Trading Metrics calculated at close of trading on 01-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-1996 |
01-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
631.44 |
622.83 |
-8.61 |
-1.4% |
642.59 |
High |
631.44 |
622.83 |
-8.61 |
-1.4% |
645.24 |
Low |
620.88 |
601.04 |
-19.84 |
-3.2% |
601.04 |
Close |
622.83 |
604.76 |
-18.07 |
-2.9% |
604.76 |
Range |
10.56 |
21.79 |
11.23 |
106.3% |
44.20 |
ATR |
11.10 |
11.87 |
0.76 |
6.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
674.91 |
661.63 |
616.74 |
|
R3 |
653.12 |
639.84 |
610.75 |
|
R2 |
631.33 |
631.33 |
608.75 |
|
R1 |
618.05 |
618.05 |
606.76 |
613.80 |
PP |
609.54 |
609.54 |
609.54 |
607.42 |
S1 |
596.26 |
596.26 |
602.76 |
592.01 |
S2 |
587.75 |
587.75 |
600.77 |
|
S3 |
565.96 |
574.47 |
598.77 |
|
S4 |
544.17 |
552.68 |
592.78 |
|
|
Weekly Pivots for week ending 01-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
749.61 |
721.39 |
629.07 |
|
R3 |
705.41 |
677.19 |
616.92 |
|
R2 |
661.21 |
661.21 |
612.86 |
|
R1 |
632.99 |
632.99 |
608.81 |
625.00 |
PP |
617.01 |
617.01 |
617.01 |
613.02 |
S1 |
588.79 |
588.79 |
600.71 |
580.80 |
S2 |
572.81 |
572.81 |
596.66 |
|
S3 |
528.61 |
544.59 |
592.61 |
|
S4 |
484.41 |
500.39 |
580.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
645.24 |
601.04 |
44.20 |
7.3% |
12.41 |
2.1% |
8% |
False |
True |
|
10 |
647.34 |
601.04 |
46.30 |
7.7% |
12.10 |
2.0% |
8% |
False |
True |
|
20 |
647.34 |
599.36 |
47.98 |
7.9% |
11.02 |
1.8% |
11% |
False |
False |
|
40 |
647.34 |
526.80 |
120.54 |
19.9% |
12.38 |
2.0% |
65% |
False |
False |
|
60 |
647.34 |
526.80 |
120.54 |
19.9% |
12.65 |
2.1% |
65% |
False |
False |
|
80 |
647.34 |
526.80 |
120.54 |
19.9% |
12.90 |
2.1% |
65% |
False |
False |
|
100 |
647.34 |
526.80 |
120.54 |
19.9% |
12.77 |
2.1% |
65% |
False |
False |
|
120 |
647.34 |
526.80 |
120.54 |
19.9% |
12.84 |
2.1% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
715.44 |
2.618 |
679.88 |
1.618 |
658.09 |
1.000 |
644.62 |
0.618 |
636.30 |
HIGH |
622.83 |
0.618 |
614.51 |
0.500 |
611.94 |
0.382 |
609.36 |
LOW |
601.04 |
0.618 |
587.57 |
1.000 |
579.25 |
1.618 |
565.78 |
2.618 |
543.99 |
4.250 |
508.43 |
|
|
Fisher Pivots for day following 01-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
611.94 |
619.92 |
PP |
609.54 |
614.86 |
S1 |
607.15 |
609.81 |
|