Trading Metrics calculated at close of trading on 13-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-1996 |
13-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
6,255.60 |
6,266.04 |
10.44 |
0.2% |
6,021.93 |
High |
6,314.49 |
6,317.10 |
2.61 |
0.0% |
6,247.78 |
Low |
6,199.70 |
6,206.78 |
7.08 |
0.1% |
5,981.30 |
Close |
6,266.04 |
6,274.24 |
8.20 |
0.1% |
6,219.82 |
Range |
114.79 |
110.32 |
-4.47 |
-3.9% |
266.48 |
ATR |
105.23 |
105.59 |
0.36 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,597.00 |
6,545.94 |
6,334.92 |
|
R3 |
6,486.68 |
6,435.62 |
6,304.58 |
|
R2 |
6,376.36 |
6,376.36 |
6,294.47 |
|
R1 |
6,325.30 |
6,325.30 |
6,284.35 |
6,350.83 |
PP |
6,266.04 |
6,266.04 |
6,266.04 |
6,278.81 |
S1 |
6,214.98 |
6,214.98 |
6,264.13 |
6,240.51 |
S2 |
6,155.72 |
6,155.72 |
6,254.01 |
|
S3 |
6,045.40 |
6,104.66 |
6,243.90 |
|
S4 |
5,935.08 |
5,994.34 |
6,213.56 |
|
|
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 |
6,317.10 |
6,130.38 |
186.72 |
3.0% |
104.80 |
1.7% |
77% |
True |
False |
|
10 |
6,317.10 |
5,955.59 |
361.51 |
5.8% |
107.74 |
1.7% |
88% |
True |
False |
|
20 |
6,317.10 |
5,938.82 |
378.28 |
6.0% |
109.42 |
1.7% |
89% |
True |
False |
|
40 |
6,317.10 |
5,818.17 |
498.93 |
8.0% |
102.20 |
1.6% |
91% |
True |
False |
|
60 |
6,317.10 |
5,550.37 |
766.73 |
12.2% |
97.26 |
1.6% |
94% |
True |
False |
|
80 |
6,317.10 |
5,244.83 |
1,072.27 |
17.1% |
96.45 |
1.5% |
96% |
True |
False |
|
100 |
6,317.10 |
5,170.11 |
1,146.99 |
18.3% |
101.33 |
1.6% |
96% |
True |
False |
|
120 |
6,317.10 |
5,170.11 |
1,146.99 |
18.3% |
100.32 |
1.6% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,785.96 |
2.618 |
6,605.92 |
1.618 |
6,495.60 |
1.000 |
6,427.42 |
0.618 |
6,385.28 |
HIGH |
6,317.10 |
0.618 |
6,274.96 |
0.500 |
6,261.94 |
0.382 |
6,248.92 |
LOW |
6,206.78 |
0.618 |
6,138.60 |
1.000 |
6,096.46 |
1.618 |
6,028.28 |
2.618 |
5,917.96 |
4.250 |
5,737.92 |
|
|
Fisher Pivots for day following 13-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
6,270.14 |
6,268.77 |
PP |
6,266.04 |
6,263.31 |
S1 |
6,261.94 |
6,257.84 |
|