Trading Metrics calculated at close of trading on 07-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-1996 |
07-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
769.89 |
786.90 |
17.01 |
2.2% |
743.55 |
High |
786.94 |
800.87 |
13.93 |
1.8% |
760.13 |
Low |
767.08 |
785.08 |
18.00 |
2.3% |
730.45 |
Close |
786.90 |
795.42 |
8.52 |
1.1% |
755.51 |
Range |
19.86 |
15.79 |
-4.07 |
-20.5% |
29.68 |
ATR |
13.51 |
13.67 |
0.16 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
841.16 |
834.08 |
804.10 |
|
R3 |
825.37 |
818.29 |
799.76 |
|
R2 |
809.58 |
809.58 |
798.31 |
|
R1 |
802.50 |
802.50 |
796.87 |
806.04 |
PP |
793.79 |
793.79 |
793.79 |
795.56 |
S1 |
786.71 |
786.71 |
793.97 |
790.25 |
S2 |
778.00 |
778.00 |
792.53 |
|
S3 |
762.21 |
770.92 |
791.08 |
|
S4 |
746.42 |
755.13 |
786.74 |
|
|
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 |
800.87 |
748.97 |
51.90 |
6.5% |
13.95 |
1.8% |
89% |
True |
False |
|
10 |
800.87 |
730.45 |
70.42 |
8.9% |
13.47 |
1.7% |
92% |
True |
False |
|
20 |
800.87 |
730.45 |
70.42 |
8.9% |
13.90 |
1.7% |
92% |
True |
False |
|
40 |
800.87 |
685.65 |
115.22 |
14.5% |
13.45 |
1.7% |
95% |
True |
False |
|
60 |
800.87 |
650.48 |
150.39 |
18.9% |
12.21 |
1.5% |
96% |
True |
False |
|
80 |
800.87 |
577.81 |
223.06 |
28.0% |
12.96 |
1.6% |
98% |
True |
False |
|
100 |
800.87 |
572.79 |
228.08 |
28.7% |
13.55 |
1.7% |
98% |
True |
False |
|
120 |
800.87 |
572.79 |
228.08 |
28.7% |
12.94 |
1.6% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
867.98 |
2.618 |
842.21 |
1.618 |
826.42 |
1.000 |
816.66 |
0.618 |
810.63 |
HIGH |
800.87 |
0.618 |
794.84 |
0.500 |
792.98 |
0.382 |
791.11 |
LOW |
785.08 |
0.618 |
775.32 |
1.000 |
769.29 |
1.618 |
759.53 |
2.618 |
743.74 |
4.250 |
717.97 |
|
|
Fisher Pivots for day following 07-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
794.61 |
789.80 |
PP |
793.79 |
784.17 |
S1 |
792.98 |
778.55 |
|