| Trading Metrics calculated at close of trading on 24-Nov-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-1995 |
24-Nov-1995 |
Change |
Change % |
Previous Week |
| Open |
600.24 |
598.40 |
-1.84 |
-0.3% |
600.07 |
| High |
600.70 |
600.24 |
-0.46 |
-0.1% |
600.70 |
| Low |
598.40 |
598.40 |
0.00 |
0.0% |
595.42 |
| Close |
598.40 |
599.97 |
1.57 |
0.3% |
599.97 |
| Range |
2.30 |
1.84 |
-0.46 |
-20.0% |
5.28 |
| ATR |
4.00 |
3.84 |
-0.15 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Nov-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
605.06 |
604.35 |
600.98 |
|
| R3 |
603.22 |
602.51 |
600.48 |
|
| R2 |
601.38 |
601.38 |
600.31 |
|
| R1 |
600.67 |
600.67 |
600.14 |
601.03 |
| PP |
599.54 |
599.54 |
599.54 |
599.71 |
| S1 |
598.83 |
598.83 |
599.80 |
599.19 |
| S2 |
597.70 |
597.70 |
599.63 |
|
| S3 |
595.86 |
596.99 |
599.46 |
|
| S4 |
594.02 |
595.15 |
598.96 |
|
|
| Weekly Pivots for week ending 24-Nov-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
614.54 |
612.53 |
602.87 |
|
| R3 |
609.26 |
607.25 |
601.42 |
|
| R2 |
603.98 |
603.98 |
600.94 |
|
| R1 |
601.97 |
601.97 |
600.45 |
600.34 |
| PP |
598.70 |
598.70 |
598.70 |
597.88 |
| S1 |
596.69 |
596.69 |
599.49 |
595.06 |
| S2 |
593.42 |
593.42 |
599.00 |
|
| S3 |
588.14 |
591.41 |
598.52 |
|
| S4 |
582.86 |
586.13 |
597.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
600.70 |
595.42 |
5.28 |
0.9% |
3.17 |
0.5% |
86% |
False |
False |
|
| 10 |
600.70 |
588.36 |
12.34 |
2.1% |
3.49 |
0.6% |
94% |
False |
False |
|
| 20 |
600.70 |
573.21 |
27.49 |
4.6% |
3.80 |
0.6% |
97% |
False |
False |
|
| 40 |
600.70 |
571.55 |
29.15 |
4.9% |
4.19 |
0.7% |
97% |
False |
False |
|
| 60 |
600.70 |
560.49 |
40.21 |
6.7% |
4.05 |
0.7% |
98% |
False |
False |
|
| 80 |
600.70 |
553.08 |
47.62 |
7.9% |
3.93 |
0.7% |
98% |
False |
False |
|
| 100 |
600.70 |
542.51 |
58.19 |
9.7% |
4.17 |
0.7% |
99% |
False |
False |
|
| 120 |
600.70 |
526.08 |
74.62 |
12.4% |
4.15 |
0.7% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
608.06 |
|
2.618 |
605.06 |
|
1.618 |
603.22 |
|
1.000 |
602.08 |
|
0.618 |
601.38 |
|
HIGH |
600.24 |
|
0.618 |
599.54 |
|
0.500 |
599.32 |
|
0.382 |
599.10 |
|
LOW |
598.40 |
|
0.618 |
597.26 |
|
1.000 |
596.56 |
|
1.618 |
595.42 |
|
2.618 |
593.58 |
|
4.250 |
590.58 |
|
|
| Fisher Pivots for day following 24-Nov-1995 |
| Pivot |
1 day |
3 day |
| R1 |
599.75 |
599.33 |
| PP |
599.54 |
598.70 |
| S1 |
599.32 |
598.06 |
|