| Trading Metrics calculated at close of trading on 23-Dec-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-1996 |
23-Dec-1996 |
Change |
Change % |
Previous Week |
| Open |
6,473.64 |
6,484.40 |
10.76 |
0.2% |
6,304.87 |
| High |
6,597.43 |
6,539.76 |
-57.67 |
-0.9% |
6,597.43 |
| Low |
6,445.19 |
6,428.27 |
-16.92 |
-0.3% |
6,206.83 |
| Close |
6,484.40 |
6,489.02 |
4.62 |
0.1% |
6,484.40 |
| Range |
152.24 |
111.49 |
-40.75 |
-26.8% |
390.60 |
| ATR |
133.02 |
131.48 |
-1.54 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,820.15 |
6,766.08 |
6,550.34 |
|
| R3 |
6,708.66 |
6,654.59 |
6,519.68 |
|
| R2 |
6,597.17 |
6,597.17 |
6,509.46 |
|
| R1 |
6,543.10 |
6,543.10 |
6,499.24 |
6,570.14 |
| PP |
6,485.68 |
6,485.68 |
6,485.68 |
6,499.20 |
| S1 |
6,431.61 |
6,431.61 |
6,478.80 |
6,458.65 |
| S2 |
6,374.19 |
6,374.19 |
6,468.58 |
|
| S3 |
6,262.70 |
6,320.12 |
6,458.36 |
|
| S4 |
6,151.21 |
6,208.63 |
6,427.70 |
|
|
| Weekly Pivots for week ending 20-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,601.35 |
7,433.48 |
6,699.23 |
|
| R3 |
7,210.75 |
7,042.88 |
6,591.82 |
|
| R2 |
6,820.15 |
6,820.15 |
6,556.01 |
|
| R1 |
6,652.28 |
6,652.28 |
6,520.21 |
6,736.22 |
| PP |
6,429.55 |
6,429.55 |
6,429.55 |
6,471.52 |
| S1 |
6,261.68 |
6,261.68 |
6,448.60 |
6,345.62 |
| S2 |
6,038.95 |
6,038.95 |
6,412.79 |
|
| S3 |
5,648.35 |
5,871.08 |
6,376.99 |
|
| S4 |
5,257.75 |
5,480.48 |
6,269.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,597.43 |
6,206.83 |
390.60 |
6.0% |
136.94 |
2.1% |
72% |
False |
False |
|
| 10 |
6,597.43 |
6,206.83 |
390.60 |
6.0% |
143.53 |
2.2% |
72% |
False |
False |
|
| 20 |
6,606.30 |
6,206.83 |
399.47 |
6.2% |
134.19 |
2.1% |
71% |
False |
False |
|
| 40 |
6,606.30 |
5,938.82 |
667.48 |
10.3% |
121.48 |
1.9% |
82% |
False |
False |
|
| 60 |
6,606.30 |
5,833.72 |
772.58 |
11.9% |
114.72 |
1.8% |
85% |
False |
False |
|
| 80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.3% |
108.88 |
1.7% |
89% |
False |
False |
|
| 100 |
6,606.30 |
5,550.37 |
1,055.93 |
16.3% |
103.92 |
1.6% |
89% |
False |
False |
|
| 120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.1% |
107.53 |
1.7% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,013.59 |
|
2.618 |
6,831.64 |
|
1.618 |
6,720.15 |
|
1.000 |
6,651.25 |
|
0.618 |
6,608.66 |
|
HIGH |
6,539.76 |
|
0.618 |
6,497.17 |
|
0.500 |
6,484.02 |
|
0.382 |
6,470.86 |
|
LOW |
6,428.27 |
|
0.618 |
6,359.37 |
|
1.000 |
6,316.78 |
|
1.618 |
6,247.88 |
|
2.618 |
6,136.39 |
|
4.250 |
5,954.44 |
|
|
| Fisher Pivots for day following 23-Dec-1996 |
| Pivot |
1 day |
3 day |
| R1 |
6,487.35 |
6,484.28 |
| PP |
6,485.68 |
6,479.53 |
| S1 |
6,484.02 |
6,474.79 |
|