Trading Metrics calculated at close of trading on 20-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-1996 |
20-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
793.29 |
805.78 |
12.49 |
1.6% |
798.66 |
High |
806.22 |
819.05 |
12.83 |
1.6% |
814.31 |
Low |
791.25 |
805.08 |
13.83 |
1.7% |
790.11 |
Close |
805.78 |
808.39 |
2.61 |
0.3% |
799.44 |
Range |
14.97 |
13.97 |
-1.00 |
-6.7% |
24.20 |
ATR |
13.95 |
13.95 |
0.00 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
852.75 |
844.54 |
816.07 |
|
R3 |
838.78 |
830.57 |
812.23 |
|
R2 |
824.81 |
824.81 |
810.95 |
|
R1 |
816.60 |
816.60 |
809.67 |
820.71 |
PP |
810.84 |
810.84 |
810.84 |
812.89 |
S1 |
802.63 |
802.63 |
807.11 |
806.74 |
S2 |
796.87 |
796.87 |
805.83 |
|
S3 |
782.90 |
788.66 |
804.55 |
|
S4 |
768.93 |
774.69 |
800.71 |
|
|
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 |
819.05 |
787.71 |
31.34 |
3.9% |
15.42 |
1.9% |
66% |
True |
False |
|
10 |
819.05 |
785.08 |
33.97 |
4.2% |
14.21 |
1.8% |
69% |
True |
False |
|
20 |
819.05 |
730.45 |
88.60 |
11.0% |
13.69 |
1.7% |
88% |
True |
False |
|
40 |
819.05 |
727.14 |
91.91 |
11.4% |
13.55 |
1.7% |
88% |
True |
False |
|
60 |
819.05 |
650.48 |
168.57 |
20.9% |
13.08 |
1.6% |
94% |
True |
False |
|
80 |
819.05 |
628.30 |
190.75 |
23.6% |
12.47 |
1.5% |
94% |
True |
False |
|
100 |
819.05 |
572.79 |
246.26 |
30.5% |
13.65 |
1.7% |
96% |
True |
False |
|
120 |
819.05 |
572.79 |
246.26 |
30.5% |
13.35 |
1.7% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
878.42 |
2.618 |
855.62 |
1.618 |
841.65 |
1.000 |
833.02 |
0.618 |
827.68 |
HIGH |
819.05 |
0.618 |
813.71 |
0.500 |
812.07 |
0.382 |
810.42 |
LOW |
805.08 |
0.618 |
796.45 |
1.000 |
791.11 |
1.618 |
782.48 |
2.618 |
768.51 |
4.250 |
745.71 |
|
|
Fisher Pivots for day following 20-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
812.07 |
806.72 |
PP |
810.84 |
805.05 |
S1 |
809.62 |
803.38 |
|