Trading Metrics calculated at close of trading on 19-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-1996 |
19-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
6,348.03 |
6,346.91 |
-1.12 |
0.0% |
6,219.82 |
High |
6,407.66 |
6,427.79 |
20.13 |
0.3% |
6,414.37 |
Low |
6,297.34 |
6,323.43 |
26.09 |
0.4% |
6,198.58 |
Close |
6,346.91 |
6,397.97 |
51.06 |
0.8% |
6,348.03 |
Range |
110.32 |
104.36 |
-5.96 |
-5.4% |
215.79 |
ATR |
108.79 |
108.48 |
-0.32 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,696.14 |
6,651.42 |
6,455.37 |
|
R3 |
6,591.78 |
6,547.06 |
6,426.67 |
|
R2 |
6,487.42 |
6,487.42 |
6,417.10 |
|
R1 |
6,442.70 |
6,442.70 |
6,407.54 |
6,465.06 |
PP |
6,383.06 |
6,383.06 |
6,383.06 |
6,394.25 |
S1 |
6,338.34 |
6,338.34 |
6,388.40 |
6,360.70 |
S2 |
6,278.70 |
6,278.70 |
6,378.84 |
|
S3 |
6,174.34 |
6,233.98 |
6,369.27 |
|
S4 |
6,069.98 |
6,129.62 |
6,340.57 |
|
|
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 |
6,427.79 |
6,206.78 |
221.01 |
3.5% |
116.06 |
1.8% |
87% |
True |
False |
|
10 |
6,427.79 |
6,060.69 |
367.10 |
5.7% |
113.37 |
1.8% |
92% |
True |
False |
|
20 |
6,427.79 |
5,938.82 |
488.97 |
7.6% |
110.48 |
1.7% |
94% |
True |
False |
|
40 |
6,427.79 |
5,819.65 |
608.14 |
9.5% |
104.56 |
1.6% |
95% |
True |
False |
|
60 |
6,427.79 |
5,550.37 |
877.42 |
13.7% |
99.34 |
1.6% |
97% |
True |
False |
|
80 |
6,427.79 |
5,403.52 |
1,024.27 |
16.0% |
96.57 |
1.5% |
97% |
True |
False |
|
100 |
6,427.79 |
5,170.11 |
1,257.68 |
19.7% |
102.26 |
1.6% |
98% |
True |
False |
|
120 |
6,427.79 |
5,170.11 |
1,257.68 |
19.7% |
100.59 |
1.6% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,871.32 |
2.618 |
6,701.00 |
1.618 |
6,596.64 |
1.000 |
6,532.15 |
0.618 |
6,492.28 |
HIGH |
6,427.79 |
0.618 |
6,387.92 |
0.500 |
6,375.61 |
0.382 |
6,363.30 |
LOW |
6,323.43 |
0.618 |
6,258.94 |
1.000 |
6,219.07 |
1.618 |
6,154.58 |
2.618 |
6,050.22 |
4.250 |
5,879.90 |
|
|
Fisher Pivots for day following 19-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
6,390.52 |
6,382.82 |
PP |
6,383.06 |
6,367.66 |
S1 |
6,375.61 |
6,352.51 |
|