Trading Metrics calculated at close of trading on 26-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-1996 |
26-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
612.88 |
597.82 |
-15.06 |
-2.5% |
621.71 |
High |
617.75 |
604.75 |
-13.00 |
-2.1% |
637.92 |
Low |
597.82 |
591.35 |
-6.47 |
-1.1% |
605.87 |
Close |
597.82 |
602.08 |
4.26 |
0.7% |
612.88 |
Range |
19.93 |
13.40 |
-6.53 |
-32.8% |
32.05 |
ATR |
12.55 |
12.61 |
0.06 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
639.59 |
634.24 |
609.45 |
|
R3 |
626.19 |
620.84 |
605.77 |
|
R2 |
612.79 |
612.79 |
604.54 |
|
R1 |
607.44 |
607.44 |
603.31 |
610.12 |
PP |
599.39 |
599.39 |
599.39 |
600.73 |
S1 |
594.04 |
594.04 |
600.85 |
596.72 |
S2 |
585.99 |
585.99 |
599.62 |
|
S3 |
572.59 |
580.64 |
598.40 |
|
S4 |
559.19 |
567.24 |
594.71 |
|
|
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 |
629.39 |
591.35 |
38.04 |
6.3% |
13.17 |
2.2% |
28% |
False |
True |
|
10 |
637.92 |
591.35 |
46.57 |
7.7% |
12.61 |
2.1% |
23% |
False |
True |
|
20 |
638.79 |
585.33 |
53.46 |
8.9% |
12.97 |
2.2% |
31% |
False |
False |
|
40 |
647.34 |
576.23 |
71.11 |
11.8% |
11.79 |
2.0% |
36% |
False |
False |
|
60 |
647.34 |
526.80 |
120.54 |
20.0% |
12.73 |
2.1% |
62% |
False |
False |
|
80 |
647.34 |
526.80 |
120.54 |
20.0% |
12.70 |
2.1% |
62% |
False |
False |
|
100 |
647.34 |
526.80 |
120.54 |
20.0% |
12.82 |
2.1% |
62% |
False |
False |
|
120 |
647.34 |
526.80 |
120.54 |
20.0% |
12.91 |
2.1% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
661.70 |
2.618 |
639.83 |
1.618 |
626.43 |
1.000 |
618.15 |
0.618 |
613.03 |
HIGH |
604.75 |
0.618 |
599.63 |
0.500 |
598.05 |
0.382 |
596.47 |
LOW |
591.35 |
0.618 |
583.07 |
1.000 |
577.95 |
1.618 |
569.67 |
2.618 |
556.27 |
4.250 |
534.40 |
|
|
Fisher Pivots for day following 26-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
600.74 |
604.55 |
PP |
599.39 |
603.73 |
S1 |
598.05 |
602.90 |
|