6,334.18 |
| S1 |
6,236.43 |
6,236.43 |
6,287.04 |
6,202.79 |
| S2 |
6,169.15 |
6,169.15 |
6,270.37 |
|
| S3 |
5,987.30 |
6,054.58 |
6,253.70 |
|
| S4 |
5,805.45 |
5,872.73 |
6,203.69 |
|
|
| 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 |
4.3% |
145.60 |
2.3% |
11% |
False |
False |
|
| 10 |
6,577.23 |
6,274.24 |
302.99 |
4.8% |
132.73 |
2.1% |
10% |
False |
False |
|
| 20 |
6,606.30 |
6,232.50 |
373.80 |
5.9% |
123.01 |
2.0% |
19% |
False |
False |
|
| 40 |
6,606.30 |
5,938.82 |
667.48 |
10.6% |
116.22 |
1.8% |
55% |
False |
False |
|
| 60 |
6,606.30 |
5,818.17 |
788.13 |
12.5% |
109.14 |
1.7% |
62% |
False |
False |
|
| 80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.8% |
103.70 |
1.6% |
71% |
False |
False |
|
| 100 |
6,606.30 |
5,244.83 |
1,361.47 |
21.6% |
101.76 |
1.6% |
78% |
False |
False |
|
| 120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.8% |
104.94 |
1.7% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,238.43 |
|
2.618 |
6,941.65 |
|
1.618 |
6,759.80 |
|
1.000 |
6,647.42 |
|
0.618 |
6,577.95 |
|
HIGH |
6,465.57 |
|
0.618 |
6,396.10 |
|
0.500 |
6,374.65 |
|
0.382 |
6,353.19 |
|
LOW |
6,283.72 |
|
0.618 |
6,171.34 |
|
1.000 |
6,101.87 |
|
1.618 |
5,989.49 |
|
2.618 |
5,807.64 |
|
4.250 |
5,510.86 |
|
|
| Fisher Pivots for day following 12-Dec-1996 |
| Pivot |
1 day |
3 day |
| R1 |
6,374.65 |
6,414.64 |
| PP |
6,351.00 |
6,377.66 |
| S1 |
6,327.36 |
6,340.69 |
|