| Trading Metrics calculated at close of trading on 25-Nov-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-1996 |
25-Nov-1996 |
Change |
Change % |
Previous Week |
| Open |
6,418.47 |
6,471.76 |
53.29 |
0.8% |
6,348.03 |
| High |
6,498.22 |
6,565.68 |
67.46 |
1.0% |
6,498.22 |
| Low |
6,402.44 |
6,443.44 |
41.00 |
0.6% |
6,297.34 |
| Close |
6,471.76 |
6,547.79 |
76.03 |
1.2% |
6,471.76 |
| Range |
95.78 |
122.24 |
26.46 |
27.6% |
200.88 |
| ATR |
106.81 |
107.91 |
1.10 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,885.69 |
6,838.98 |
6,615.02 |
|
| R3 |
6,763.45 |
6,716.74 |
6,581.41 |
|
| R2 |
6,641.21 |
6,641.21 |
6,570.20 |
|
| R1 |
6,594.50 |
6,594.50 |
6,559.00 |
6,617.86 |
| PP |
6,518.97 |
6,518.97 |
6,518.97 |
6,530.65 |
| S1 |
6,472.26 |
6,472.26 |
6,536.58 |
6,495.62 |
| S2 |
6,396.73 |
6,396.73 |
6,525.38 |
|
| S3 |
6,274.49 |
6,350.02 |
6,514.17 |
|
| S4 |
6,152.25 |
6,227.78 |
6,480.56 |
|
|
| Weekly Pivots for week ending 22-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,025.08 |
6,949.30 |
6,582.24 |
|
| R3 |
6,824.20 |
6,748.42 |
6,527.00 |
|
| R2 |
6,623.32 |
6,623.32 |
6,508.59 |
|
| R1 |
6,547.54 |
6,547.54 |
6,490.17 |
6,585.43 |
| PP |
6,422.44 |
6,422.44 |
6,422.44 |
6,441.39 |
| S1 |
6,346.66 |
6,346.66 |
6,453.35 |
6,384.55 |
| S2 |
6,221.56 |
6,221.56 |
6,434.93 |
|
| S3 |
6,020.68 |
6,145.78 |
6,416.52 |
|
| S4 |
5,819.80 |
5,944.90 |
6,361.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,565.68 |
6,323.43 |
242.25 |
3.7% |
105.62 |
1.6% |
93% |
True |
False |
|
| 10 |
6,565.68 |
6,199.70 |
365.98 |
5.6% |
111.88 |
1.7% |
95% |
True |
False |
|
| 20 |
6,565.68 |
5,938.82 |
626.86 |
9.6% |
109.33 |
1.7% |
97% |
True |
False |
|
| 40 |
6,565.68 |
5,833.72 |
731.96 |
11.2% |
105.81 |
1.6% |
98% |
True |
False |
|
| 60 |
6,565.68 |
5,550.37 |
1,015.31 |
15.5% |
101.01 |
1.5% |
98% |
True |
False |
|
| 80 |
6,565.68 |
5,550.37 |
1,015.31 |
15.5% |
96.61 |
1.5% |
98% |
True |
False |
|
| 100 |
6,565.68 |
5,170.11 |
1,395.57 |
21.3% |
102.56 |
1.6% |
99% |
True |
False |
|
| 120 |
6,565.68 |
5,170.11 |
1,395.57 |
21.3% |
101.17 |
1.5% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,085.20 |
|
2.618 |
6,885.70 |
|
1.618 |
6,763.46 |
|
1.000 |
6,687.92 |
|
0.618 |
6,641.22 |
|
HIGH |
6,565.68 |
|
0.618 |
6,518.98 |
|
0.500 |
6,504.56 |
|
0.382 |
6,490.14 |
|
LOW |
6,443.44 |
|
0.618 |
6,367.90 |
|
1.000 |
6,321.20 |
|
1.618 |
6,245.66 |
|
2.618 |
6,123.42 |
|
4.250 |
5,923.92 |
|
|
| Fisher Pivots for day following 25-Nov-1996 |
| Pivot |
1 day |
3 day |
| R1 |
6,533.38 |
6,521.14 |
| PP |
6,518.97 |
6,494.50 |
| S1 |
6,504.56 |
6,467.85 |
|