| Trading Metrics calculated at close of trading on 01-Nov-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-1995 |
01-Nov-1995 |
Change |
Change % |
Previous Week |
| Open |
583.25 |
581.50 |
-1.75 |
-0.3% |
587.46 |
| High |
586.71 |
584.24 |
-2.47 |
-0.4% |
587.46 |
| Low |
581.50 |
581.04 |
-0.46 |
-0.1% |
572.53 |
| Close |
581.50 |
584.22 |
2.72 |
0.5% |
579.70 |
| Range |
5.21 |
3.20 |
-2.01 |
-38.6% |
14.93 |
| ATR |
4.74 |
4.63 |
-0.11 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Nov-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
592.77 |
591.69 |
585.98 |
|
| R3 |
589.57 |
588.49 |
585.10 |
|
| R2 |
586.37 |
586.37 |
584.81 |
|
| R1 |
585.29 |
585.29 |
584.51 |
585.83 |
| PP |
583.17 |
583.17 |
583.17 |
583.44 |
| S1 |
582.09 |
582.09 |
583.93 |
582.63 |
| S2 |
579.97 |
579.97 |
583.63 |
|
| S3 |
576.77 |
578.89 |
583.34 |
|
| S4 |
573.57 |
575.69 |
582.46 |
|
|
| Weekly Pivots for week ending 27-Oct-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
624.69 |
617.12 |
587.91 |
|
| R3 |
609.76 |
602.19 |
583.81 |
|
| R2 |
594.83 |
594.83 |
582.44 |
|
| R1 |
587.26 |
587.26 |
581.07 |
583.58 |
| PP |
579.90 |
579.90 |
579.90 |
578.06 |
| S1 |
572.33 |
572.33 |
578.33 |
568.65 |
| S2 |
564.97 |
564.97 |
576.96 |
|
| S3 |
550.04 |
557.40 |
575.59 |
|
| S4 |
535.11 |
542.47 |
571.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
586.71 |
572.53 |
14.18 |
2.4% |
5.82 |
1.0% |
82% |
False |
False |
|
| 10 |
590.66 |
572.53 |
18.13 |
3.1% |
4.93 |
0.8% |
64% |
False |
False |
|
| 20 |
590.66 |
571.55 |
19.11 |
3.3% |
4.81 |
0.8% |
66% |
False |
False |
|
| 40 |
590.66 |
569.23 |
21.43 |
3.7% |
4.34 |
0.7% |
70% |
False |
False |
|
| 60 |
590.66 |
553.08 |
37.58 |
6.4% |
4.09 |
0.7% |
83% |
False |
False |
|
| 80 |
590.66 |
542.51 |
48.15 |
8.2% |
4.28 |
0.7% |
87% |
False |
False |
|
| 100 |
590.66 |
530.88 |
59.78 |
10.2% |
4.24 |
0.7% |
89% |
False |
False |
|
| 120 |
590.66 |
517.07 |
73.59 |
12.6% |
4.33 |
0.7% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
597.84 |
|
2.618 |
592.62 |
|
1.618 |
589.42 |
|
1.000 |
587.44 |
|
0.618 |
586.22 |
|
HIGH |
584.24 |
|
0.618 |
583.02 |
|
0.500 |
582.64 |
|
0.382 |
582.26 |
|
LOW |
581.04 |
|
0.618 |
579.06 |
|
1.000 |
577.84 |
|
1.618 |
575.86 |
|
2.618 |
572.66 |
|
4.250 |
567.44 |
|
|
| Fisher Pivots for day following 01-Nov-1995 |
| Pivot |
1 day |
3 day |
| R1 |
583.69 |
583.88 |
| PP |
583.17 |
583.54 |
| S1 |
582.64 |
583.21 |
|