Trading Metrics calculated at close of trading on 15-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-1996 |
15-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
6,274.24 |
6,313.00 |
38.76 |
0.6% |
6,219.82 |
High |
6,350.64 |
6,414.37 |
63.73 |
1.0% |
6,414.37 |
Low |
6,232.50 |
6,277.22 |
44.72 |
0.7% |
6,198.58 |
Close |
6,313.00 |
6,348.03 |
35.03 |
0.6% |
6,348.03 |
Range |
118.14 |
137.15 |
19.01 |
16.1% |
215.79 |
ATR |
106.49 |
108.68 |
2.19 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,757.99 |
6,690.16 |
6,423.46 |
|
R3 |
6,620.84 |
6,553.01 |
6,385.75 |
|
R2 |
6,483.69 |
6,483.69 |
6,373.17 |
|
R1 |
6,415.86 |
6,415.86 |
6,360.60 |
6,449.78 |
PP |
6,346.54 |
6,346.54 |
6,346.54 |
6,363.50 |
S1 |
6,278.71 |
6,278.71 |
6,335.46 |
6,312.63 |
S2 |
6,209.39 |
6,209.39 |
6,322.89 |
|
S3 |
6,072.24 |
6,141.56 |
6,310.31 |
|
S4 |
5,935.09 |
6,004.41 |
6,272.60 |
|
|
Weekly Pivots for week ending 15-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,967.70 |
6,873.65 |
6,466.71 |
|
R3 |
6,751.91 |
6,657.86 |
6,407.37 |
|
R2 |
6,536.12 |
6,536.12 |
6,387.59 |
|
R1 |
6,442.07 |
6,442.07 |
6,367.81 |
6,489.10 |
PP |
6,320.33 |
6,320.33 |
6,320.33 |
6,343.84 |
S1 |
6,226.28 |
6,226.28 |
6,328.25 |
6,273.31 |
S2 |
6,104.54 |
6,104.54 |
6,308.47 |
|
S3 |
5,888.75 |
6,010.49 |
6,288.69 |
|
S4 |
5,672.96 |
5,794.70 |
6,229.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,414.37 |
6,198.58 |
215.79 |
3.4% |
114.94 |
1.8% |
69% |
True |
False |
|
10 |
6,414.37 |
5,981.30 |
433.07 |
6.8% |
111.73 |
1.8% |
85% |
True |
False |
|
20 |
6,414.37 |
5,938.82 |
475.55 |
7.5% |
111.45 |
1.8% |
86% |
True |
False |
|
40 |
6,414.37 |
5,819.65 |
594.72 |
9.4% |
104.19 |
1.6% |
89% |
True |
False |
|
60 |
6,414.37 |
5,550.37 |
864.00 |
13.6% |
98.42 |
1.6% |
92% |
True |
False |
|
80 |
6,414.37 |
5,397.97 |
1,016.40 |
16.0% |
96.24 |
1.5% |
93% |
True |
False |
|
100 |
6,414.37 |
5,170.11 |
1,244.26 |
19.6% |
102.09 |
1.6% |
95% |
True |
False |
|
120 |
6,414.37 |
5,170.11 |
1,244.26 |
19.6% |
100.54 |
1.6% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,997.26 |
2.618 |
6,773.43 |
1.618 |
6,636.28 |
1.000 |
6,551.52 |
0.618 |
6,499.13 |
HIGH |
6,414.37 |
0.618 |
6,361.98 |
0.500 |
6,345.80 |
0.382 |
6,329.61 |
LOW |
6,277.22 |
0.618 |
6,192.46 |
1.000 |
6,140.07 |
1.618 |
6,055.31 |
2.618 |
5,918.16 |
4.250 |
5,694.33 |
|
|
Fisher Pivots for day following 15-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
6,347.29 |
6,335.55 |
PP |
6,346.54 |
6,323.06 |
S1 |
6,345.80 |
6,310.58 |
|