Trading Metrics calculated at close of trading on 25-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-1996 |
25-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
611.51 |
612.88 |
1.37 |
0.2% |
621.71 |
High |
615.37 |
617.75 |
2.38 |
0.4% |
637.92 |
Low |
605.87 |
597.82 |
-8.05 |
-1.3% |
605.87 |
Close |
612.88 |
597.82 |
-15.06 |
-2.5% |
612.88 |
Range |
9.50 |
19.93 |
10.43 |
109.8% |
32.05 |
ATR |
11.98 |
12.55 |
0.57 |
4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
664.25 |
650.97 |
608.78 |
|
R3 |
644.32 |
631.04 |
603.30 |
|
R2 |
624.39 |
624.39 |
601.47 |
|
R1 |
611.11 |
611.11 |
599.65 |
607.79 |
PP |
604.46 |
604.46 |
604.46 |
602.80 |
S1 |
591.18 |
591.18 |
595.99 |
587.86 |
S2 |
584.53 |
584.53 |
594.17 |
|
S3 |
564.60 |
571.25 |
592.34 |
|
S4 |
544.67 |
551.32 |
586.86 |
|
|
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 |
597.82 |
40.10 |
6.7% |
12.71 |
2.1% |
0% |
False |
True |
|
10 |
637.92 |
592.60 |
45.32 |
7.6% |
12.56 |
2.1% |
12% |
False |
False |
|
20 |
640.57 |
585.33 |
55.24 |
9.2% |
12.91 |
2.2% |
23% |
False |
False |
|
40 |
647.34 |
574.45 |
72.89 |
12.2% |
11.61 |
1.9% |
32% |
False |
False |
|
60 |
647.34 |
526.80 |
120.54 |
20.2% |
12.63 |
2.1% |
59% |
False |
False |
|
80 |
647.34 |
526.80 |
120.54 |
20.2% |
12.64 |
2.1% |
59% |
False |
False |
|
100 |
647.34 |
526.80 |
120.54 |
20.2% |
12.76 |
2.1% |
59% |
False |
False |
|
120 |
647.34 |
526.80 |
120.54 |
20.2% |
12.93 |
2.2% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
702.45 |
2.618 |
669.93 |
1.618 |
650.00 |
1.000 |
637.68 |
0.618 |
630.07 |
HIGH |
617.75 |
0.618 |
610.14 |
0.500 |
607.79 |
0.382 |
605.43 |
LOW |
597.82 |
0.618 |
585.50 |
1.000 |
577.89 |
1.618 |
565.57 |
2.618 |
545.64 |
4.250 |
513.12 |
|
|
Fisher Pivots for day following 25-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
607.79 |
607.79 |
PP |
604.46 |
604.46 |
S1 |
601.14 |
601.14 |
|