Trading Metrics calculated at close of trading on 26-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-1996 |
26-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
6,471.76 |
6,547.79 |
76.03 |
1.2% |
6,348.03 |
High |
6,565.68 |
6,606.30 |
40.62 |
0.6% |
6,498.22 |
Low |
6,443.44 |
6,475.49 |
32.05 |
0.5% |
6,297.34 |
Close |
6,547.79 |
6,528.41 |
-19.38 |
-0.3% |
6,471.76 |
Range |
122.24 |
130.81 |
8.57 |
7.0% |
200.88 |
ATR |
107.91 |
109.55 |
1.64 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,929.16 |
6,859.60 |
6,600.36 |
|
R3 |
6,798.35 |
6,728.79 |
6,564.38 |
|
R2 |
6,667.54 |
6,667.54 |
6,552.39 |
|
R1 |
6,597.98 |
6,597.98 |
6,540.40 |
6,567.36 |
PP |
6,536.73 |
6,536.73 |
6,536.73 |
6,521.42 |
S1 |
6,467.17 |
6,467.17 |
6,516.42 |
6,436.55 |
S2 |
6,405.92 |
6,405.92 |
6,504.43 |
|
S3 |
6,275.11 |
6,336.36 |
6,492.44 |
|
S4 |
6,144.30 |
6,205.55 |
6,456.46 |
|
|
Weekly Pivots for week ending 22-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,025.08 |
6,949.30 |
6,582.24 |
|
R3 |
6,824.20 |
6,748.42 |
6,527.00 |
|
R2 |
6,623.32 |
6,623.32 |
6,508.59 |
|
R1 |
6,547.54 |
6,547.54 |
6,490.17 |
6,585.43 |
PP |
6,422.44 |
6,422.44 |
6,422.44 |
6,441.39 |
S1 |
6,346.66 |
6,346.66 |
6,453.35 |
6,384.55 |
S2 |
6,221.56 |
6,221.56 |
6,434.93 |
|
S3 |
6,020.68 |
6,145.78 |
6,416.52 |
|
S4 |
5,819.80 |
5,944.90 |
6,361.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,606.30 |
6,370.02 |
236.28 |
3.6% |
110.91 |
1.7% |
67% |
True |
False |
|
10 |
6,606.30 |
6,206.78 |
399.52 |
6.1% |
113.48 |
1.7% |
81% |
True |
False |
|
20 |
6,606.30 |
5,955.59 |
650.71 |
10.0% |
110.07 |
1.7% |
88% |
True |
False |
|
40 |
6,606.30 |
5,876.58 |
729.72 |
11.2% |
106.37 |
1.6% |
89% |
True |
False |
|
60 |
6,606.30 |
5,585.51 |
1,020.79 |
15.6% |
101.22 |
1.6% |
92% |
True |
False |
|
80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.2% |
97.24 |
1.5% |
93% |
True |
False |
|
100 |
6,606.30 |
5,170.11 |
1,436.19 |
22.0% |
102.84 |
1.6% |
95% |
True |
False |
|
120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.0% |
101.01 |
1.5% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,162.24 |
2.618 |
6,948.76 |
1.618 |
6,817.95 |
1.000 |
6,737.11 |
0.618 |
6,687.14 |
HIGH |
6,606.30 |
0.618 |
6,556.33 |
0.500 |
6,540.90 |
0.382 |
6,525.46 |
LOW |
6,475.49 |
0.618 |
6,394.65 |
1.000 |
6,344.68 |
1.618 |
6,263.84 |
2.618 |
6,133.03 |
4.250 |
5,919.55 |
|
|
Fisher Pivots for day following 26-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
6,540.90 |
6,520.40 |
PP |
6,536.73 |
6,512.38 |
S1 |
6,532.57 |
6,504.37 |
|