| Trading Metrics calculated at close of trading on 06-Nov-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-1996 |
06-Nov-1996 |
Change |
Change % |
Previous Week |
| Open |
6,041.68 |
6,081.18 |
39.50 |
0.7% |
6,007.02 |
| High |
6,125.53 |
6,200.44 |
74.91 |
1.2% |
6,082.67 |
| Low |
6,029.01 |
6,060.69 |
31.68 |
0.5% |
5,938.82 |
| Close |
6,081.18 |
6,177.34 |
96.16 |
1.6% |
6,021.93 |
| Range |
96.52 |
139.75 |
43.23 |
44.8% |
143.85 |
| ATR |
103.17 |
105.79 |
2.61 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,565.41 |
6,511.12 |
6,254.20 |
|
| R3 |
6,425.66 |
6,371.37 |
6,215.77 |
|
| R2 |
6,285.91 |
6,285.91 |
6,202.96 |
|
| R1 |
6,231.62 |
6,231.62 |
6,190.15 |
6,258.77 |
| PP |
6,146.16 |
6,146.16 |
6,146.16 |
6,159.73 |
| S1 |
6,091.87 |
6,091.87 |
6,164.53 |
6,119.02 |
| S2 |
6,006.41 |
6,006.41 |
6,151.72 |
|
| S3 |
5,866.66 |
5,952.12 |
6,138.91 |
|
| S4 |
5,726.91 |
5,812.37 |
6,100.48 |
|
|
| Weekly Pivots for week ending 01-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,446.02 |
6,377.83 |
6,101.05 |
|
| R3 |
6,302.17 |
6,233.98 |
6,061.49 |
|
| R2 |
6,158.32 |
6,158.32 |
6,048.30 |
|
| R1 |
6,090.13 |
6,090.13 |
6,035.12 |
6,124.23 |
| PP |
6,014.47 |
6,014.47 |
6,014.47 |
6,031.52 |
| S1 |
5,946.28 |
5,946.28 |
6,008.74 |
5,980.38 |
| S2 |
5,870.62 |
5,870.62 |
5,995.56 |
|
| S3 |
5,726.77 |
5,802.43 |
5,982.37 |
|
| S4 |
5,582.92 |
5,658.58 |
5,942.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,200.44 |
5,955.59 |
244.85 |
4.0% |
110.69 |
1.8% |
91% |
True |
False |
|
| 10 |
6,200.44 |
5,938.82 |
261.62 |
4.2% |
109.94 |
1.8% |
91% |
True |
False |
|
| 20 |
6,200.44 |
5,876.58 |
323.86 |
5.2% |
108.13 |
1.8% |
93% |
True |
False |
|
| 40 |
6,200.44 |
5,739.76 |
460.68 |
7.5% |
100.06 |
1.6% |
95% |
True |
False |
|
| 60 |
6,200.44 |
5,550.37 |
650.07 |
10.5% |
94.65 |
1.5% |
96% |
True |
False |
|
| 80 |
6,200.44 |
5,244.83 |
955.61 |
15.5% |
97.63 |
1.6% |
98% |
True |
False |
|
| 100 |
6,200.44 |
5,170.11 |
1,030.33 |
16.7% |
100.47 |
1.6% |
98% |
True |
False |
|
| 120 |
6,200.44 |
5,170.11 |
1,030.33 |
16.7% |
100.58 |
1.6% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,794.38 |
|
2.618 |
6,566.31 |
|
1.618 |
6,426.56 |
|
1.000 |
6,340.19 |
|
0.618 |
6,286.81 |
|
HIGH |
6,200.44 |
|
0.618 |
6,147.06 |
|
0.500 |
6,130.57 |
|
0.382 |
6,114.07 |
|
LOW |
6,060.69 |
|
0.618 |
5,974.32 |
|
1.000 |
5,920.94 |
|
1.618 |
5,834.57 |
|
2.618 |
5,694.82 |
|
4.250 |
5,466.75 |
|
|
| Fisher Pivots for day following 06-Nov-1996 |
| Pivot |
1 day |
3 day |
| R1 |
6,161.75 |
6,148.52 |
| PP |
6,146.16 |
6,119.69 |
| S1 |
6,130.57 |
6,090.87 |
|