| Trading Metrics calculated at close of trading on 20-Nov-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-1995 |
20-Nov-1995 |
Change |
Change % |
Previous Week |
| Open |
591.70 |
588.81 |
-2.89 |
-0.5% |
613.61 |
| High |
594.25 |
593.73 |
-0.52 |
-0.1% |
616.16 |
| Low |
587.40 |
571.67 |
-15.73 |
-2.7% |
582.41 |
| Close |
588.81 |
571.67 |
-17.14 |
-2.9% |
588.81 |
| Range |
6.85 |
22.06 |
15.21 |
222.0% |
33.75 |
| ATR |
12.58 |
13.26 |
0.68 |
5.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Nov-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
645.20 |
630.50 |
583.80 |
|
| R3 |
623.14 |
608.44 |
577.74 |
|
| R2 |
601.08 |
601.08 |
575.71 |
|
| R1 |
586.38 |
586.38 |
573.69 |
582.70 |
| PP |
579.02 |
579.02 |
579.02 |
577.19 |
| S1 |
564.32 |
564.32 |
569.65 |
560.64 |
| S2 |
556.96 |
556.96 |
567.63 |
|
| S3 |
534.90 |
542.26 |
565.60 |
|
| S4 |
512.84 |
520.20 |
559.54 |
|
|
| Weekly Pivots for week ending 17-Nov-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
697.04 |
676.68 |
607.37 |
|
| R3 |
663.29 |
642.93 |
598.09 |
|
| R2 |
629.54 |
629.54 |
595.00 |
|
| R1 |
609.18 |
609.18 |
591.90 |
602.49 |
| PP |
595.79 |
595.79 |
595.79 |
592.45 |
| S1 |
575.43 |
575.43 |
585.72 |
568.74 |
| S2 |
562.04 |
562.04 |
582.62 |
|
| S3 |
528.29 |
541.68 |
579.53 |
|
| S4 |
494.54 |
507.93 |
570.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
608.50 |
571.67 |
36.83 |
6.4% |
14.25 |
2.5% |
0% |
False |
True |
|
| 10 |
621.00 |
571.67 |
49.33 |
8.6% |
14.41 |
2.5% |
0% |
False |
True |
|
| 20 |
623.53 |
571.67 |
51.86 |
9.1% |
12.87 |
2.3% |
0% |
False |
True |
|
| 40 |
623.53 |
527.89 |
95.64 |
16.7% |
13.91 |
2.4% |
46% |
False |
False |
|
| 60 |
623.53 |
527.89 |
95.64 |
16.7% |
12.76 |
2.2% |
46% |
False |
False |
|
| 80 |
623.53 |
527.89 |
95.64 |
16.7% |
12.05 |
2.1% |
46% |
False |
False |
|
| 100 |
623.53 |
527.89 |
95.64 |
16.7% |
11.97 |
2.1% |
46% |
False |
False |
|
| 120 |
623.53 |
486.07 |
137.46 |
24.0% |
11.34 |
2.0% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
687.49 |
|
2.618 |
651.48 |
|
1.618 |
629.42 |
|
1.000 |
615.79 |
|
0.618 |
607.36 |
|
HIGH |
593.73 |
|
0.618 |
585.30 |
|
0.500 |
582.70 |
|
0.382 |
580.10 |
|
LOW |
571.67 |
|
0.618 |
558.04 |
|
1.000 |
549.61 |
|
1.618 |
535.98 |
|
2.618 |
513.92 |
|
4.250 |
477.92 |
|
|
| Fisher Pivots for day following 20-Nov-1995 |
| Pivot |
1 day |
3 day |
| R1 |
582.70 |
584.70 |
| PP |
579.02 |
580.36 |
| S1 |
575.35 |
576.01 |
|