Trading Metrics calculated at close of trading on 29-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-1996 |
29-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
825.51 |
832.37 |
6.86 |
0.8% |
818.51 |
High |
833.15 |
836.15 |
3.00 |
0.4% |
836.15 |
Low |
823.68 |
832.37 |
8.69 |
1.1% |
811.67 |
Close |
832.37 |
834.01 |
1.64 |
0.2% |
834.01 |
Range |
9.47 |
3.78 |
-5.69 |
-60.1% |
24.48 |
ATR |
13.71 |
13.00 |
-0.71 |
-5.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
845.52 |
843.54 |
836.09 |
|
R3 |
841.74 |
839.76 |
835.05 |
|
R2 |
837.96 |
837.96 |
834.70 |
|
R1 |
835.98 |
835.98 |
834.36 |
836.97 |
PP |
834.18 |
834.18 |
834.18 |
834.67 |
S1 |
832.20 |
832.20 |
833.66 |
833.19 |
S2 |
830.40 |
830.40 |
833.32 |
|
S3 |
826.62 |
828.42 |
832.97 |
|
S4 |
822.84 |
824.64 |
831.93 |
|
|
Weekly Pivots for week ending 29-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
900.72 |
891.84 |
847.47 |
|
R3 |
876.24 |
867.36 |
840.74 |
|
R2 |
851.76 |
851.76 |
838.50 |
|
R1 |
842.88 |
842.88 |
836.25 |
847.32 |
PP |
827.28 |
827.28 |
827.28 |
829.50 |
S1 |
818.40 |
818.40 |
831.77 |
822.84 |
S2 |
802.80 |
802.80 |
829.52 |
|
S3 |
778.32 |
793.92 |
827.28 |
|
S4 |
753.84 |
769.44 |
820.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
836.15 |
800.47 |
35.68 |
4.3% |
11.21 |
1.3% |
94% |
True |
False |
|
10 |
836.15 |
787.71 |
48.44 |
5.8% |
13.30 |
1.6% |
96% |
True |
False |
|
20 |
836.15 |
748.97 |
87.18 |
10.5% |
13.33 |
1.6% |
98% |
True |
False |
|
40 |
836.15 |
730.45 |
105.70 |
12.7% |
13.52 |
1.6% |
98% |
True |
False |
|
60 |
836.15 |
652.32 |
183.83 |
22.0% |
13.16 |
1.6% |
99% |
True |
False |
|
80 |
836.15 |
650.48 |
185.67 |
22.3% |
12.25 |
1.5% |
99% |
True |
False |
|
100 |
836.15 |
572.79 |
263.36 |
31.6% |
13.76 |
1.6% |
99% |
True |
False |
|
120 |
836.15 |
572.79 |
263.36 |
31.6% |
13.40 |
1.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
852.22 |
2.618 |
846.05 |
1.618 |
842.27 |
1.000 |
839.93 |
0.618 |
838.49 |
HIGH |
836.15 |
0.618 |
834.71 |
0.500 |
834.26 |
0.382 |
833.81 |
LOW |
832.37 |
0.618 |
830.03 |
1.000 |
828.59 |
1.618 |
826.25 |
2.618 |
822.47 |
4.250 |
816.31 |
|
|
Fisher Pivots for day following 29-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
834.26 |
830.64 |
PP |
834.18 |
827.28 |
S1 |
834.09 |
823.91 |
|