Trading Metrics calculated at close of trading on 15-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-1996 |
15-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
798.70 |
809.75 |
11.05 |
1.4% |
798.66 |
High |
810.25 |
814.31 |
4.06 |
0.5% |
814.31 |
Low |
795.62 |
794.10 |
-1.52 |
-0.2% |
790.11 |
Close |
809.75 |
799.44 |
-10.31 |
-1.3% |
799.44 |
Range |
14.63 |
20.21 |
5.58 |
38.1% |
24.20 |
ATR |
13.43 |
13.92 |
0.48 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
863.25 |
851.55 |
810.56 |
|
R3 |
843.04 |
831.34 |
805.00 |
|
R2 |
822.83 |
822.83 |
803.15 |
|
R1 |
811.13 |
811.13 |
801.29 |
806.88 |
PP |
802.62 |
802.62 |
802.62 |
800.49 |
S1 |
790.92 |
790.92 |
797.59 |
786.67 |
S2 |
782.41 |
782.41 |
795.73 |
|
S3 |
762.20 |
770.71 |
793.88 |
|
S4 |
741.99 |
750.50 |
788.32 |
|
|
Weekly Pivots for week ending 15-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
873.89 |
860.86 |
812.75 |
|
R3 |
849.69 |
836.66 |
806.10 |
|
R2 |
825.49 |
825.49 |
803.88 |
|
R1 |
812.46 |
812.46 |
801.66 |
818.98 |
PP |
801.29 |
801.29 |
801.29 |
804.54 |
S1 |
788.26 |
788.26 |
797.22 |
794.78 |
S2 |
777.09 |
777.09 |
795.00 |
|
S3 |
752.89 |
764.06 |
792.79 |
|
S4 |
728.69 |
739.86 |
786.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
814.31 |
790.11 |
24.20 |
3.0% |
14.60 |
1.8% |
39% |
True |
False |
|
10 |
814.31 |
751.45 |
62.86 |
7.9% |
14.27 |
1.8% |
76% |
True |
False |
|
20 |
814.31 |
730.45 |
83.86 |
10.5% |
14.35 |
1.8% |
82% |
True |
False |
|
40 |
814.31 |
727.14 |
87.17 |
10.9% |
13.28 |
1.7% |
83% |
True |
False |
|
60 |
814.31 |
650.48 |
163.83 |
20.5% |
12.72 |
1.6% |
91% |
True |
False |
|
80 |
814.31 |
617.68 |
196.63 |
24.6% |
12.48 |
1.6% |
92% |
True |
False |
|
100 |
814.31 |
572.79 |
241.52 |
30.2% |
13.61 |
1.7% |
94% |
True |
False |
|
120 |
814.31 |
572.79 |
241.52 |
30.2% |
13.23 |
1.7% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
900.20 |
2.618 |
867.22 |
1.618 |
847.01 |
1.000 |
834.52 |
0.618 |
826.80 |
HIGH |
814.31 |
0.618 |
806.59 |
0.500 |
804.21 |
0.382 |
801.82 |
LOW |
794.10 |
0.618 |
781.61 |
1.000 |
773.89 |
1.618 |
761.40 |
2.618 |
741.19 |
4.250 |
708.21 |
|
|
Fisher Pivots for day following 15-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
804.21 |
802.21 |
PP |
802.62 |
801.29 |
S1 |
801.03 |
800.36 |
|