Trading Metrics calculated at close of trading on 06-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-1996 |
06-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
601.50 |
615.88 |
14.38 |
2.4% |
642.59 |
High |
616.06 |
617.22 |
1.16 |
0.2% |
645.24 |
Low |
600.46 |
607.80 |
7.34 |
1.2% |
601.04 |
Close |
615.88 |
607.84 |
-8.04 |
-1.3% |
604.76 |
Range |
15.60 |
9.42 |
-6.18 |
-39.6% |
44.20 |
ATR |
11.99 |
11.81 |
-0.18 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
639.21 |
632.95 |
613.02 |
|
R3 |
629.79 |
623.53 |
610.43 |
|
R2 |
620.37 |
620.37 |
609.57 |
|
R1 |
614.11 |
614.11 |
608.70 |
612.53 |
PP |
610.95 |
610.95 |
610.95 |
610.17 |
S1 |
604.69 |
604.69 |
606.98 |
603.11 |
S2 |
601.53 |
601.53 |
606.11 |
|
S3 |
592.11 |
595.27 |
605.25 |
|
S4 |
582.69 |
585.85 |
602.66 |
|
|
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 |
631.44 |
600.08 |
31.36 |
5.2% |
13.43 |
2.2% |
25% |
False |
False |
|
10 |
647.34 |
600.08 |
47.26 |
7.8% |
12.65 |
2.1% |
16% |
False |
False |
|
20 |
647.34 |
600.08 |
47.26 |
7.8% |
11.31 |
1.9% |
16% |
False |
False |
|
40 |
647.34 |
526.80 |
120.54 |
19.8% |
11.96 |
2.0% |
67% |
False |
False |
|
60 |
647.34 |
526.80 |
120.54 |
19.8% |
12.58 |
2.1% |
67% |
False |
False |
|
80 |
647.34 |
526.80 |
120.54 |
19.8% |
12.66 |
2.1% |
67% |
False |
False |
|
100 |
647.34 |
526.80 |
120.54 |
19.8% |
12.65 |
2.1% |
67% |
False |
False |
|
120 |
647.34 |
526.80 |
120.54 |
19.8% |
12.95 |
2.1% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
657.26 |
2.618 |
641.88 |
1.618 |
632.46 |
1.000 |
626.64 |
0.618 |
623.04 |
HIGH |
617.22 |
0.618 |
613.62 |
0.500 |
612.51 |
0.382 |
611.40 |
LOW |
607.80 |
0.618 |
601.98 |
1.000 |
598.38 |
1.618 |
592.56 |
2.618 |
583.14 |
4.250 |
567.77 |
|
|
Fisher Pivots for day following 06-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
612.51 |
608.65 |
PP |
610.95 |
608.38 |
S1 |
609.40 |
608.11 |
|