| Trading Metrics calculated at close of trading on 05-Nov-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-1996 |
05-Nov-1996 |
Change |
Change % |
Previous Week |
| Open |
755.51 |
756.23 |
0.72 |
0.1% |
743.55 |
| High |
758.50 |
772.14 |
13.64 |
1.8% |
760.13 |
| Low |
751.45 |
756.23 |
4.78 |
0.6% |
730.45 |
| Close |
756.23 |
769.89 |
13.66 |
1.8% |
755.51 |
| Range |
7.05 |
15.91 |
8.86 |
125.7% |
29.68 |
| ATR |
12.80 |
13.02 |
0.22 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
813.82 |
807.76 |
778.64 |
|
| R3 |
797.91 |
791.85 |
774.27 |
|
| R2 |
782.00 |
782.00 |
772.81 |
|
| R1 |
775.94 |
775.94 |
771.35 |
778.97 |
| PP |
766.09 |
766.09 |
766.09 |
767.60 |
| S1 |
760.03 |
760.03 |
768.43 |
763.06 |
| S2 |
750.18 |
750.18 |
766.97 |
|
| S3 |
734.27 |
744.12 |
765.51 |
|
| S4 |
718.36 |
728.21 |
761.14 |
|
|
| 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 |
772.14 |
731.21 |
40.93 |
5.3% |
11.58 |
1.5% |
95% |
True |
False |
|
| 10 |
772.14 |
730.45 |
41.69 |
5.4% |
12.98 |
1.7% |
95% |
True |
False |
|
| 20 |
786.75 |
730.45 |
56.30 |
7.3% |
13.35 |
1.7% |
70% |
False |
False |
|
| 40 |
786.75 |
666.03 |
120.72 |
15.7% |
13.14 |
1.7% |
86% |
False |
False |
|
| 60 |
786.75 |
650.48 |
136.27 |
17.7% |
11.99 |
1.6% |
88% |
False |
False |
|
| 80 |
786.75 |
572.79 |
213.96 |
27.8% |
13.31 |
1.7% |
92% |
False |
False |
|
| 100 |
786.75 |
572.79 |
213.96 |
27.8% |
13.41 |
1.7% |
92% |
False |
False |
|
| 120 |
786.75 |
572.79 |
213.96 |
27.8% |
12.75 |
1.7% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
839.76 |
|
2.618 |
813.79 |
|
1.618 |
797.88 |
|
1.000 |
788.05 |
|
0.618 |
781.97 |
|
HIGH |
772.14 |
|
0.618 |
766.06 |
|
0.500 |
764.19 |
|
0.382 |
762.31 |
|
LOW |
756.23 |
|
0.618 |
746.40 |
|
1.000 |
740.32 |
|
1.618 |
730.49 |
|
2.618 |
714.58 |
|
4.250 |
688.61 |
|
|
| Fisher Pivots for day following 05-Nov-1996 |
| Pivot |
1 day |
3 day |
| R1 |
767.99 |
766.78 |
| PP |
766.09 |
763.67 |
| S1 |
764.19 |
760.56 |
|