Trading Metrics calculated at close of trading on 14-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-1996 |
14-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
6,266.04 |
6,274.24 |
8.20 |
0.1% |
6,021.93 |
High |
6,317.10 |
6,350.64 |
33.54 |
0.5% |
6,247.78 |
Low |
6,206.78 |
6,232.50 |
25.72 |
0.4% |
5,981.30 |
Close |
6,274.24 |
6,313.00 |
38.76 |
0.6% |
6,219.82 |
Range |
110.32 |
118.14 |
7.82 |
7.1% |
266.48 |
ATR |
105.59 |
106.49 |
0.90 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,653.13 |
6,601.21 |
6,377.98 |
|
R3 |
6,534.99 |
6,483.07 |
6,345.49 |
|
R2 |
6,416.85 |
6,416.85 |
6,334.66 |
|
R1 |
6,364.93 |
6,364.93 |
6,323.83 |
6,390.89 |
PP |
6,298.71 |
6,298.71 |
6,298.71 |
6,311.70 |
S1 |
6,246.79 |
6,246.79 |
6,302.17 |
6,272.75 |
S2 |
6,180.57 |
6,180.57 |
6,291.34 |
|
S3 |
6,062.43 |
6,128.65 |
6,280.51 |
|
S4 |
5,944.29 |
6,010.51 |
6,248.02 |
|
|
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 |
6,350.64 |
6,151.62 |
199.02 |
3.2% |
106.74 |
1.7% |
81% |
True |
False |
|
10 |
6,350.64 |
5,975.34 |
375.30 |
5.9% |
108.75 |
1.7% |
90% |
True |
False |
|
20 |
6,350.64 |
5,938.82 |
411.82 |
6.5% |
110.00 |
1.7% |
91% |
True |
False |
|
40 |
6,350.64 |
5,819.65 |
530.99 |
8.4% |
102.89 |
1.6% |
93% |
True |
False |
|
60 |
6,350.64 |
5,550.37 |
800.27 |
12.7% |
97.79 |
1.5% |
95% |
True |
False |
|
80 |
6,350.64 |
5,355.80 |
994.84 |
15.8% |
95.94 |
1.5% |
96% |
True |
False |
|
100 |
6,350.64 |
5,170.11 |
1,180.53 |
18.7% |
101.59 |
1.6% |
97% |
True |
False |
|
120 |
6,350.64 |
5,170.11 |
1,180.53 |
18.7% |
100.32 |
1.6% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,852.74 |
2.618 |
6,659.93 |
1.618 |
6,541.79 |
1.000 |
6,468.78 |
0.618 |
6,423.65 |
HIGH |
6,350.64 |
0.618 |
6,305.51 |
0.500 |
6,291.57 |
0.382 |
6,277.63 |
LOW |
6,232.50 |
0.618 |
6,159.49 |
1.000 |
6,114.36 |
1.618 |
6,041.35 |
2.618 |
5,923.21 |
4.250 |
5,730.41 |
|
|
Fisher Pivots for day following 14-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
6,305.86 |
6,300.39 |
PP |
6,298.71 |
6,287.78 |
S1 |
6,291.57 |
6,275.17 |
|