Trading Metrics calculated at close of trading on 21-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-1996 |
21-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
6,397.97 |
6,430.02 |
32.05 |
0.5% |
6,219.82 |
High |
6,482.20 |
6,463.56 |
-18.64 |
-0.3% |
6,414.37 |
Low |
6,370.02 |
6,370.02 |
0.00 |
0.0% |
6,198.58 |
Close |
6,430.02 |
6,418.47 |
-11.55 |
-0.2% |
6,348.03 |
Range |
112.18 |
93.54 |
-18.64 |
-16.6% |
215.79 |
ATR |
108.74 |
107.66 |
-1.09 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,697.97 |
6,651.76 |
6,469.92 |
|
R3 |
6,604.43 |
6,558.22 |
6,444.19 |
|
R2 |
6,510.89 |
6,510.89 |
6,435.62 |
|
R1 |
6,464.68 |
6,464.68 |
6,427.04 |
6,441.02 |
PP |
6,417.35 |
6,417.35 |
6,417.35 |
6,405.52 |
S1 |
6,371.14 |
6,371.14 |
6,409.90 |
6,347.48 |
S2 |
6,323.81 |
6,323.81 |
6,401.32 |
|
S3 |
6,230.27 |
6,277.60 |
6,392.75 |
|
S4 |
6,136.73 |
6,184.06 |
6,367.02 |
|
|
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 |
6,277.22 |
204.98 |
3.2% |
111.51 |
1.7% |
69% |
False |
False |
|
10 |
6,482.20 |
6,151.62 |
330.58 |
5.2% |
109.13 |
1.7% |
81% |
False |
False |
|
20 |
6,482.20 |
5,938.82 |
543.38 |
8.5% |
108.64 |
1.7% |
88% |
False |
False |
|
40 |
6,482.20 |
5,819.65 |
662.55 |
10.3% |
104.69 |
1.6% |
90% |
False |
False |
|
60 |
6,482.20 |
5,550.37 |
931.83 |
14.5% |
100.53 |
1.6% |
93% |
False |
False |
|
80 |
6,482.20 |
5,507.83 |
974.37 |
15.2% |
96.67 |
1.5% |
93% |
False |
False |
|
100 |
6,482.20 |
5,170.11 |
1,312.09 |
20.4% |
102.18 |
1.6% |
95% |
False |
False |
|
120 |
6,482.20 |
5,170.11 |
1,312.09 |
20.4% |
101.00 |
1.6% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,861.11 |
2.618 |
6,708.45 |
1.618 |
6,614.91 |
1.000 |
6,557.10 |
0.618 |
6,521.37 |
HIGH |
6,463.56 |
0.618 |
6,427.83 |
0.500 |
6,416.79 |
0.382 |
6,405.75 |
LOW |
6,370.02 |
0.618 |
6,312.21 |
1.000 |
6,276.48 |
1.618 |
6,218.67 |
2.618 |
6,125.13 |
4.250 |
5,972.48 |
|
|
Fisher Pivots for day following 21-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
6,417.91 |
6,413.25 |
PP |
6,417.35 |
6,408.03 |
S1 |
6,416.79 |
6,402.82 |
|