| 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 |
6,177.34 |
6,206.04 |
28.70 |
0.5% |
6,021.93 |
| High |
6,238.83 |
6,247.78 |
8.95 |
0.1% |
6,247.78 |
| Low |
6,130.38 |
6,151.62 |
21.24 |
0.3% |
5,981.30 |
| Close |
6,206.04 |
6,219.82 |
13.78 |
0.2% |
6,219.82 |
| Range |
108.45 |
96.16 |
-12.29 |
-11.3% |
266.48 |
| ATR |
105.98 |
105.27 |
-0.70 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,494.89 |
6,453.51 |
6,272.71 |
|
| R3 |
6,398.73 |
6,357.35 |
6,246.26 |
|
| R2 |
6,302.57 |
6,302.57 |
6,237.45 |
|
| R1 |
6,261.19 |
6,261.19 |
6,228.63 |
6,281.88 |
| PP |
6,206.41 |
6,206.41 |
6,206.41 |
6,216.75 |
| S1 |
6,165.03 |
6,165.03 |
6,211.01 |
6,185.72 |
| S2 |
6,110.25 |
6,110.25 |
6,202.19 |
|
| S3 |
6,014.09 |
6,068.87 |
6,193.38 |
|
| S4 |
5,917.93 |
5,972.71 |
6,166.93 |
|
|
| Weekly Pivots for week ending 08-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,949.07 |
6,850.93 |
6,366.38 |
|
| R3 |
6,682.59 |
6,584.45 |
6,293.10 |
|
| R2 |
6,416.11 |
6,416.11 |
6,268.67 |
|
| R1 |
6,317.97 |
6,317.97 |
6,244.25 |
6,367.04 |
| PP |
6,149.63 |
6,149.63 |
6,149.63 |
6,174.17 |
| S1 |
6,051.49 |
6,051.49 |
6,195.39 |
6,100.56 |
| S2 |
5,883.15 |
5,883.15 |
6,170.97 |
|
| S3 |
5,616.67 |
5,785.01 |
6,146.54 |
|
| S4 |
5,350.19 |
5,518.53 |
6,073.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,247.78 |
5,981.30 |
266.48 |
4.3% |
108.53 |
1.7% |
90% |
True |
False |
|
| 10 |
6,247.78 |
5,938.82 |
308.96 |
5.0% |
108.45 |
1.7% |
91% |
True |
False |
|
| 20 |
6,247.78 |
5,938.82 |
308.96 |
5.0% |
109.98 |
1.8% |
91% |
True |
False |
|
| 40 |
6,247.78 |
5,818.17 |
429.61 |
6.9% |
101.16 |
1.6% |
93% |
True |
False |
|
| 60 |
6,247.78 |
5,550.37 |
697.41 |
11.2% |
95.57 |
1.5% |
96% |
True |
False |
|
| 80 |
6,247.78 |
5,244.83 |
1,002.95 |
16.1% |
96.59 |
1.6% |
97% |
True |
False |
|
| 100 |
6,247.78 |
5,170.11 |
1,077.67 |
17.3% |
100.83 |
1.6% |
97% |
True |
False |
|
| 120 |
6,247.78 |
5,170.11 |
1,077.67 |
17.3% |
100.47 |
1.6% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,656.46 |
|
2.618 |
6,499.53 |
|
1.618 |
6,403.37 |
|
1.000 |
6,343.94 |
|
0.618 |
6,307.21 |
|
HIGH |
6,247.78 |
|
0.618 |
6,211.05 |
|
0.500 |
6,199.70 |
|
0.382 |
6,188.35 |
|
LOW |
6,151.62 |
|
0.618 |
6,092.19 |
|
1.000 |
6,055.46 |
|
1.618 |
5,996.03 |
|
2.618 |
5,899.87 |
|
4.250 |
5,742.94 |
|
|
| Fisher Pivots for day following 08-Nov-1996 |
| Pivot |
1 day |
3 day |
| R1 |
6,213.11 |
6,197.96 |
| PP |
6,206.41 |
6,176.10 |
| S1 |
6,199.70 |
6,154.24 |
|