Trading Metrics calculated at close of trading on 27-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-1996 |
27-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
6,547.79 |
6,528.41 |
-19.38 |
-0.3% |
6,348.03 |
High |
6,606.30 |
6,566.43 |
-39.87 |
-0.6% |
6,498.22 |
Low |
6,475.49 |
6,457.97 |
-17.52 |
-0.3% |
6,297.34 |
Close |
6,528.41 |
6,499.34 |
-29.07 |
-0.4% |
6,471.76 |
Range |
130.81 |
108.46 |
-22.35 |
-17.1% |
200.88 |
ATR |
109.55 |
109.47 |
-0.08 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,833.29 |
6,774.78 |
6,558.99 |
|
R3 |
6,724.83 |
6,666.32 |
6,529.17 |
|
R2 |
6,616.37 |
6,616.37 |
6,519.22 |
|
R1 |
6,557.86 |
6,557.86 |
6,509.28 |
6,532.89 |
PP |
6,507.91 |
6,507.91 |
6,507.91 |
6,495.43 |
S1 |
6,449.40 |
6,449.40 |
6,489.40 |
6,424.43 |
S2 |
6,399.45 |
6,399.45 |
6,479.46 |
|
S3 |
6,290.99 |
6,340.94 |
6,469.51 |
|
S4 |
6,182.53 |
6,232.48 |
6,439.69 |
|
|
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% |
110.17 |
1.7% |
55% |
False |
False |
|
10 |
6,606.30 |
6,232.50 |
373.80 |
5.8% |
113.30 |
1.7% |
71% |
False |
False |
|
20 |
6,606.30 |
5,955.59 |
650.71 |
10.0% |
110.52 |
1.7% |
84% |
False |
False |
|
40 |
6,606.30 |
5,876.58 |
729.72 |
11.2% |
107.15 |
1.6% |
85% |
False |
False |
|
60 |
6,606.30 |
5,585.51 |
1,020.79 |
15.7% |
101.81 |
1.6% |
90% |
False |
False |
|
80 |
6,606.30 |
5,550.37 |
1,055.93 |
16.2% |
97.52 |
1.5% |
90% |
False |
False |
|
100 |
6,606.30 |
5,170.11 |
1,436.19 |
22.1% |
103.10 |
1.6% |
93% |
False |
False |
|
120 |
6,606.30 |
5,170.11 |
1,436.19 |
22.1% |
101.22 |
1.6% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,027.39 |
2.618 |
6,850.38 |
1.618 |
6,741.92 |
1.000 |
6,674.89 |
0.618 |
6,633.46 |
HIGH |
6,566.43 |
0.618 |
6,525.00 |
0.500 |
6,512.20 |
0.382 |
6,499.40 |
LOW |
6,457.97 |
0.618 |
6,390.94 |
1.000 |
6,349.51 |
1.618 |
6,282.48 |
2.618 |
6,174.02 |
4.250 |
5,997.02 |
|
|
Fisher Pivots for day following 27-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
6,512.20 |
6,524.87 |
PP |
6,507.91 |
6,516.36 |
S1 |
6,503.63 |
6,507.85 |
|