| Trading Metrics calculated at close of trading on 30-Dec-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-1996 |
30-Dec-1996 |
Change |
Change % |
Previous Week |
| Open |
6,546.68 |
6,560.91 |
14.23 |
0.2% |
6,484.40 |
| High |
6,607.81 |
6,623.96 |
16.15 |
0.2% |
6,607.81 |
| Low |
6,510.93 |
6,518.23 |
7.30 |
0.1% |
6,428.27 |
| Close |
6,560.91 |
6,549.37 |
-11.54 |
-0.2% |
6,560.91 |
| Range |
96.88 |
105.73 |
8.85 |
9.1% |
179.54 |
| ATR |
123.65 |
122.37 |
-1.28 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,881.04 |
6,820.94 |
6,607.52 |
|
| R3 |
6,775.31 |
6,715.21 |
6,578.45 |
|
| R2 |
6,669.58 |
6,669.58 |
6,568.75 |
|
| R1 |
6,609.48 |
6,609.48 |
6,559.06 |
6,586.67 |
| PP |
6,563.85 |
6,563.85 |
6,563.85 |
6,552.45 |
| S1 |
6,503.75 |
6,503.75 |
6,539.68 |
6,480.94 |
| S2 |
6,458.12 |
6,458.12 |
6,529.99 |
|
| S3 |
6,352.39 |
6,398.02 |
6,520.29 |
|
| S4 |
6,246.66 |
6,292.29 |
6,491.22 |
|
|
| Weekly Pivots for week ending 27-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,070.95 |
6,995.47 |
6,659.66 |
|
| R3 |
6,891.41 |
6,815.93 |
6,610.28 |
|
| R2 |
6,711.87 |
6,711.87 |
6,593.83 |
|
| R1 |
6,636.39 |
6,636.39 |
6,577.37 |
6,674.13 |
| PP |
6,532.33 |
6,532.33 |
6,532.33 |
6,551.20 |
| S1 |
6,456.85 |
6,456.85 |
6,544.45 |
6,494.59 |
| S2 |
6,352.79 |
6,352.79 |
6,527.99 |
|
| S3 |
6,173.25 |
6,277.31 |
6,511.54 |
|
| S4 |
5,993.71 |
6,097.77 |
6,462.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,623.96 |
6,428.27 |
195.69 |
3.0% |
98.50 |
1.5% |
62% |
True |
False |
|
| 10 |
6,623.96 |
6,206.83 |
417.13 |
6.4% |
122.64 |
1.9% |
82% |
True |
False |
|
| 20 |
6,623.96 |
6,206.83 |
417.13 |
6.4% |
132.13 |
2.0% |
82% |
True |
False |
|
| 40 |
6,623.96 |
5,975.34 |
648.62 |
9.9% |
120.14 |
1.8% |
89% |
True |
False |
|
| 60 |
6,623.96 |
5,876.58 |
747.38 |
11.4% |
115.08 |
1.8% |
90% |
True |
False |
|
| 80 |
6,623.96 |
5,585.51 |
1,038.45 |
15.9% |
109.18 |
1.7% |
93% |
True |
False |
|
| 100 |
6,623.96 |
5,550.37 |
1,073.59 |
16.4% |
104.10 |
1.6% |
93% |
True |
False |
|
| 120 |
6,623.96 |
5,170.11 |
1,453.85 |
22.2% |
107.50 |
1.6% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,073.31 |
|
2.618 |
6,900.76 |
|
1.618 |
6,795.03 |
|
1.000 |
6,729.69 |
|
0.618 |
6,689.30 |
|
HIGH |
6,623.96 |
|
0.618 |
6,583.57 |
|
0.500 |
6,571.10 |
|
0.382 |
6,558.62 |
|
LOW |
6,518.23 |
|
0.618 |
6,452.89 |
|
1.000 |
6,412.50 |
|
1.618 |
6,347.16 |
|
2.618 |
6,241.43 |
|
4.250 |
6,068.88 |
|
|
| Fisher Pivots for day following 30-Dec-1996 |
| Pivot |
1 day |
3 day |
| R1 |
6,571.10 |
6,559.95 |
| PP |
6,563.85 |
6,556.42 |
| S1 |
6,556.61 |
6,552.90 |
|