| Trading Metrics calculated at close of trading on 21-Nov-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-1996 |
21-Nov-1996 |
Change |
Change % |
Previous Week |
| Open |
805.78 |
808.39 |
2.61 |
0.3% |
798.66 |
| High |
819.05 |
812.59 |
-6.46 |
-0.8% |
814.31 |
| Low |
805.08 |
798.14 |
-6.94 |
-0.9% |
790.11 |
| Close |
808.39 |
800.47 |
-7.92 |
-1.0% |
799.44 |
| Range |
13.97 |
14.45 |
0.48 |
3.4% |
24.20 |
| ATR |
13.95 |
13.99 |
0.04 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
847.08 |
838.23 |
808.42 |
|
| R3 |
832.63 |
823.78 |
804.44 |
|
| R2 |
818.18 |
818.18 |
803.12 |
|
| R1 |
809.33 |
809.33 |
801.79 |
806.53 |
| PP |
803.73 |
803.73 |
803.73 |
802.34 |
| S1 |
794.88 |
794.88 |
799.15 |
792.08 |
| S2 |
789.28 |
789.28 |
797.82 |
|
| S3 |
774.83 |
780.43 |
796.50 |
|
| S4 |
760.38 |
765.98 |
792.52 |
|
|
| Weekly Pivots for week ending 15-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
873.89 |
860.86 |
812.75 |
|
| R3 |
849.69 |
836.66 |
806.10 |
|
| R2 |
825.49 |
825.49 |
803.88 |
|
| R1 |
812.46 |
812.46 |
801.66 |
818.98 |
| PP |
801.29 |
801.29 |
801.29 |
804.54 |
| S1 |
788.26 |
788.26 |
797.22 |
794.78 |
| S2 |
777.09 |
777.09 |
795.00 |
|
| S3 |
752.89 |
764.06 |
792.79 |
|
| S4 |
728.69 |
739.86 |
786.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
819.05 |
787.71 |
31.34 |
3.9% |
15.39 |
1.9% |
41% |
False |
False |
|
| 10 |
819.05 |
787.71 |
31.34 |
3.9% |
14.08 |
1.8% |
41% |
False |
False |
|
| 20 |
819.05 |
730.45 |
88.60 |
11.1% |
13.77 |
1.7% |
79% |
False |
False |
|
| 40 |
819.05 |
727.14 |
91.91 |
11.5% |
13.50 |
1.7% |
80% |
False |
False |
|
| 60 |
819.05 |
650.48 |
168.57 |
21.1% |
13.24 |
1.7% |
89% |
False |
False |
|
| 80 |
819.05 |
635.36 |
183.69 |
22.9% |
12.51 |
1.6% |
90% |
False |
False |
|
| 100 |
819.05 |
572.79 |
246.26 |
30.8% |
13.73 |
1.7% |
92% |
False |
False |
|
| 120 |
819.05 |
572.79 |
246.26 |
30.8% |
13.42 |
1.7% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
874.00 |
|
2.618 |
850.42 |
|
1.618 |
835.97 |
|
1.000 |
827.04 |
|
0.618 |
821.52 |
|
HIGH |
812.59 |
|
0.618 |
807.07 |
|
0.500 |
805.37 |
|
0.382 |
803.66 |
|
LOW |
798.14 |
|
0.618 |
789.21 |
|
1.000 |
783.69 |
|
1.618 |
774.76 |
|
2.618 |
760.31 |
|
4.250 |
736.73 |
|
|
| Fisher Pivots for day following 21-Nov-1996 |
| Pivot |
1 day |
3 day |
| R1 |
805.37 |
805.15 |
| PP |
803.73 |
803.59 |
| S1 |
802.10 |
802.03 |
|