| Trading Metrics calculated at close of trading on 04-Nov-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-1996 |
04-Nov-1996 |
Change |
Change % |
Previous Week |
| Open |
751.99 |
755.51 |
3.52 |
0.5% |
743.55 |
| High |
760.13 |
758.50 |
-1.63 |
-0.2% |
760.13 |
| Low |
748.97 |
751.45 |
2.48 |
0.3% |
730.45 |
| Close |
755.51 |
756.23 |
0.72 |
0.1% |
755.51 |
| Range |
11.16 |
7.05 |
-4.11 |
-36.8% |
29.68 |
| ATR |
13.24 |
12.80 |
-0.44 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
776.54 |
773.44 |
760.11 |
|
| R3 |
769.49 |
766.39 |
758.17 |
|
| R2 |
762.44 |
762.44 |
757.52 |
|
| R1 |
759.34 |
759.34 |
756.88 |
760.89 |
| PP |
755.39 |
755.39 |
755.39 |
756.17 |
| S1 |
752.29 |
752.29 |
755.58 |
753.84 |
| S2 |
748.34 |
748.34 |
754.94 |
|
| S3 |
741.29 |
745.24 |
754.29 |
|
| S4 |
734.24 |
738.19 |
752.35 |
|
|
| Weekly Pivots for week ending 01-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.74 |
826.30 |
771.83 |
|
| R3 |
808.06 |
796.62 |
763.67 |
|
| R2 |
778.38 |
778.38 |
760.95 |
|
| R1 |
766.94 |
766.94 |
758.23 |
772.66 |
| PP |
748.70 |
748.70 |
748.70 |
751.56 |
| S1 |
737.26 |
737.26 |
752.79 |
742.98 |
| S2 |
719.02 |
719.02 |
750.07 |
|
| S3 |
689.34 |
707.58 |
747.35 |
|
| S4 |
659.66 |
677.90 |
739.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
760.13 |
730.45 |
29.68 |
3.9% |
12.12 |
1.6% |
87% |
False |
False |
|
| 10 |
760.13 |
730.45 |
29.68 |
3.9% |
13.00 |
1.7% |
87% |
False |
False |
|
| 20 |
786.75 |
730.45 |
56.30 |
7.4% |
13.45 |
1.8% |
46% |
False |
False |
|
| 40 |
786.75 |
666.03 |
120.72 |
16.0% |
12.95 |
1.7% |
75% |
False |
False |
|
| 60 |
786.75 |
650.48 |
136.27 |
18.0% |
11.91 |
1.6% |
78% |
False |
False |
|
| 80 |
786.75 |
572.79 |
213.96 |
28.3% |
13.47 |
1.8% |
86% |
False |
False |
|
| 100 |
786.75 |
572.79 |
213.96 |
28.3% |
13.36 |
1.8% |
86% |
False |
False |
|
| 120 |
786.75 |
572.79 |
213.96 |
28.3% |
12.72 |
1.7% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
788.46 |
|
2.618 |
776.96 |
|
1.618 |
769.91 |
|
1.000 |
765.55 |
|
0.618 |
762.86 |
|
HIGH |
758.50 |
|
0.618 |
755.81 |
|
0.500 |
754.98 |
|
0.382 |
754.14 |
|
LOW |
751.45 |
|
0.618 |
747.09 |
|
1.000 |
744.40 |
|
1.618 |
740.04 |
|
2.618 |
732.99 |
|
4.250 |
721.49 |
|
|
| Fisher Pivots for day following 04-Nov-1996 |
| Pivot |
1 day |
3 day |
| R1 |
755.81 |
753.57 |
| PP |
755.39 |
750.91 |
| S1 |
754.98 |
748.25 |
|