| Trading Metrics calculated at close of trading on 22-Nov-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-1996 |
22-Nov-1996 |
Change |
Change % |
Previous Week |
| Open |
808.39 |
800.47 |
-7.92 |
-1.0% |
799.44 |
| High |
812.59 |
818.66 |
6.07 |
0.7% |
819.05 |
| Low |
798.14 |
800.47 |
2.33 |
0.3% |
787.71 |
| Close |
800.47 |
818.51 |
18.04 |
2.3% |
818.51 |
| Range |
14.45 |
18.19 |
3.74 |
25.9% |
31.34 |
| ATR |
13.99 |
14.29 |
0.30 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
867.12 |
861.00 |
828.51 |
|
| R3 |
848.93 |
842.81 |
823.51 |
|
| R2 |
830.74 |
830.74 |
821.84 |
|
| R1 |
824.62 |
824.62 |
820.18 |
827.68 |
| PP |
812.55 |
812.55 |
812.55 |
814.08 |
| S1 |
806.43 |
806.43 |
816.84 |
809.49 |
| S2 |
794.36 |
794.36 |
815.18 |
|
| S3 |
776.17 |
788.24 |
813.51 |
|
| S4 |
757.98 |
770.05 |
808.51 |
|
|
| Weekly Pivots for week ending 22-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
902.44 |
891.82 |
835.75 |
|
| R3 |
871.10 |
860.48 |
827.13 |
|
| R2 |
839.76 |
839.76 |
824.26 |
|
| R1 |
829.14 |
829.14 |
821.38 |
834.45 |
| PP |
808.42 |
808.42 |
808.42 |
811.08 |
| S1 |
797.80 |
797.80 |
815.64 |
803.11 |
| S2 |
777.08 |
777.08 |
812.76 |
|
| S3 |
745.74 |
766.46 |
809.89 |
|
| S4 |
714.40 |
735.12 |
801.27 |
|
|
| 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 |
3.8% |
14.98 |
1.8% |
98% |
False |
False |
|
| 10 |
819.05 |
787.71 |
31.34 |
3.8% |
14.79 |
1.8% |
98% |
False |
False |
|
| 20 |
819.05 |
730.45 |
88.60 |
10.8% |
14.14 |
1.7% |
99% |
False |
False |
|
| 40 |
819.05 |
727.14 |
91.91 |
11.2% |
13.80 |
1.7% |
99% |
False |
False |
|
| 60 |
819.05 |
650.48 |
168.57 |
20.6% |
13.39 |
1.6% |
100% |
False |
False |
|
| 80 |
819.05 |
650.48 |
168.57 |
20.6% |
12.53 |
1.5% |
100% |
False |
False |
|
| 100 |
819.05 |
572.79 |
246.26 |
30.1% |
13.83 |
1.7% |
100% |
False |
False |
|
| 120 |
819.05 |
572.79 |
246.26 |
30.1% |
13.49 |
1.6% |
100% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
895.97 |
|
2.618 |
866.28 |
|
1.618 |
848.09 |
|
1.000 |
836.85 |
|
0.618 |
829.90 |
|
HIGH |
818.66 |
|
0.618 |
811.71 |
|
0.500 |
809.57 |
|
0.382 |
807.42 |
|
LOW |
800.47 |
|
0.618 |
789.23 |
|
1.000 |
782.28 |
|
1.618 |
771.04 |
|
2.618 |
752.85 |
|
4.250 |
723.16 |
|
|
| Fisher Pivots for day following 22-Nov-1996 |
| Pivot |
1 day |
3 day |
| R1 |
815.53 |
815.21 |
| PP |
812.55 |
811.90 |
| S1 |
809.57 |
808.60 |
|