| Trading Metrics calculated at close of trading on 21-Nov-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-1995 |
21-Nov-1995 |
Change |
Change % |
Previous Week |
| Open |
588.81 |
571.67 |
-17.14 |
-2.9% |
613.61 |
| High |
593.73 |
576.22 |
-17.51 |
-2.9% |
616.16 |
| Low |
571.67 |
562.50 |
-9.17 |
-1.6% |
582.41 |
| Close |
571.67 |
574.22 |
2.55 |
0.4% |
588.81 |
| Range |
22.06 |
13.72 |
-8.34 |
-37.8% |
33.75 |
| ATR |
13.26 |
13.29 |
0.03 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Nov-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
612.14 |
606.90 |
581.77 |
|
| R3 |
598.42 |
593.18 |
577.99 |
|
| R2 |
584.70 |
584.70 |
576.74 |
|
| R1 |
579.46 |
579.46 |
575.48 |
582.08 |
| PP |
570.98 |
570.98 |
570.98 |
572.29 |
| S1 |
565.74 |
565.74 |
572.96 |
568.36 |
| S2 |
557.26 |
557.26 |
571.70 |
|
| S3 |
543.54 |
552.02 |
570.45 |
|
| S4 |
529.82 |
538.30 |
566.67 |
|
|
| 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 |
597.73 |
562.50 |
35.23 |
6.1% |
13.62 |
2.4% |
33% |
False |
True |
|
| 10 |
621.00 |
562.50 |
58.50 |
10.2% |
13.33 |
2.3% |
20% |
False |
True |
|
| 20 |
623.53 |
562.50 |
61.03 |
10.6% |
13.33 |
2.3% |
19% |
False |
True |
|
| 40 |
623.53 |
527.89 |
95.64 |
16.7% |
13.88 |
2.4% |
48% |
False |
False |
|
| 60 |
623.53 |
527.89 |
95.64 |
16.7% |
12.72 |
2.2% |
48% |
False |
False |
|
| 80 |
623.53 |
527.89 |
95.64 |
16.7% |
12.07 |
2.1% |
48% |
False |
False |
|
| 100 |
623.53 |
527.89 |
95.64 |
16.7% |
12.05 |
2.1% |
48% |
False |
False |
|
| 120 |
623.53 |
492.65 |
130.88 |
22.8% |
11.37 |
2.0% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
634.53 |
|
2.618 |
612.14 |
|
1.618 |
598.42 |
|
1.000 |
589.94 |
|
0.618 |
584.70 |
|
HIGH |
576.22 |
|
0.618 |
570.98 |
|
0.500 |
569.36 |
|
0.382 |
567.74 |
|
LOW |
562.50 |
|
0.618 |
554.02 |
|
1.000 |
548.78 |
|
1.618 |
540.30 |
|
2.618 |
526.58 |
|
4.250 |
504.19 |
|
|
| Fisher Pivots for day following 21-Nov-1995 |
| Pivot |
1 day |
3 day |
| R1 |
572.60 |
578.38 |
| PP |
570.98 |
576.99 |
| S1 |
569.36 |
575.61 |
|