Trading Metrics calculated at close of trading on 27-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-1996 |
27-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
597.82 |
602.08 |
4.26 |
0.7% |
621.71 |
High |
604.75 |
612.61 |
7.86 |
1.3% |
637.92 |
Low |
591.35 |
602.08 |
10.73 |
1.8% |
605.87 |
Close |
602.08 |
608.06 |
5.98 |
1.0% |
612.88 |
Range |
13.40 |
10.53 |
-2.87 |
-21.4% |
32.05 |
ATR |
12.61 |
12.46 |
-0.15 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
639.17 |
634.15 |
613.85 |
|
R3 |
628.64 |
623.62 |
610.96 |
|
R2 |
618.11 |
618.11 |
609.99 |
|
R1 |
613.09 |
613.09 |
609.03 |
615.60 |
PP |
607.58 |
607.58 |
607.58 |
608.84 |
S1 |
602.56 |
602.56 |
607.09 |
605.07 |
S2 |
597.05 |
597.05 |
606.13 |
|
S3 |
586.52 |
592.03 |
605.16 |
|
S4 |
575.99 |
581.50 |
602.27 |
|
|
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 |
617.75 |
591.35 |
26.40 |
4.3% |
12.09 |
2.0% |
63% |
False |
False |
|
10 |
637.92 |
591.35 |
46.57 |
7.7% |
11.98 |
2.0% |
36% |
False |
False |
|
20 |
637.92 |
585.33 |
52.59 |
8.6% |
13.05 |
2.1% |
43% |
False |
False |
|
40 |
647.34 |
580.43 |
66.91 |
11.0% |
11.83 |
1.9% |
41% |
False |
False |
|
60 |
647.34 |
526.80 |
120.54 |
19.8% |
12.70 |
2.1% |
67% |
False |
False |
|
80 |
647.34 |
526.80 |
120.54 |
19.8% |
12.71 |
2.1% |
67% |
False |
False |
|
100 |
647.34 |
526.80 |
120.54 |
19.8% |
12.78 |
2.1% |
67% |
False |
False |
|
120 |
647.34 |
526.80 |
120.54 |
19.8% |
12.87 |
2.1% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
657.36 |
2.618 |
640.18 |
1.618 |
629.65 |
1.000 |
623.14 |
0.618 |
619.12 |
HIGH |
612.61 |
0.618 |
608.59 |
0.500 |
607.35 |
0.382 |
606.10 |
LOW |
602.08 |
0.618 |
595.57 |
1.000 |
591.55 |
1.618 |
585.04 |
2.618 |
574.51 |
4.250 |
557.33 |
|
|
Fisher Pivots for day following 27-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
607.82 |
606.89 |
PP |
607.58 |
605.72 |
S1 |
607.35 |
604.55 |
|