Trading Metrics calculated at close of trading on 14-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-1996 |
14-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
794.09 |
798.70 |
4.61 |
0.6% |
755.51 |
High |
801.22 |
810.25 |
9.03 |
1.1% |
800.87 |
Low |
790.11 |
795.62 |
5.51 |
0.7% |
751.45 |
Close |
798.70 |
809.75 |
11.05 |
1.4% |
798.66 |
Range |
11.11 |
14.63 |
3.52 |
31.7% |
49.42 |
ATR |
13.34 |
13.43 |
0.09 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
849.10 |
844.05 |
817.80 |
|
R3 |
834.47 |
829.42 |
813.77 |
|
R2 |
819.84 |
819.84 |
812.43 |
|
R1 |
814.79 |
814.79 |
811.09 |
817.32 |
PP |
805.21 |
805.21 |
805.21 |
806.47 |
S1 |
800.16 |
800.16 |
808.41 |
802.69 |
S2 |
790.58 |
790.58 |
807.07 |
|
S3 |
775.95 |
785.53 |
805.73 |
|
S4 |
761.32 |
770.90 |
801.70 |
|
|
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 |
787.82 |
22.96 |
2.8% |
12.77 |
1.6% |
96% |
False |
False |
|
10 |
810.78 |
748.97 |
61.81 |
7.6% |
13.36 |
1.6% |
98% |
False |
False |
|
20 |
810.78 |
730.45 |
80.33 |
9.9% |
13.69 |
1.7% |
99% |
False |
False |
|
40 |
810.78 |
727.14 |
83.64 |
10.3% |
13.08 |
1.6% |
99% |
False |
False |
|
60 |
810.78 |
650.48 |
160.30 |
19.8% |
12.62 |
1.6% |
99% |
False |
False |
|
80 |
810.78 |
605.05 |
205.73 |
25.4% |
12.42 |
1.5% |
99% |
False |
False |
|
100 |
810.78 |
572.79 |
237.99 |
29.4% |
13.58 |
1.7% |
100% |
False |
False |
|
120 |
810.78 |
572.79 |
237.99 |
29.4% |
13.16 |
1.6% |
100% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
872.43 |
2.618 |
848.55 |
1.618 |
833.92 |
1.000 |
824.88 |
0.618 |
819.29 |
HIGH |
810.25 |
0.618 |
804.66 |
0.500 |
802.94 |
0.382 |
801.21 |
LOW |
795.62 |
0.618 |
786.58 |
1.000 |
780.99 |
1.618 |
771.95 |
2.618 |
757.32 |
4.250 |
733.44 |
|
|
Fisher Pivots for day following 14-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
807.48 |
806.65 |
PP |
805.21 |
803.55 |
S1 |
802.94 |
800.45 |
|