Trading Metrics calculated at close of trading on 14-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-1996 |
14-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
729.61 |
731.08 |
1.47 |
0.2% |
703.03 |
High |
732.11 |
735.99 |
3.88 |
0.5% |
730.82 |
Low |
728.03 |
729.20 |
1.17 |
0.2% |
702.84 |
Close |
731.13 |
735.88 |
4.75 |
0.6% |
730.82 |
Range |
4.08 |
6.79 |
2.71 |
66.4% |
27.98 |
ATR |
5.80 |
5.87 |
0.07 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
754.06 |
751.76 |
739.61 |
|
R3 |
747.27 |
744.97 |
737.75 |
|
R2 |
740.48 |
740.48 |
737.12 |
|
R1 |
738.18 |
738.18 |
736.50 |
739.33 |
PP |
733.69 |
733.69 |
733.69 |
734.27 |
S1 |
731.39 |
731.39 |
735.26 |
732.54 |
S2 |
726.90 |
726.90 |
734.64 |
|
S3 |
720.11 |
724.60 |
734.01 |
|
S4 |
713.32 |
717.81 |
732.15 |
|
|
Weekly Pivots for week ending 08-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
805.43 |
796.11 |
746.21 |
|
R3 |
777.45 |
768.13 |
738.51 |
|
R2 |
749.47 |
749.47 |
735.95 |
|
R1 |
740.15 |
740.15 |
733.38 |
744.81 |
PP |
721.49 |
721.49 |
721.49 |
723.83 |
S1 |
712.17 |
712.17 |
728.26 |
716.83 |
S2 |
693.51 |
693.51 |
725.69 |
|
S3 |
665.53 |
684.19 |
723.13 |
|
S4 |
637.55 |
656.21 |
715.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
735.99 |
725.22 |
10.77 |
1.5% |
4.79 |
0.7% |
99% |
True |
False |
|
10 |
735.99 |
701.30 |
34.69 |
4.7% |
6.23 |
0.8% |
100% |
True |
False |
|
20 |
735.99 |
696.22 |
39.77 |
5.4% |
5.99 |
0.8% |
100% |
True |
False |
|
40 |
735.99 |
681.01 |
54.98 |
7.5% |
5.66 |
0.8% |
100% |
True |
False |
|
60 |
735.99 |
643.97 |
92.02 |
12.5% |
5.86 |
0.8% |
100% |
True |
False |
|
80 |
735.99 |
626.65 |
109.34 |
14.9% |
5.75 |
0.8% |
100% |
True |
False |
|
100 |
735.99 |
605.88 |
130.11 |
17.7% |
6.49 |
0.9% |
100% |
True |
False |
|
120 |
735.99 |
605.88 |
130.11 |
17.7% |
6.35 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
764.85 |
2.618 |
753.77 |
1.618 |
746.98 |
1.000 |
742.78 |
0.618 |
740.19 |
HIGH |
735.99 |
0.618 |
733.40 |
0.500 |
732.60 |
0.382 |
731.79 |
LOW |
729.20 |
0.618 |
725.00 |
1.000 |
722.41 |
1.618 |
718.21 |
2.618 |
711.42 |
4.250 |
700.34 |
|
|
Fisher Pivots for day following 14-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
734.79 |
734.59 |
PP |
733.69 |
733.30 |
S1 |
732.60 |
732.01 |
|