| Trading Metrics calculated at close of trading on 08-Nov-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-1996 |
08-Nov-1996 |
Change |
Change % |
Previous Week |
| Open |
786.90 |
795.42 |
8.52 |
1.1% |
755.51 |
| High |
800.87 |
798.85 |
-2.02 |
-0.3% |
800.87 |
| Low |
785.08 |
787.82 |
2.74 |
0.3% |
751.45 |
| Close |
795.42 |
798.66 |
3.24 |
0.4% |
798.66 |
| Range |
15.79 |
11.03 |
-4.76 |
-30.1% |
49.42 |
| ATR |
13.67 |
13.48 |
-0.19 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
828.20 |
824.46 |
804.73 |
|
| R3 |
817.17 |
813.43 |
801.69 |
|
| R2 |
806.14 |
806.14 |
800.68 |
|
| R1 |
802.40 |
802.40 |
799.67 |
804.27 |
| PP |
795.11 |
795.11 |
795.11 |
796.05 |
| S1 |
791.37 |
791.37 |
797.65 |
793.24 |
| S2 |
784.08 |
784.08 |
796.64 |
|
| S3 |
773.05 |
780.34 |
795.63 |
|
| S4 |
762.02 |
769.31 |
792.59 |
|
|
| Weekly Pivots for week ending 08-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
931.92 |
914.71 |
825.84 |
|
| R3 |
882.50 |
865.29 |
812.25 |
|
| R2 |
833.08 |
833.08 |
807.72 |
|
| R1 |
815.87 |
815.87 |
803.19 |
824.48 |
| PP |
783.66 |
783.66 |
783.66 |
787.96 |
| S1 |
766.45 |
766.45 |
794.13 |
775.06 |
| S2 |
734.24 |
734.24 |
789.60 |
|
| S3 |
684.82 |
717.03 |
785.07 |
|
| S4 |
635.40 |
667.61 |
771.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
800.87 |
751.45 |
49.42 |
6.2% |
13.93 |
1.7% |
96% |
False |
False |
|
| 10 |
800.87 |
730.45 |
70.42 |
8.8% |
13.50 |
1.7% |
97% |
False |
False |
|
| 20 |
800.87 |
730.45 |
70.42 |
8.8% |
13.74 |
1.7% |
97% |
False |
False |
|
| 40 |
800.87 |
706.65 |
94.22 |
11.8% |
13.17 |
1.6% |
98% |
False |
False |
|
| 60 |
800.87 |
650.48 |
150.39 |
18.8% |
12.28 |
1.5% |
99% |
False |
False |
|
| 80 |
800.87 |
577.81 |
223.06 |
27.9% |
12.90 |
1.6% |
99% |
False |
False |
|
| 100 |
800.87 |
572.79 |
228.08 |
28.6% |
13.57 |
1.7% |
99% |
False |
False |
|
| 120 |
800.87 |
572.79 |
228.08 |
28.6% |
12.96 |
1.6% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
845.73 |
|
2.618 |
827.73 |
|
1.618 |
816.70 |
|
1.000 |
809.88 |
|
0.618 |
805.67 |
|
HIGH |
798.85 |
|
0.618 |
794.64 |
|
0.500 |
793.34 |
|
0.382 |
792.03 |
|
LOW |
787.82 |
|
0.618 |
781.00 |
|
1.000 |
776.79 |
|
1.618 |
769.97 |
|
2.618 |
758.94 |
|
4.250 |
740.94 |
|
|
| Fisher Pivots for day following 08-Nov-1996 |
| Pivot |
1 day |
3 day |
| R1 |
796.89 |
793.77 |
| PP |
795.11 |
788.87 |
| S1 |
793.34 |
783.98 |
|