| Trading Metrics calculated at close of trading on 13-Nov-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-1996 |
13-Nov-1996 |
Change |
Change % |
Previous Week |
| Open |
804.72 |
794.09 |
-10.63 |
-1.3% |
755.51 |
| High |
810.78 |
801.22 |
-9.56 |
-1.2% |
800.87 |
| Low |
793.03 |
790.11 |
-2.92 |
-0.4% |
751.45 |
| Close |
794.09 |
798.70 |
4.61 |
0.6% |
798.66 |
| Range |
17.75 |
11.11 |
-6.64 |
-37.4% |
49.42 |
| ATR |
13.51 |
13.34 |
-0.17 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
830.01 |
825.46 |
804.81 |
|
| R3 |
818.90 |
814.35 |
801.76 |
|
| R2 |
807.79 |
807.79 |
800.74 |
|
| R1 |
803.24 |
803.24 |
799.72 |
805.52 |
| PP |
796.68 |
796.68 |
796.68 |
797.81 |
| S1 |
792.13 |
792.13 |
797.68 |
794.41 |
| S2 |
785.57 |
785.57 |
796.66 |
|
| S3 |
774.46 |
781.02 |
795.64 |
|
| S4 |
763.35 |
769.91 |
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 |
810.78 |
785.08 |
25.70 |
3.2% |
13.00 |
1.6% |
53% |
False |
False |
|
| 10 |
810.78 |
736.36 |
74.42 |
9.3% |
13.52 |
1.7% |
84% |
False |
False |
|
| 20 |
810.78 |
730.45 |
80.33 |
10.1% |
13.82 |
1.7% |
85% |
False |
False |
|
| 40 |
810.78 |
725.22 |
85.56 |
10.7% |
13.05 |
1.6% |
86% |
False |
False |
|
| 60 |
810.78 |
650.48 |
160.30 |
20.1% |
12.53 |
1.6% |
92% |
False |
False |
|
| 80 |
810.78 |
577.81 |
232.97 |
29.2% |
12.64 |
1.6% |
95% |
False |
False |
|
| 100 |
810.78 |
572.79 |
237.99 |
29.8% |
13.54 |
1.7% |
95% |
False |
False |
|
| 120 |
810.78 |
572.79 |
237.99 |
29.8% |
13.11 |
1.6% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
848.44 |
|
2.618 |
830.31 |
|
1.618 |
819.20 |
|
1.000 |
812.33 |
|
0.618 |
808.09 |
|
HIGH |
801.22 |
|
0.618 |
796.98 |
|
0.500 |
795.67 |
|
0.382 |
794.35 |
|
LOW |
790.11 |
|
0.618 |
783.24 |
|
1.000 |
779.00 |
|
1.618 |
772.13 |
|
2.618 |
761.02 |
|
4.250 |
742.89 |
|
|
| Fisher Pivots for day following 13-Nov-1996 |
| Pivot |
1 day |
3 day |
| R1 |
797.69 |
800.45 |
| PP |
796.68 |
799.86 |
| S1 |
795.67 |
799.28 |
|