Trading Metrics calculated at close of trading on 06-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-1996 |
06-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
756.23 |
769.89 |
13.66 |
1.8% |
743.55 |
High |
772.14 |
786.94 |
14.80 |
1.9% |
760.13 |
Low |
756.23 |
767.08 |
10.85 |
1.4% |
730.45 |
Close |
769.89 |
786.90 |
17.01 |
2.2% |
755.51 |
Range |
15.91 |
19.86 |
3.95 |
24.8% |
29.68 |
ATR |
13.02 |
13.51 |
0.49 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
839.89 |
833.25 |
797.82 |
|
R3 |
820.03 |
813.39 |
792.36 |
|
R2 |
800.17 |
800.17 |
790.54 |
|
R1 |
793.53 |
793.53 |
788.72 |
796.85 |
PP |
780.31 |
780.31 |
780.31 |
781.97 |
S1 |
773.67 |
773.67 |
785.08 |
776.99 |
S2 |
760.45 |
760.45 |
783.26 |
|
S3 |
740.59 |
753.81 |
781.44 |
|
S4 |
720.73 |
733.95 |
775.98 |
|
|
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 |
786.94 |
736.36 |
50.58 |
6.4% |
14.05 |
1.8% |
100% |
True |
False |
|
10 |
786.94 |
730.45 |
56.49 |
7.2% |
13.17 |
1.7% |
100% |
True |
False |
|
20 |
786.94 |
730.45 |
56.49 |
7.2% |
13.66 |
1.7% |
100% |
True |
False |
|
40 |
786.94 |
674.73 |
112.21 |
14.3% |
13.37 |
1.7% |
100% |
True |
False |
|
60 |
786.94 |
650.48 |
136.46 |
17.3% |
12.10 |
1.5% |
100% |
True |
False |
|
80 |
786.94 |
577.81 |
209.13 |
26.6% |
13.02 |
1.7% |
100% |
True |
False |
|
100 |
786.94 |
572.79 |
214.15 |
27.2% |
13.54 |
1.7% |
100% |
True |
False |
|
120 |
786.94 |
572.79 |
214.15 |
27.2% |
12.86 |
1.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
871.35 |
2.618 |
838.93 |
1.618 |
819.07 |
1.000 |
806.80 |
0.618 |
799.21 |
HIGH |
786.94 |
0.618 |
779.35 |
0.500 |
777.01 |
0.382 |
774.67 |
LOW |
767.08 |
0.618 |
754.81 |
1.000 |
747.22 |
1.618 |
734.95 |
2.618 |
715.09 |
4.250 |
682.68 |
|
|
Fisher Pivots for day following 06-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
783.60 |
781.00 |
PP |
780.31 |
775.10 |
S1 |
777.01 |
769.20 |
|