Trading Metrics calculated at close of trading on 11-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-1996 |
11-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
795.42 |
798.66 |
3.24 |
0.4% |
755.51 |
High |
798.85 |
804.98 |
6.13 |
0.8% |
800.87 |
Low |
787.82 |
795.67 |
7.85 |
1.0% |
751.45 |
Close |
798.66 |
804.72 |
6.06 |
0.8% |
798.66 |
Range |
11.03 |
9.31 |
-1.72 |
-15.6% |
49.42 |
ATR |
13.48 |
13.19 |
-0.30 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
829.72 |
826.53 |
809.84 |
|
R3 |
820.41 |
817.22 |
807.28 |
|
R2 |
811.10 |
811.10 |
806.43 |
|
R1 |
807.91 |
807.91 |
805.57 |
809.51 |
PP |
801.79 |
801.79 |
801.79 |
802.59 |
S1 |
798.60 |
798.60 |
803.87 |
800.20 |
S2 |
792.48 |
792.48 |
803.01 |
|
S3 |
783.17 |
789.29 |
802.16 |
|
S4 |
773.86 |
779.98 |
799.60 |
|
|
Weekly Pivots for week ending 08-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
931.92 |
914.71 |
825.84 |
|
R3 |
882.50 |
865.29 |
812.25 |
|
R2 |
833.08 |
833.08 |
807.72 |
|
R1 |
815.87 |
815.87 |
803.19 |
824.48 |
PP |
783.66 |
783.66 |
783.66 |
787.96 |
S1 |
766.45 |
766.45 |
794.13 |
775.06 |
S2 |
734.24 |
734.24 |
789.60 |
|
S3 |
684.82 |
717.03 |
785.07 |
|
S4 |
635.40 |
667.61 |
771.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
804.98 |
756.23 |
48.75 |
6.1% |
14.38 |
1.8% |
99% |
True |
False |
|
10 |
804.98 |
730.45 |
74.53 |
9.3% |
13.25 |
1.6% |
100% |
True |
False |
|
20 |
804.98 |
730.45 |
74.53 |
9.3% |
13.83 |
1.7% |
100% |
True |
False |
|
40 |
804.98 |
709.22 |
95.76 |
11.9% |
13.17 |
1.6% |
100% |
True |
False |
|
60 |
804.98 |
650.48 |
154.50 |
19.2% |
12.29 |
1.5% |
100% |
True |
False |
|
80 |
804.98 |
577.81 |
227.17 |
28.2% |
12.82 |
1.6% |
100% |
True |
False |
|
100 |
804.98 |
572.79 |
232.19 |
28.9% |
13.44 |
1.7% |
100% |
True |
False |
|
120 |
804.98 |
572.79 |
232.19 |
28.9% |
12.98 |
1.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
844.55 |
2.618 |
829.35 |
1.618 |
820.04 |
1.000 |
814.29 |
0.618 |
810.73 |
HIGH |
804.98 |
0.618 |
801.42 |
0.500 |
800.33 |
0.382 |
799.23 |
LOW |
795.67 |
0.618 |
789.92 |
1.000 |
786.36 |
1.618 |
780.61 |
2.618 |
771.30 |
4.250 |
756.10 |
|
|
Fisher Pivots for day following 11-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
803.26 |
801.49 |
PP |
801.79 |
798.26 |
S1 |
800.33 |
795.03 |
|