Trading Metrics calculated at close of trading on 15-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-1996 |
15-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
614.75 |
610.56 |
-4.19 |
-0.7% |
591.71 |
High |
619.03 |
622.68 |
3.65 |
0.6% |
622.68 |
Low |
610.55 |
610.56 |
0.01 |
0.0% |
591.71 |
Close |
610.56 |
621.71 |
11.15 |
1.8% |
621.71 |
Range |
8.48 |
12.12 |
3.64 |
42.9% |
30.97 |
ATR |
12.48 |
12.45 |
-0.03 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
654.68 |
650.31 |
628.38 |
|
R3 |
642.56 |
638.19 |
625.04 |
|
R2 |
630.44 |
630.44 |
623.93 |
|
R1 |
626.07 |
626.07 |
622.82 |
628.26 |
PP |
618.32 |
618.32 |
618.32 |
619.41 |
S1 |
613.95 |
613.95 |
620.60 |
616.14 |
S2 |
606.20 |
606.20 |
619.49 |
|
S3 |
594.08 |
601.83 |
618.38 |
|
S4 |
581.96 |
589.71 |
615.04 |
|
|
Weekly Pivots for week ending 15-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
704.94 |
694.30 |
638.74 |
|
R3 |
673.97 |
663.33 |
630.23 |
|
R2 |
643.00 |
643.00 |
627.39 |
|
R1 |
632.36 |
632.36 |
624.55 |
637.68 |
PP |
612.03 |
612.03 |
612.03 |
614.70 |
S1 |
601.39 |
601.39 |
618.87 |
606.71 |
S2 |
581.06 |
581.06 |
616.03 |
|
S3 |
550.09 |
570.42 |
613.19 |
|
S4 |
519.12 |
539.45 |
604.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
622.68 |
591.71 |
30.97 |
5.0% |
12.85 |
2.1% |
97% |
True |
False |
|
10 |
622.68 |
585.33 |
37.35 |
6.0% |
12.95 |
2.1% |
97% |
True |
False |
|
20 |
647.34 |
585.33 |
62.01 |
10.0% |
12.52 |
2.0% |
59% |
False |
False |
|
40 |
647.34 |
554.28 |
93.06 |
15.0% |
11.30 |
1.8% |
72% |
False |
False |
|
60 |
647.34 |
526.80 |
120.54 |
19.4% |
12.33 |
2.0% |
79% |
False |
False |
|
80 |
647.34 |
526.80 |
120.54 |
19.4% |
12.72 |
2.0% |
79% |
False |
False |
|
100 |
647.34 |
526.80 |
120.54 |
19.4% |
12.75 |
2.1% |
79% |
False |
False |
|
120 |
647.34 |
526.80 |
120.54 |
19.4% |
13.12 |
2.1% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
674.19 |
2.618 |
654.41 |
1.618 |
642.29 |
1.000 |
634.80 |
0.618 |
630.17 |
HIGH |
622.68 |
0.618 |
618.05 |
0.500 |
616.62 |
0.382 |
615.19 |
LOW |
610.56 |
0.618 |
603.07 |
1.000 |
598.44 |
1.618 |
590.95 |
2.618 |
578.83 |
4.250 |
559.05 |
|
|
Fisher Pivots for day following 15-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
620.01 |
618.09 |
PP |
618.32 |
614.47 |
S1 |
616.62 |
610.85 |
|