| Trading Metrics calculated at close of trading on 15-Nov-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-1995 |
15-Nov-1995 |
Change |
Change % |
Previous Week |
| Open |
608.32 |
591.68 |
-16.64 |
-2.7% |
621.71 |
| High |
608.50 |
597.07 |
-11.43 |
-1.9% |
623.53 |
| Low |
591.60 |
582.41 |
-9.19 |
-1.6% |
591.20 |
| Close |
591.68 |
593.48 |
1.80 |
0.3% |
613.61 |
| Range |
16.90 |
14.66 |
-2.24 |
-13.3% |
32.33 |
| ATR |
13.09 |
13.20 |
0.11 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Nov-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
634.97 |
628.88 |
601.54 |
|
| R3 |
620.31 |
614.22 |
597.51 |
|
| R2 |
605.65 |
605.65 |
596.17 |
|
| R1 |
599.56 |
599.56 |
594.82 |
602.61 |
| PP |
590.99 |
590.99 |
590.99 |
592.51 |
| S1 |
584.90 |
584.90 |
592.14 |
587.95 |
| S2 |
576.33 |
576.33 |
590.79 |
|
| S3 |
561.67 |
570.24 |
589.45 |
|
| S4 |
547.01 |
555.58 |
585.42 |
|
|
| Weekly Pivots for week ending 10-Nov-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
706.44 |
692.35 |
631.39 |
|
| R3 |
674.11 |
660.02 |
622.50 |
|
| R2 |
641.78 |
641.78 |
619.54 |
|
| R1 |
627.69 |
627.69 |
616.57 |
618.57 |
| PP |
609.45 |
609.45 |
609.45 |
604.89 |
| S1 |
595.36 |
595.36 |
610.65 |
586.24 |
| S2 |
577.12 |
577.12 |
607.68 |
|
| S3 |
544.79 |
563.03 |
604.72 |
|
| S4 |
512.46 |
530.70 |
595.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
621.00 |
582.41 |
38.59 |
6.5% |
13.65 |
2.3% |
29% |
False |
True |
|
| 10 |
623.53 |
582.41 |
41.12 |
6.9% |
13.60 |
2.3% |
27% |
False |
True |
|
| 20 |
623.53 |
572.64 |
50.89 |
8.6% |
12.48 |
2.1% |
41% |
False |
False |
|
| 40 |
623.53 |
527.89 |
95.64 |
16.1% |
13.62 |
2.3% |
69% |
False |
False |
|
| 60 |
623.53 |
527.89 |
95.64 |
16.1% |
12.47 |
2.1% |
69% |
False |
False |
|
| 80 |
623.53 |
527.89 |
95.64 |
16.1% |
11.93 |
2.0% |
69% |
False |
False |
|
| 100 |
623.53 |
522.09 |
101.44 |
17.1% |
11.90 |
2.0% |
70% |
False |
False |
|
| 120 |
623.53 |
474.40 |
149.13 |
25.1% |
11.31 |
1.9% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
659.38 |
|
2.618 |
635.45 |
|
1.618 |
620.79 |
|
1.000 |
611.73 |
|
0.618 |
606.13 |
|
HIGH |
597.07 |
|
0.618 |
591.47 |
|
0.500 |
589.74 |
|
0.382 |
588.01 |
|
LOW |
582.41 |
|
0.618 |
573.35 |
|
1.000 |
567.75 |
|
1.618 |
558.69 |
|
2.618 |
544.03 |
|
4.250 |
520.11 |
|
|
| Fisher Pivots for day following 15-Nov-1995 |
| Pivot |
1 day |
3 day |
| R1 |
592.23 |
599.29 |
| PP |
590.99 |
597.35 |
| S1 |
589.74 |
595.42 |
|