Trading Metrics calculated at close of trading on 12-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-1996 |
12-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
798.66 |
804.72 |
6.06 |
0.8% |
755.51 |
High |
804.98 |
810.78 |
5.80 |
0.7% |
800.87 |
Low |
795.67 |
793.03 |
-2.64 |
-0.3% |
751.45 |
Close |
804.72 |
794.09 |
-10.63 |
-1.3% |
798.66 |
Range |
9.31 |
17.75 |
8.44 |
90.7% |
49.42 |
ATR |
13.19 |
13.51 |
0.33 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
852.55 |
841.07 |
803.85 |
|
R3 |
834.80 |
823.32 |
798.97 |
|
R2 |
817.05 |
817.05 |
797.34 |
|
R1 |
805.57 |
805.57 |
795.72 |
802.44 |
PP |
799.30 |
799.30 |
799.30 |
797.73 |
S1 |
787.82 |
787.82 |
792.46 |
784.69 |
S2 |
781.55 |
781.55 |
790.84 |
|
S3 |
763.80 |
770.07 |
789.21 |
|
S4 |
746.05 |
752.32 |
784.33 |
|
|
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 |
810.78 |
767.08 |
43.70 |
5.5% |
14.75 |
1.9% |
62% |
True |
False |
|
10 |
810.78 |
731.21 |
79.57 |
10.0% |
13.17 |
1.7% |
79% |
True |
False |
|
20 |
810.78 |
730.45 |
80.33 |
10.1% |
13.90 |
1.7% |
79% |
True |
False |
|
40 |
810.78 |
716.72 |
94.06 |
11.8% |
13.24 |
1.7% |
82% |
True |
False |
|
60 |
810.78 |
650.48 |
160.30 |
20.2% |
12.49 |
1.6% |
90% |
True |
False |
|
80 |
810.78 |
577.81 |
232.97 |
29.3% |
12.87 |
1.6% |
93% |
True |
False |
|
100 |
810.78 |
572.79 |
237.99 |
30.0% |
13.52 |
1.7% |
93% |
True |
False |
|
120 |
810.78 |
572.79 |
237.99 |
30.0% |
13.06 |
1.6% |
93% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
886.22 |
2.618 |
857.25 |
1.618 |
839.50 |
1.000 |
828.53 |
0.618 |
821.75 |
HIGH |
810.78 |
0.618 |
804.00 |
0.500 |
801.91 |
0.382 |
799.81 |
LOW |
793.03 |
0.618 |
782.06 |
1.000 |
775.28 |
1.618 |
764.31 |
2.618 |
746.56 |
4.250 |
717.59 |
|
|
Fisher Pivots for day following 12-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
801.91 |
799.30 |
PP |
799.30 |
797.56 |
S1 |
796.70 |
795.83 |
|