Trading Metrics calculated at close of trading on 18-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-1996 |
18-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
809.75 |
799.44 |
-10.31 |
-1.3% |
798.66 |
High |
814.31 |
801.05 |
-13.26 |
-1.6% |
814.31 |
Low |
794.10 |
787.71 |
-6.39 |
-0.8% |
790.11 |
Close |
799.44 |
793.29 |
-6.15 |
-0.8% |
799.44 |
Range |
20.21 |
13.34 |
-6.87 |
-34.0% |
24.20 |
ATR |
13.92 |
13.88 |
-0.04 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
834.04 |
827.00 |
800.63 |
|
R3 |
820.70 |
813.66 |
796.96 |
|
R2 |
807.36 |
807.36 |
795.74 |
|
R1 |
800.32 |
800.32 |
794.51 |
797.17 |
PP |
794.02 |
794.02 |
794.02 |
792.44 |
S1 |
786.98 |
786.98 |
792.07 |
783.83 |
S2 |
780.68 |
780.68 |
790.84 |
|
S3 |
767.34 |
773.64 |
789.62 |
|
S4 |
754.00 |
760.30 |
785.95 |
|
|
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 |
787.71 |
26.60 |
3.4% |
15.41 |
1.9% |
21% |
False |
True |
|
10 |
814.31 |
756.23 |
58.08 |
7.3% |
14.89 |
1.9% |
64% |
False |
False |
|
20 |
814.31 |
730.45 |
83.86 |
10.6% |
13.95 |
1.8% |
75% |
False |
False |
|
40 |
814.31 |
727.14 |
87.17 |
11.0% |
13.31 |
1.7% |
76% |
False |
False |
|
60 |
814.31 |
650.48 |
163.83 |
20.7% |
12.81 |
1.6% |
87% |
False |
False |
|
80 |
814.31 |
617.68 |
196.63 |
24.8% |
12.48 |
1.6% |
89% |
False |
False |
|
100 |
814.31 |
572.79 |
241.52 |
30.4% |
13.57 |
1.7% |
91% |
False |
False |
|
120 |
814.31 |
572.79 |
241.52 |
30.4% |
13.25 |
1.7% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
857.75 |
2.618 |
835.97 |
1.618 |
822.63 |
1.000 |
814.39 |
0.618 |
809.29 |
HIGH |
801.05 |
0.618 |
795.95 |
0.500 |
794.38 |
0.382 |
792.81 |
LOW |
787.71 |
0.618 |
779.47 |
1.000 |
774.37 |
1.618 |
766.13 |
2.618 |
752.79 |
4.250 |
731.02 |
|
|
Fisher Pivots for day following 18-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
794.38 |
801.01 |
PP |
794.02 |
798.44 |
S1 |
793.65 |
795.86 |
|