Trading Metrics calculated at close of trading on 11-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-1996 |
11-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
6,206.04 |
6,219.82 |
13.78 |
0.2% |
6,021.93 |
High |
6,247.78 |
6,292.87 |
45.09 |
0.7% |
6,247.78 |
Low |
6,151.62 |
6,198.58 |
46.96 |
0.8% |
5,981.30 |
Close |
6,219.82 |
6,255.60 |
35.78 |
0.6% |
6,219.82 |
Range |
96.16 |
94.29 |
-1.87 |
-1.9% |
266.48 |
ATR |
105.27 |
104.49 |
-0.78 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,531.89 |
6,488.03 |
6,307.46 |
|
R3 |
6,437.60 |
6,393.74 |
6,281.53 |
|
R2 |
6,343.31 |
6,343.31 |
6,272.89 |
|
R1 |
6,299.45 |
6,299.45 |
6,264.24 |
6,321.38 |
PP |
6,249.02 |
6,249.02 |
6,249.02 |
6,259.98 |
S1 |
6,205.16 |
6,205.16 |
6,246.96 |
6,227.09 |
S2 |
6,154.73 |
6,154.73 |
6,238.31 |
|
S3 |
6,060.44 |
6,110.87 |
6,229.67 |
|
S4 |
5,966.15 |
6,016.58 |
6,203.74 |
|
|
Weekly Pivots for week ending 08-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,949.07 |
6,850.93 |
6,366.38 |
|
R3 |
6,682.59 |
6,584.45 |
6,293.10 |
|
R2 |
6,416.11 |
6,416.11 |
6,268.67 |
|
R1 |
6,317.97 |
6,317.97 |
6,244.25 |
6,367.04 |
PP |
6,149.63 |
6,149.63 |
6,149.63 |
6,174.17 |
S1 |
6,051.49 |
6,051.49 |
6,195.39 |
6,100.56 |
S2 |
5,883.15 |
5,883.15 |
6,170.97 |
|
S3 |
5,616.67 |
5,785.01 |
6,146.54 |
|
S4 |
5,350.19 |
5,518.53 |
6,073.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,292.87 |
6,029.01 |
263.86 |
4.2% |
107.03 |
1.7% |
86% |
True |
False |
|
10 |
6,292.87 |
5,938.82 |
354.05 |
5.7% |
106.77 |
1.7% |
89% |
True |
False |
|
20 |
6,292.87 |
5,938.82 |
354.05 |
5.7% |
110.13 |
1.8% |
89% |
True |
False |
|
40 |
6,292.87 |
5,818.17 |
474.70 |
7.6% |
101.09 |
1.6% |
92% |
True |
False |
|
60 |
6,292.87 |
5,550.37 |
742.50 |
11.9% |
95.87 |
1.5% |
95% |
True |
False |
|
80 |
6,292.87 |
5,244.83 |
1,048.04 |
16.8% |
96.55 |
1.5% |
96% |
True |
False |
|
100 |
6,292.87 |
5,170.11 |
1,122.76 |
17.9% |
100.73 |
1.6% |
97% |
True |
False |
|
120 |
6,292.87 |
5,170.11 |
1,122.76 |
17.9% |
100.29 |
1.6% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,693.60 |
2.618 |
6,539.72 |
1.618 |
6,445.43 |
1.000 |
6,387.16 |
0.618 |
6,351.14 |
HIGH |
6,292.87 |
0.618 |
6,256.85 |
0.500 |
6,245.73 |
0.382 |
6,234.60 |
LOW |
6,198.58 |
0.618 |
6,140.31 |
1.000 |
6,104.29 |
1.618 |
6,046.02 |
2.618 |
5,951.73 |
4.250 |
5,797.85 |
|
|
Fisher Pivots for day following 11-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
6,252.31 |
6,240.94 |
PP |
6,249.02 |
6,226.28 |
S1 |
6,245.73 |
6,211.63 |
|