Trading Metrics calculated at close of trading on 12-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-1996 |
12-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
6,219.82 |
6,255.60 |
35.78 |
0.6% |
6,021.93 |
High |
6,292.87 |
6,314.49 |
21.62 |
0.3% |
6,247.78 |
Low |
6,198.58 |
6,199.70 |
1.12 |
0.0% |
5,981.30 |
Close |
6,255.60 |
6,266.04 |
10.44 |
0.2% |
6,219.82 |
Range |
94.29 |
114.79 |
20.50 |
21.7% |
266.48 |
ATR |
104.49 |
105.23 |
0.74 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,604.45 |
6,550.03 |
6,329.17 |
|
R3 |
6,489.66 |
6,435.24 |
6,297.61 |
|
R2 |
6,374.87 |
6,374.87 |
6,287.08 |
|
R1 |
6,320.45 |
6,320.45 |
6,276.56 |
6,347.66 |
PP |
6,260.08 |
6,260.08 |
6,260.08 |
6,273.68 |
S1 |
6,205.66 |
6,205.66 |
6,255.52 |
6,232.87 |
S2 |
6,145.29 |
6,145.29 |
6,245.00 |
|
S3 |
6,030.50 |
6,090.87 |
6,234.47 |
|
S4 |
5,915.71 |
5,976.08 |
6,202.91 |
|
|
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 |
6,314.49 |
6,060.69 |
253.80 |
4.1% |
110.69 |
1.8% |
81% |
True |
False |
|
10 |
6,314.49 |
5,955.59 |
358.90 |
5.7% |
106.66 |
1.7% |
87% |
True |
False |
|
20 |
6,314.49 |
5,938.82 |
375.67 |
6.0% |
109.53 |
1.7% |
87% |
True |
False |
|
40 |
6,314.49 |
5,818.17 |
496.32 |
7.9% |
101.48 |
1.6% |
90% |
True |
False |
|
60 |
6,314.49 |
5,550.37 |
764.12 |
12.2% |
96.71 |
1.5% |
94% |
True |
False |
|
80 |
6,314.49 |
5,244.83 |
1,069.66 |
17.1% |
96.75 |
1.5% |
95% |
True |
False |
|
100 |
6,314.49 |
5,170.11 |
1,144.38 |
18.3% |
101.04 |
1.6% |
96% |
True |
False |
|
120 |
6,314.49 |
5,170.11 |
1,144.38 |
18.3% |
100.18 |
1.6% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,802.35 |
2.618 |
6,615.01 |
1.618 |
6,500.22 |
1.000 |
6,429.28 |
0.618 |
6,385.43 |
HIGH |
6,314.49 |
0.618 |
6,270.64 |
0.500 |
6,257.10 |
0.382 |
6,243.55 |
LOW |
6,199.70 |
0.618 |
6,128.76 |
1.000 |
6,084.91 |
1.618 |
6,013.97 |
2.618 |
5,899.18 |
4.250 |
5,711.84 |
|
|
Fisher Pivots for day following 12-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
6,263.06 |
6,255.05 |
PP |
6,260.08 |
6,244.05 |
S1 |
6,257.10 |
6,233.06 |
|