Trading Metrics calculated at close of trading on 14-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-1996 |
14-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
599.02 |
614.75 |
15.73 |
2.6% |
604.76 |
High |
615.89 |
619.03 |
3.14 |
0.5% |
617.22 |
Low |
599.02 |
610.55 |
11.53 |
1.9% |
585.33 |
Close |
614.75 |
610.56 |
-4.19 |
-0.7% |
591.71 |
Range |
16.87 |
8.48 |
-8.39 |
-49.7% |
31.89 |
ATR |
12.79 |
12.48 |
-0.31 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
638.82 |
633.17 |
615.22 |
|
R3 |
630.34 |
624.69 |
612.89 |
|
R2 |
621.86 |
621.86 |
612.11 |
|
R1 |
616.21 |
616.21 |
611.34 |
614.80 |
PP |
613.38 |
613.38 |
613.38 |
612.67 |
S1 |
607.73 |
607.73 |
609.78 |
606.32 |
S2 |
604.90 |
604.90 |
609.01 |
|
S3 |
596.42 |
599.25 |
608.23 |
|
S4 |
587.94 |
590.77 |
605.90 |
|
|
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 |
619.03 |
585.33 |
33.70 |
5.5% |
15.27 |
2.5% |
75% |
True |
False |
|
10 |
622.83 |
585.33 |
37.50 |
6.1% |
13.92 |
2.3% |
67% |
False |
False |
|
20 |
647.34 |
585.33 |
62.01 |
10.2% |
12.23 |
2.0% |
41% |
False |
False |
|
40 |
647.34 |
545.51 |
101.83 |
16.7% |
11.24 |
1.8% |
64% |
False |
False |
|
60 |
647.34 |
526.80 |
120.54 |
19.7% |
12.58 |
2.1% |
69% |
False |
False |
|
80 |
647.34 |
526.80 |
120.54 |
19.7% |
12.84 |
2.1% |
69% |
False |
False |
|
100 |
647.34 |
526.80 |
120.54 |
19.7% |
12.71 |
2.1% |
69% |
False |
False |
|
120 |
647.34 |
526.80 |
120.54 |
19.7% |
13.10 |
2.1% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
655.07 |
2.618 |
641.23 |
1.618 |
632.75 |
1.000 |
627.51 |
0.618 |
624.27 |
HIGH |
619.03 |
0.618 |
615.79 |
0.500 |
614.79 |
0.382 |
613.79 |
LOW |
610.55 |
0.618 |
605.31 |
1.000 |
602.07 |
1.618 |
596.83 |
2.618 |
588.35 |
4.250 |
574.51 |
|
|
Fisher Pivots for day following 14-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
614.79 |
608.98 |
PP |
613.38 |
607.40 |
S1 |
611.97 |
605.82 |
|