Trading Metrics calculated at close of trading on 27-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-1996 |
27-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
821.24 |
825.51 |
4.27 |
0.5% |
799.44 |
High |
827.92 |
833.15 |
5.23 |
0.6% |
819.05 |
Low |
811.67 |
823.68 |
12.01 |
1.5% |
787.71 |
Close |
825.51 |
832.37 |
6.86 |
0.8% |
818.51 |
Range |
16.25 |
9.47 |
-6.78 |
-41.7% |
31.34 |
ATR |
14.04 |
13.71 |
-0.33 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
858.14 |
854.73 |
837.58 |
|
R3 |
848.67 |
845.26 |
834.97 |
|
R2 |
839.20 |
839.20 |
834.11 |
|
R1 |
835.79 |
835.79 |
833.24 |
837.50 |
PP |
829.73 |
829.73 |
829.73 |
830.59 |
S1 |
826.32 |
826.32 |
831.50 |
828.03 |
S2 |
820.26 |
820.26 |
830.63 |
|
S3 |
810.79 |
816.85 |
829.77 |
|
S4 |
801.32 |
807.38 |
827.16 |
|
|
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 |
833.15 |
798.14 |
35.01 |
4.2% |
13.35 |
1.6% |
98% |
True |
False |
|
10 |
833.15 |
787.71 |
45.44 |
5.5% |
14.39 |
1.7% |
98% |
True |
False |
|
20 |
833.15 |
736.36 |
96.79 |
11.6% |
13.95 |
1.7% |
99% |
True |
False |
|
40 |
833.15 |
730.45 |
102.70 |
12.3% |
13.65 |
1.6% |
99% |
True |
False |
|
60 |
833.15 |
652.29 |
180.86 |
21.7% |
13.38 |
1.6% |
100% |
True |
False |
|
80 |
833.15 |
650.48 |
182.67 |
21.9% |
12.38 |
1.5% |
100% |
True |
False |
|
100 |
833.15 |
572.79 |
260.36 |
31.3% |
13.83 |
1.7% |
100% |
True |
False |
|
120 |
833.15 |
572.79 |
260.36 |
31.3% |
13.43 |
1.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
873.40 |
2.618 |
857.94 |
1.618 |
848.47 |
1.000 |
842.62 |
0.618 |
839.00 |
HIGH |
833.15 |
0.618 |
829.53 |
0.500 |
828.42 |
0.382 |
827.30 |
LOW |
823.68 |
0.618 |
817.83 |
1.000 |
814.21 |
1.618 |
808.36 |
2.618 |
798.89 |
4.250 |
783.43 |
|
|
Fisher Pivots for day following 27-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
831.05 |
829.05 |
PP |
829.73 |
825.73 |
S1 |
828.42 |
822.41 |
|