Trading Metrics calculated at close of trading on 26-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-1996 |
26-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
818.51 |
821.24 |
2.73 |
0.3% |
799.44 |
High |
822.23 |
827.92 |
5.69 |
0.7% |
819.05 |
Low |
813.86 |
811.67 |
-2.19 |
-0.3% |
787.71 |
Close |
821.24 |
825.51 |
4.27 |
0.5% |
818.51 |
Range |
8.37 |
16.25 |
7.88 |
94.1% |
31.34 |
ATR |
13.87 |
14.04 |
0.17 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
870.45 |
864.23 |
834.45 |
|
R3 |
854.20 |
847.98 |
829.98 |
|
R2 |
837.95 |
837.95 |
828.49 |
|
R1 |
831.73 |
831.73 |
827.00 |
834.84 |
PP |
821.70 |
821.70 |
821.70 |
823.26 |
S1 |
815.48 |
815.48 |
824.02 |
818.59 |
S2 |
805.45 |
805.45 |
822.53 |
|
S3 |
789.20 |
799.23 |
821.04 |
|
S4 |
772.95 |
782.98 |
816.57 |
|
|
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 |
827.92 |
798.14 |
29.78 |
3.6% |
14.25 |
1.7% |
92% |
True |
False |
|
10 |
827.92 |
787.71 |
40.21 |
4.9% |
14.55 |
1.8% |
94% |
True |
False |
|
20 |
827.92 |
731.21 |
96.71 |
11.7% |
13.86 |
1.7% |
98% |
True |
False |
|
40 |
827.92 |
730.45 |
97.47 |
11.8% |
13.80 |
1.7% |
98% |
True |
False |
|
60 |
827.92 |
652.29 |
175.63 |
21.3% |
13.32 |
1.6% |
99% |
True |
False |
|
80 |
827.92 |
650.48 |
177.44 |
21.5% |
12.46 |
1.5% |
99% |
True |
False |
|
100 |
827.92 |
572.79 |
255.13 |
30.9% |
13.82 |
1.7% |
99% |
True |
False |
|
120 |
827.92 |
572.79 |
255.13 |
30.9% |
13.40 |
1.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
896.98 |
2.618 |
870.46 |
1.618 |
854.21 |
1.000 |
844.17 |
0.618 |
837.96 |
HIGH |
827.92 |
0.618 |
821.71 |
0.500 |
819.80 |
0.382 |
817.88 |
LOW |
811.67 |
0.618 |
801.63 |
1.000 |
795.42 |
1.618 |
785.38 |
2.618 |
769.13 |
4.250 |
742.61 |
|
|
Fisher Pivots for day following 26-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
823.61 |
821.74 |
PP |
821.70 |
817.97 |
S1 |
819.80 |
814.20 |
|