Trading Metrics calculated at close of trading on 20-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-1996 |
20-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
6,346.91 |
6,397.97 |
51.06 |
0.8% |
6,219.82 |
High |
6,427.79 |
6,482.20 |
54.41 |
0.8% |
6,414.37 |
Low |
6,323.43 |
6,370.02 |
46.59 |
0.7% |
6,198.58 |
Close |
6,397.97 |
6,430.02 |
32.05 |
0.5% |
6,348.03 |
Range |
104.36 |
112.18 |
7.82 |
7.5% |
215.79 |
ATR |
108.48 |
108.74 |
0.26 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,763.95 |
6,709.17 |
6,491.72 |
|
R3 |
6,651.77 |
6,596.99 |
6,460.87 |
|
R2 |
6,539.59 |
6,539.59 |
6,450.59 |
|
R1 |
6,484.81 |
6,484.81 |
6,440.30 |
6,512.20 |
PP |
6,427.41 |
6,427.41 |
6,427.41 |
6,441.11 |
S1 |
6,372.63 |
6,372.63 |
6,419.74 |
6,400.02 |
S2 |
6,315.23 |
6,315.23 |
6,409.45 |
|
S3 |
6,203.05 |
6,260.45 |
6,399.17 |
|
S4 |
6,090.87 |
6,148.27 |
6,368.32 |
|
|
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 |
6,482.20 |
6,232.50 |
249.70 |
3.9% |
116.43 |
1.8% |
79% |
True |
False |
|
10 |
6,482.20 |
6,130.38 |
351.82 |
5.5% |
110.62 |
1.7% |
85% |
True |
False |
|
20 |
6,482.20 |
5,938.82 |
543.38 |
8.5% |
110.28 |
1.7% |
90% |
True |
False |
|
40 |
6,482.20 |
5,819.65 |
662.55 |
10.3% |
104.83 |
1.6% |
92% |
True |
False |
|
60 |
6,482.20 |
5,550.37 |
931.83 |
14.5% |
100.13 |
1.6% |
94% |
True |
False |
|
80 |
6,482.20 |
5,460.48 |
1,021.72 |
15.9% |
96.72 |
1.5% |
95% |
True |
False |
|
100 |
6,482.20 |
5,170.11 |
1,312.09 |
20.4% |
102.26 |
1.6% |
96% |
True |
False |
|
120 |
6,482.20 |
5,170.11 |
1,312.09 |
20.4% |
100.90 |
1.6% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,958.97 |
2.618 |
6,775.89 |
1.618 |
6,663.71 |
1.000 |
6,594.38 |
0.618 |
6,551.53 |
HIGH |
6,482.20 |
0.618 |
6,439.35 |
0.500 |
6,426.11 |
0.382 |
6,412.87 |
LOW |
6,370.02 |
0.618 |
6,300.69 |
1.000 |
6,257.84 |
1.618 |
6,188.51 |
2.618 |
6,076.33 |
4.250 |
5,893.26 |
|
|
Fisher Pivots for day following 20-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
6,428.72 |
6,416.60 |
PP |
6,427.41 |
6,403.19 |
S1 |
6,426.11 |
6,389.77 |
|