| Trading Metrics calculated at close of trading on 22-Nov-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-1995 |
22-Nov-1995 |
Change |
Change % |
Previous Week |
| Open |
596.27 |
600.24 |
3.97 |
0.7% |
592.72 |
| High |
600.26 |
600.70 |
0.44 |
0.1% |
600.07 |
| Low |
595.42 |
598.40 |
2.98 |
0.5% |
588.36 |
| Close |
600.24 |
598.40 |
-1.84 |
-0.3% |
600.07 |
| Range |
4.84 |
2.30 |
-2.54 |
-52.5% |
11.71 |
| ATR |
4.13 |
4.00 |
-0.13 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Nov-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
606.07 |
604.53 |
599.67 |
|
| R3 |
603.77 |
602.23 |
599.03 |
|
| R2 |
601.47 |
601.47 |
598.82 |
|
| R1 |
599.93 |
599.93 |
598.61 |
599.55 |
| PP |
599.17 |
599.17 |
599.17 |
598.98 |
| S1 |
597.63 |
597.63 |
598.19 |
597.25 |
| S2 |
596.87 |
596.87 |
597.98 |
|
| S3 |
594.57 |
595.33 |
597.77 |
|
| S4 |
592.27 |
593.03 |
597.14 |
|
|
| Weekly Pivots for week ending 17-Nov-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
631.30 |
627.39 |
606.51 |
|
| R3 |
619.59 |
615.68 |
603.29 |
|
| R2 |
607.88 |
607.88 |
602.22 |
|
| R1 |
603.97 |
603.97 |
601.14 |
605.93 |
| PP |
596.17 |
596.17 |
596.17 |
597.14 |
| S1 |
592.26 |
592.26 |
599.00 |
594.22 |
| S2 |
584.46 |
584.46 |
597.92 |
|
| S3 |
572.75 |
580.55 |
596.85 |
|
| S4 |
561.04 |
568.84 |
593.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
600.70 |
593.52 |
7.18 |
1.2% |
3.67 |
0.6% |
68% |
True |
False |
|
| 10 |
600.70 |
588.36 |
12.34 |
2.1% |
3.60 |
0.6% |
81% |
True |
False |
|
| 20 |
600.70 |
572.53 |
28.17 |
4.7% |
4.22 |
0.7% |
92% |
True |
False |
|
| 40 |
600.70 |
571.55 |
29.15 |
4.9% |
4.27 |
0.7% |
92% |
True |
False |
|
| 60 |
600.70 |
559.49 |
41.21 |
6.9% |
4.05 |
0.7% |
94% |
True |
False |
|
| 80 |
600.70 |
553.08 |
47.62 |
8.0% |
4.00 |
0.7% |
95% |
True |
False |
|
| 100 |
600.70 |
542.51 |
58.19 |
9.7% |
4.19 |
0.7% |
96% |
True |
False |
|
| 120 |
600.70 |
526.08 |
74.62 |
12.5% |
4.15 |
0.7% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
610.48 |
|
2.618 |
606.72 |
|
1.618 |
604.42 |
|
1.000 |
603.00 |
|
0.618 |
602.12 |
|
HIGH |
600.70 |
|
0.618 |
599.82 |
|
0.500 |
599.55 |
|
0.382 |
599.28 |
|
LOW |
598.40 |
|
0.618 |
596.98 |
|
1.000 |
596.10 |
|
1.618 |
594.68 |
|
2.618 |
592.38 |
|
4.250 |
588.63 |
|
|
| Fisher Pivots for day following 22-Nov-1995 |
| Pivot |
1 day |
3 day |
| R1 |
599.55 |
598.29 |
| PP |
599.17 |
598.17 |
| S1 |
598.78 |
598.06 |
|