Trading Metrics calculated at close of trading on 01-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-1996 |
01-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
736.36 |
751.99 |
15.63 |
2.1% |
743.55 |
High |
752.63 |
760.13 |
7.50 |
1.0% |
760.13 |
Low |
736.36 |
748.97 |
12.61 |
1.7% |
730.45 |
Close |
751.99 |
755.51 |
3.52 |
0.5% |
755.51 |
Range |
16.27 |
11.16 |
-5.11 |
-31.4% |
29.68 |
ATR |
13.40 |
13.24 |
-0.16 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
788.35 |
783.09 |
761.65 |
|
R3 |
777.19 |
771.93 |
758.58 |
|
R2 |
766.03 |
766.03 |
757.56 |
|
R1 |
760.77 |
760.77 |
756.53 |
763.40 |
PP |
754.87 |
754.87 |
754.87 |
756.19 |
S1 |
749.61 |
749.61 |
754.49 |
752.24 |
S2 |
743.71 |
743.71 |
753.46 |
|
S3 |
732.55 |
738.45 |
752.44 |
|
S4 |
721.39 |
727.29 |
749.37 |
|
|
Weekly Pivots for week ending 01-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
837.74 |
826.30 |
771.83 |
|
R3 |
808.06 |
796.62 |
763.67 |
|
R2 |
778.38 |
778.38 |
760.95 |
|
R1 |
766.94 |
766.94 |
758.23 |
772.66 |
PP |
748.70 |
748.70 |
748.70 |
751.56 |
S1 |
737.26 |
737.26 |
752.79 |
742.98 |
S2 |
719.02 |
719.02 |
750.07 |
|
S3 |
689.34 |
707.58 |
747.35 |
|
S4 |
659.66 |
677.90 |
739.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
760.13 |
730.45 |
29.68 |
3.9% |
13.06 |
1.7% |
84% |
True |
False |
|
10 |
764.64 |
730.45 |
34.19 |
4.5% |
14.44 |
1.9% |
73% |
False |
False |
|
20 |
786.75 |
730.45 |
56.30 |
7.5% |
13.48 |
1.8% |
45% |
False |
False |
|
40 |
786.75 |
663.53 |
123.22 |
16.3% |
12.99 |
1.7% |
75% |
False |
False |
|
60 |
786.75 |
650.48 |
136.27 |
18.0% |
11.98 |
1.6% |
77% |
False |
False |
|
80 |
786.75 |
572.79 |
213.96 |
28.3% |
13.60 |
1.8% |
85% |
False |
False |
|
100 |
786.75 |
572.79 |
213.96 |
28.3% |
13.41 |
1.8% |
85% |
False |
False |
|
120 |
786.75 |
572.79 |
213.96 |
28.3% |
12.74 |
1.7% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
807.56 |
2.618 |
789.35 |
1.618 |
778.19 |
1.000 |
771.29 |
0.618 |
767.03 |
HIGH |
760.13 |
0.618 |
755.87 |
0.500 |
754.55 |
0.382 |
753.23 |
LOW |
748.97 |
0.618 |
742.07 |
1.000 |
737.81 |
1.618 |
730.91 |
2.618 |
719.75 |
4.250 |
701.54 |
|
|
Fisher Pivots for day following 01-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
755.19 |
752.23 |
PP |
754.87 |
748.95 |
S1 |
754.55 |
745.67 |
|