Trading Metrics calculated at close of trading on 18-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-1996 |
18-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
6,313.00 |
6,348.03 |
35.03 |
0.6% |
6,219.82 |
High |
6,414.37 |
6,407.66 |
-6.71 |
-0.1% |
6,414.37 |
Low |
6,277.22 |
6,297.34 |
20.12 |
0.3% |
6,198.58 |
Close |
6,348.03 |
6,346.91 |
-1.12 |
0.0% |
6,348.03 |
Range |
137.15 |
110.32 |
-26.83 |
-19.6% |
215.79 |
ATR |
108.68 |
108.79 |
0.12 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,681.60 |
6,624.57 |
6,407.59 |
|
R3 |
6,571.28 |
6,514.25 |
6,377.25 |
|
R2 |
6,460.96 |
6,460.96 |
6,367.14 |
|
R1 |
6,403.93 |
6,403.93 |
6,357.02 |
6,377.29 |
PP |
6,350.64 |
6,350.64 |
6,350.64 |
6,337.31 |
S1 |
6,293.61 |
6,293.61 |
6,336.80 |
6,266.97 |
S2 |
6,240.32 |
6,240.32 |
6,326.68 |
|
S3 |
6,130.00 |
6,183.29 |
6,316.57 |
|
S4 |
6,019.68 |
6,072.97 |
6,286.23 |
|
|
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 |
6,199.70 |
214.67 |
3.4% |
118.14 |
1.9% |
69% |
False |
False |
|
10 |
6,414.37 |
6,029.01 |
385.36 |
6.1% |
112.59 |
1.8% |
82% |
False |
False |
|
20 |
6,414.37 |
5,938.82 |
475.55 |
7.5% |
110.22 |
1.7% |
86% |
False |
False |
|
40 |
6,414.37 |
5,819.65 |
594.72 |
9.4% |
104.63 |
1.6% |
89% |
False |
False |
|
60 |
6,414.37 |
5,550.37 |
864.00 |
13.6% |
98.89 |
1.6% |
92% |
False |
False |
|
80 |
6,414.37 |
5,403.52 |
1,010.85 |
15.9% |
96.30 |
1.5% |
93% |
False |
False |
|
100 |
6,414.37 |
5,170.11 |
1,244.26 |
19.6% |
102.20 |
1.6% |
95% |
False |
False |
|
120 |
6,414.37 |
5,170.11 |
1,244.26 |
19.6% |
100.54 |
1.6% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,876.52 |
2.618 |
6,696.48 |
1.618 |
6,586.16 |
1.000 |
6,517.98 |
0.618 |
6,475.84 |
HIGH |
6,407.66 |
0.618 |
6,365.52 |
0.500 |
6,352.50 |
0.382 |
6,339.48 |
LOW |
6,297.34 |
0.618 |
6,229.16 |
1.000 |
6,187.02 |
1.618 |
6,118.84 |
2.618 |
6,008.52 |
4.250 |
5,828.48 |
|
|
Fisher Pivots for day following 18-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
6,352.50 |
6,339.09 |
PP |
6,350.64 |
6,331.26 |
S1 |
6,348.77 |
6,323.44 |
|