Trading Metrics calculated at close of trading on 04-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-1996 |
04-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
622.83 |
604.76 |
-18.07 |
-2.9% |
642.59 |
High |
622.83 |
609.84 |
-12.99 |
-2.1% |
645.24 |
Low |
601.04 |
600.08 |
-0.96 |
-0.2% |
601.04 |
Close |
604.76 |
601.50 |
-3.26 |
-0.5% |
604.76 |
Range |
21.79 |
9.76 |
-12.03 |
-55.2% |
44.20 |
ATR |
11.87 |
11.72 |
-0.15 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
633.09 |
627.05 |
606.87 |
|
R3 |
623.33 |
617.29 |
604.18 |
|
R2 |
613.57 |
613.57 |
603.29 |
|
R1 |
607.53 |
607.53 |
602.39 |
605.67 |
PP |
603.81 |
603.81 |
603.81 |
602.88 |
S1 |
597.77 |
597.77 |
600.61 |
595.91 |
S2 |
594.05 |
594.05 |
599.71 |
|
S3 |
584.29 |
588.01 |
598.82 |
|
S4 |
574.53 |
578.25 |
596.13 |
|
|
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 |
640.57 |
600.08 |
40.49 |
6.7% |
12.62 |
2.1% |
4% |
False |
True |
|
10 |
647.34 |
600.08 |
47.26 |
7.9% |
12.24 |
2.0% |
3% |
False |
True |
|
20 |
647.34 |
600.08 |
47.26 |
7.9% |
11.14 |
1.9% |
3% |
False |
True |
|
40 |
647.34 |
526.80 |
120.54 |
20.0% |
12.21 |
2.0% |
62% |
False |
False |
|
60 |
647.34 |
526.80 |
120.54 |
20.0% |
12.60 |
2.1% |
62% |
False |
False |
|
80 |
647.34 |
526.80 |
120.54 |
20.0% |
12.72 |
2.1% |
62% |
False |
False |
|
100 |
647.34 |
526.80 |
120.54 |
20.0% |
12.63 |
2.1% |
62% |
False |
False |
|
120 |
647.34 |
526.80 |
120.54 |
20.0% |
12.86 |
2.1% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
651.32 |
2.618 |
635.39 |
1.618 |
625.63 |
1.000 |
619.60 |
0.618 |
615.87 |
HIGH |
609.84 |
0.618 |
606.11 |
0.500 |
604.96 |
0.382 |
603.81 |
LOW |
600.08 |
0.618 |
594.05 |
1.000 |
590.32 |
1.618 |
584.29 |
2.618 |
574.53 |
4.250 |
558.60 |
|
|
Fisher Pivots for day following 04-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
604.96 |
615.76 |
PP |
603.81 |
611.01 |
S1 |
602.65 |
606.25 |
|