Trading Metrics calculated at close of trading on 12-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-1996 |
12-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
591.71 |
605.48 |
13.77 |
2.3% |
604.76 |
High |
605.62 |
605.48 |
-0.14 |
0.0% |
617.22 |
Low |
591.71 |
592.60 |
0.89 |
0.2% |
585.33 |
Close |
605.48 |
599.02 |
-6.46 |
-1.1% |
591.71 |
Range |
13.91 |
12.88 |
-1.03 |
-7.4% |
31.89 |
ATR |
12.44 |
12.47 |
0.03 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
637.67 |
631.23 |
606.10 |
|
R3 |
624.79 |
618.35 |
602.56 |
|
R2 |
611.91 |
611.91 |
601.38 |
|
R1 |
605.47 |
605.47 |
600.20 |
602.25 |
PP |
599.03 |
599.03 |
599.03 |
597.43 |
S1 |
592.59 |
592.59 |
597.84 |
589.37 |
S2 |
586.15 |
586.15 |
596.66 |
|
S3 |
573.27 |
579.71 |
595.48 |
|
S4 |
560.39 |
566.83 |
591.94 |
|
|
Weekly Pivots for week ending 08-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
693.76 |
674.62 |
609.25 |
|
R3 |
661.87 |
642.73 |
600.48 |
|
R2 |
629.98 |
629.98 |
597.56 |
|
R1 |
610.84 |
610.84 |
594.63 |
604.47 |
PP |
598.09 |
598.09 |
598.09 |
594.90 |
S1 |
578.95 |
578.95 |
588.79 |
572.58 |
S2 |
566.20 |
566.20 |
585.86 |
|
S3 |
534.31 |
547.06 |
582.94 |
|
S4 |
502.42 |
515.17 |
574.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
617.22 |
585.33 |
31.89 |
5.3% |
13.33 |
2.2% |
43% |
False |
False |
|
10 |
638.79 |
585.33 |
53.46 |
8.9% |
13.33 |
2.2% |
26% |
False |
False |
|
20 |
647.34 |
585.33 |
62.01 |
10.4% |
12.20 |
2.0% |
22% |
False |
False |
|
40 |
647.34 |
526.80 |
120.54 |
20.1% |
11.62 |
1.9% |
60% |
False |
False |
|
60 |
647.34 |
526.80 |
120.54 |
20.1% |
12.71 |
2.1% |
60% |
False |
False |
|
80 |
647.34 |
526.80 |
120.54 |
20.1% |
12.75 |
2.1% |
60% |
False |
False |
|
100 |
647.34 |
526.80 |
120.54 |
20.1% |
12.69 |
2.1% |
60% |
False |
False |
|
120 |
647.34 |
526.80 |
120.54 |
20.1% |
13.04 |
2.2% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
660.22 |
2.618 |
639.20 |
1.618 |
626.32 |
1.000 |
618.36 |
0.618 |
613.44 |
HIGH |
605.48 |
0.618 |
600.56 |
0.500 |
599.04 |
0.382 |
597.52 |
LOW |
592.60 |
0.618 |
584.64 |
1.000 |
579.72 |
1.618 |
571.76 |
2.618 |
558.88 |
4.250 |
537.86 |
|
|
Fisher Pivots for day following 12-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
599.04 |
598.49 |
PP |
599.03 |
597.97 |
S1 |
599.03 |
597.44 |
|