Trading Metrics calculated at close of trading on 19-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-1996 |
19-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
799.44 |
793.29 |
-6.15 |
-0.8% |
798.66 |
High |
801.05 |
806.22 |
5.17 |
0.6% |
814.31 |
Low |
787.71 |
791.25 |
3.54 |
0.4% |
790.11 |
Close |
793.29 |
805.78 |
12.49 |
1.6% |
799.44 |
Range |
13.34 |
14.97 |
1.63 |
12.2% |
24.20 |
ATR |
13.88 |
13.95 |
0.08 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
845.99 |
840.86 |
814.01 |
|
R3 |
831.02 |
825.89 |
809.90 |
|
R2 |
816.05 |
816.05 |
808.52 |
|
R1 |
810.92 |
810.92 |
807.15 |
813.49 |
PP |
801.08 |
801.08 |
801.08 |
802.37 |
S1 |
795.95 |
795.95 |
804.41 |
798.52 |
S2 |
786.11 |
786.11 |
803.04 |
|
S3 |
771.14 |
780.98 |
801.66 |
|
S4 |
756.17 |
766.01 |
797.55 |
|
|
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 |
3.3% |
14.85 |
1.8% |
68% |
False |
False |
|
10 |
814.31 |
767.08 |
47.23 |
5.9% |
14.80 |
1.8% |
82% |
False |
False |
|
20 |
814.31 |
730.45 |
83.86 |
10.4% |
13.89 |
1.7% |
90% |
False |
False |
|
40 |
814.31 |
727.14 |
87.17 |
10.8% |
13.44 |
1.7% |
90% |
False |
False |
|
60 |
814.31 |
650.48 |
163.83 |
20.3% |
12.95 |
1.6% |
95% |
False |
False |
|
80 |
814.31 |
617.68 |
196.63 |
24.4% |
12.46 |
1.5% |
96% |
False |
False |
|
100 |
814.31 |
572.79 |
241.52 |
30.0% |
13.62 |
1.7% |
96% |
False |
False |
|
120 |
814.31 |
572.79 |
241.52 |
30.0% |
13.29 |
1.6% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
869.84 |
2.618 |
845.41 |
1.618 |
830.44 |
1.000 |
821.19 |
0.618 |
815.47 |
HIGH |
806.22 |
0.618 |
800.50 |
0.500 |
798.74 |
0.382 |
796.97 |
LOW |
791.25 |
0.618 |
782.00 |
1.000 |
776.28 |
1.618 |
767.03 |
2.618 |
752.06 |
4.250 |
727.63 |
|
|
Fisher Pivots for day following 19-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
803.43 |
804.19 |
PP |
801.08 |
802.60 |
S1 |
798.74 |
801.01 |
|