Trading Metrics calculated at close of trading on 29-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-1996 |
29-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
6,528.41 |
6,499.34 |
-29.07 |
-0.4% |
6,471.76 |
High |
6,566.43 |
6,551.15 |
-15.28 |
-0.2% |
6,606.30 |
Low |
6,457.97 |
6,490.40 |
32.43 |
0.5% |
6,443.44 |
Close |
6,499.34 |
6,521.70 |
22.36 |
0.3% |
6,521.70 |
Range |
108.46 |
60.75 |
-47.71 |
-44.0% |
162.86 |
ATR |
109.47 |
105.99 |
-3.48 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,703.33 |
6,673.27 |
6,555.11 |
|
R3 |
6,642.58 |
6,612.52 |
6,538.41 |
|
R2 |
6,581.83 |
6,581.83 |
6,532.84 |
|
R1 |
6,551.77 |
6,551.77 |
6,527.27 |
6,566.80 |
PP |
6,521.08 |
6,521.08 |
6,521.08 |
6,528.60 |
S1 |
6,491.02 |
6,491.02 |
6,516.13 |
6,506.05 |
S2 |
6,460.33 |
6,460.33 |
6,510.56 |
|
S3 |
6,399.58 |
6,430.27 |
6,504.99 |
|
S4 |
6,338.83 |
6,369.52 |
6,488.29 |
|
|
Weekly Pivots for week ending 29-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,012.39 |
6,929.91 |
6,611.27 |
|
R3 |
6,849.53 |
6,767.05 |
6,566.49 |
|
R2 |
6,686.67 |
6,686.67 |
6,551.56 |
|
R1 |
6,604.19 |
6,604.19 |
6,536.63 |
6,645.43 |
PP |
6,523.81 |
6,523.81 |
6,523.81 |
6,544.44 |
S1 |
6,441.33 |
6,441.33 |
6,506.77 |
6,482.57 |
S2 |
6,360.95 |
6,360.95 |
6,491.84 |
|
S3 |
6,198.09 |
6,278.47 |
6,476.91 |
|
S4 |
6,035.23 |
6,115.61 |
6,432.13 |
|
|
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 |
6,402.44 |
203.86 |
3.1% |
103.61 |
1.6% |
59% |
False |
False |
|
10 |
6,606.30 |
6,277.22 |
329.08 |
5.0% |
107.56 |
1.6% |
74% |
False |
False |
|
20 |
6,606.30 |
5,975.34 |
630.96 |
9.7% |
108.15 |
1.7% |
87% |
False |
False |
|
40 |
6,606.30 |
5,876.58 |
729.72 |
11.2% |
106.55 |
1.6% |
88% |
False |
False |
|
60 |
6,606.30 |
5,585.51 |
1,020.79 |
15.7% |
101.54 |
1.6% |
92% |
False |
False |
|
80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.2% |
97.09 |
1.5% |
92% |
False |
False |
|
100 |
6,606.30 |
5,170.11 |
1,436.19 |
22.0% |
102.58 |
1.6% |
94% |
False |
False |
|
120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.0% |
100.81 |
1.5% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,809.34 |
2.618 |
6,710.19 |
1.618 |
6,649.44 |
1.000 |
6,611.90 |
0.618 |
6,588.69 |
HIGH |
6,551.15 |
0.618 |
6,527.94 |
0.500 |
6,520.78 |
0.382 |
6,513.61 |
LOW |
6,490.40 |
0.618 |
6,452.86 |
1.000 |
6,429.65 |
1.618 |
6,392.11 |
2.618 |
6,331.36 |
4.250 |
6,232.21 |
|
|
Fisher Pivots for day following 29-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
6,521.39 |
6,532.14 |
PP |
6,521.08 |
6,528.66 |
S1 |
6,520.78 |
6,525.18 |
|