Trading Metrics calculated at close of trading on 25-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-1996 |
25-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
800.47 |
818.51 |
18.04 |
2.3% |
799.44 |
High |
818.66 |
822.23 |
3.57 |
0.4% |
819.05 |
Low |
800.47 |
813.86 |
13.39 |
1.7% |
787.71 |
Close |
818.51 |
821.24 |
2.73 |
0.3% |
818.51 |
Range |
18.19 |
8.37 |
-9.82 |
-54.0% |
31.34 |
ATR |
14.29 |
13.87 |
-0.42 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
844.22 |
841.10 |
825.84 |
|
R3 |
835.85 |
832.73 |
823.54 |
|
R2 |
827.48 |
827.48 |
822.77 |
|
R1 |
824.36 |
824.36 |
822.01 |
825.92 |
PP |
819.11 |
819.11 |
819.11 |
819.89 |
S1 |
815.99 |
815.99 |
820.47 |
817.55 |
S2 |
810.74 |
810.74 |
819.71 |
|
S3 |
802.37 |
807.62 |
818.94 |
|
S4 |
794.00 |
799.25 |
816.64 |
|
|
Weekly Pivots for week ending 22-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
902.44 |
891.82 |
835.75 |
|
R3 |
871.10 |
860.48 |
827.13 |
|
R2 |
839.76 |
839.76 |
824.26 |
|
R1 |
829.14 |
829.14 |
821.38 |
834.45 |
PP |
808.42 |
808.42 |
808.42 |
811.08 |
S1 |
797.80 |
797.80 |
815.64 |
803.11 |
S2 |
777.08 |
777.08 |
812.76 |
|
S3 |
745.74 |
766.46 |
809.89 |
|
S4 |
714.40 |
735.12 |
801.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
822.23 |
791.25 |
30.98 |
3.8% |
13.99 |
1.7% |
97% |
True |
False |
|
10 |
822.23 |
787.71 |
34.52 |
4.2% |
14.70 |
1.8% |
97% |
True |
False |
|
20 |
822.23 |
730.45 |
91.78 |
11.2% |
13.97 |
1.7% |
99% |
True |
False |
|
40 |
822.23 |
727.14 |
95.09 |
11.6% |
13.71 |
1.7% |
99% |
True |
False |
|
60 |
822.23 |
650.48 |
171.75 |
20.9% |
13.37 |
1.6% |
99% |
True |
False |
|
80 |
822.23 |
650.48 |
171.75 |
20.9% |
12.39 |
1.5% |
99% |
True |
False |
|
100 |
822.23 |
572.79 |
249.44 |
30.4% |
13.76 |
1.7% |
100% |
True |
False |
|
120 |
822.23 |
572.79 |
249.44 |
30.4% |
13.41 |
1.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
857.80 |
2.618 |
844.14 |
1.618 |
835.77 |
1.000 |
830.60 |
0.618 |
827.40 |
HIGH |
822.23 |
0.618 |
819.03 |
0.500 |
818.05 |
0.382 |
817.06 |
LOW |
813.86 |
0.618 |
808.69 |
1.000 |
805.49 |
1.618 |
800.32 |
2.618 |
791.95 |
4.250 |
778.29 |
|
|
Fisher Pivots for day following 25-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
820.18 |
817.56 |
PP |
819.11 |
813.87 |
S1 |
818.05 |
810.19 |
|