Trading Metrics calculated at close of trading on 22-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-1996 |
22-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
615.26 |
611.51 |
-3.75 |
-0.6% |
621.71 |
High |
617.55 |
615.37 |
-2.18 |
-0.4% |
637.92 |
Low |
610.48 |
605.87 |
-4.61 |
-0.8% |
605.87 |
Close |
611.51 |
612.88 |
1.37 |
0.2% |
612.88 |
Range |
7.07 |
9.50 |
2.43 |
34.4% |
32.05 |
ATR |
12.17 |
11.98 |
-0.19 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
639.87 |
635.88 |
618.11 |
|
R3 |
630.37 |
626.38 |
615.49 |
|
R2 |
620.87 |
620.87 |
614.62 |
|
R1 |
616.88 |
616.88 |
613.75 |
618.88 |
PP |
611.37 |
611.37 |
611.37 |
612.37 |
S1 |
607.38 |
607.38 |
612.01 |
609.38 |
S2 |
601.87 |
601.87 |
611.14 |
|
S3 |
592.37 |
597.88 |
610.27 |
|
S4 |
582.87 |
588.38 |
607.66 |
|
|
Weekly Pivots for week ending 22-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
715.04 |
696.01 |
630.51 |
|
R3 |
682.99 |
663.96 |
621.69 |
|
R2 |
650.94 |
650.94 |
618.76 |
|
R1 |
631.91 |
631.91 |
615.82 |
625.40 |
PP |
618.89 |
618.89 |
618.89 |
615.64 |
S1 |
599.86 |
599.86 |
609.94 |
593.35 |
S2 |
586.84 |
586.84 |
607.00 |
|
S3 |
554.79 |
567.81 |
604.07 |
|
S4 |
522.74 |
535.76 |
595.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
637.92 |
605.87 |
32.05 |
5.2% |
11.07 |
1.8% |
22% |
False |
True |
|
10 |
637.92 |
591.71 |
46.21 |
7.5% |
11.96 |
2.0% |
46% |
False |
False |
|
20 |
645.24 |
585.33 |
59.91 |
9.8% |
12.34 |
2.0% |
46% |
False |
False |
|
40 |
647.34 |
568.33 |
79.01 |
12.9% |
11.33 |
1.8% |
56% |
False |
False |
|
60 |
647.34 |
526.80 |
120.54 |
19.7% |
12.45 |
2.0% |
71% |
False |
False |
|
80 |
647.34 |
526.80 |
120.54 |
19.7% |
12.53 |
2.0% |
71% |
False |
False |
|
100 |
647.34 |
526.80 |
120.54 |
19.7% |
12.70 |
2.1% |
71% |
False |
False |
|
120 |
647.34 |
526.80 |
120.54 |
19.7% |
12.86 |
2.1% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
655.75 |
2.618 |
640.24 |
1.618 |
630.74 |
1.000 |
624.87 |
0.618 |
621.24 |
HIGH |
615.37 |
0.618 |
611.74 |
0.500 |
610.62 |
0.382 |
609.50 |
LOW |
605.87 |
0.618 |
600.00 |
1.000 |
596.37 |
1.618 |
590.50 |
2.618 |
581.00 |
4.250 |
565.50 |
|
|
Fisher Pivots for day following 22-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
612.13 |
617.63 |
PP |
611.37 |
616.05 |
S1 |
610.62 |
614.46 |
|