Trading Metrics calculated at close of trading on 07-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-1996 |
07-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
6,081.18 |
6,177.34 |
96.16 |
1.6% |
6,007.02 |
High |
6,200.44 |
6,238.83 |
38.39 |
0.6% |
6,082.67 |
Low |
6,060.69 |
6,130.38 |
69.69 |
1.1% |
5,938.82 |
Close |
6,177.34 |
6,206.04 |
28.70 |
0.5% |
6,021.93 |
Range |
139.75 |
108.45 |
-31.30 |
-22.4% |
143.85 |
ATR |
105.79 |
105.98 |
0.19 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,517.10 |
6,470.02 |
6,265.69 |
|
R3 |
6,408.65 |
6,361.57 |
6,235.86 |
|
R2 |
6,300.20 |
6,300.20 |
6,225.92 |
|
R1 |
6,253.12 |
6,253.12 |
6,215.98 |
6,276.66 |
PP |
6,191.75 |
6,191.75 |
6,191.75 |
6,203.52 |
S1 |
6,144.67 |
6,144.67 |
6,196.10 |
6,168.21 |
S2 |
6,083.30 |
6,083.30 |
6,186.16 |
|
S3 |
5,974.85 |
6,036.22 |
6,176.22 |
|
S4 |
5,866.40 |
5,927.77 |
6,146.39 |
|
|
Weekly Pivots for week ending 01-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,446.02 |
6,377.83 |
6,101.05 |
|
R3 |
6,302.17 |
6,233.98 |
6,061.49 |
|
R2 |
6,158.32 |
6,158.32 |
6,048.30 |
|
R1 |
6,090.13 |
6,090.13 |
6,035.12 |
6,124.23 |
PP |
6,014.47 |
6,014.47 |
6,014.47 |
6,031.52 |
S1 |
5,946.28 |
5,946.28 |
6,008.74 |
5,980.38 |
S2 |
5,870.62 |
5,870.62 |
5,995.56 |
|
S3 |
5,726.77 |
5,802.43 |
5,982.37 |
|
S4 |
5,582.92 |
5,658.58 |
5,942.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,238.83 |
5,975.34 |
263.49 |
4.2% |
110.76 |
1.8% |
88% |
True |
False |
|
10 |
6,238.83 |
5,938.82 |
300.01 |
4.8% |
108.15 |
1.7% |
89% |
True |
False |
|
20 |
6,238.83 |
5,912.36 |
326.47 |
5.3% |
109.55 |
1.8% |
90% |
True |
False |
|
40 |
6,238.83 |
5,786.73 |
452.10 |
7.3% |
100.87 |
1.6% |
93% |
True |
False |
|
60 |
6,238.83 |
5,550.37 |
688.46 |
11.1% |
95.11 |
1.5% |
95% |
True |
False |
|
80 |
6,238.83 |
5,244.83 |
994.00 |
16.0% |
97.24 |
1.6% |
97% |
True |
False |
|
100 |
6,238.83 |
5,170.11 |
1,068.72 |
17.2% |
100.79 |
1.6% |
97% |
True |
False |
|
120 |
6,238.83 |
5,170.11 |
1,068.72 |
17.2% |
100.47 |
1.6% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,699.74 |
2.618 |
6,522.75 |
1.618 |
6,414.30 |
1.000 |
6,347.28 |
0.618 |
6,305.85 |
HIGH |
6,238.83 |
0.618 |
6,197.40 |
0.500 |
6,184.61 |
0.382 |
6,171.81 |
LOW |
6,130.38 |
0.618 |
6,063.36 |
1.000 |
6,021.93 |
1.618 |
5,954.91 |
2.618 |
5,846.46 |
4.250 |
5,669.47 |
|
|
Fisher Pivots for day following 07-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
6,198.90 |
6,182.00 |
PP |
6,191.75 |
6,157.96 |
S1 |
6,184.61 |
6,133.92 |
|