Trading Metrics calculated at close of trading on 28-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-1996 |
28-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
602.08 |
608.06 |
5.98 |
1.0% |
621.71 |
High |
612.61 |
611.74 |
-0.87 |
-0.1% |
637.92 |
Low |
602.08 |
602.89 |
0.81 |
0.1% |
605.87 |
Close |
608.06 |
608.08 |
0.02 |
0.0% |
612.88 |
Range |
10.53 |
8.85 |
-1.68 |
-16.0% |
32.05 |
ATR |
12.46 |
12.20 |
-0.26 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
634.12 |
629.95 |
612.95 |
|
R3 |
625.27 |
621.10 |
610.51 |
|
R2 |
616.42 |
616.42 |
609.70 |
|
R1 |
612.25 |
612.25 |
608.89 |
614.34 |
PP |
607.57 |
607.57 |
607.57 |
608.61 |
S1 |
603.40 |
603.40 |
607.27 |
605.49 |
S2 |
598.72 |
598.72 |
606.46 |
|
S3 |
589.87 |
594.55 |
605.65 |
|
S4 |
581.02 |
585.70 |
603.21 |
|
|
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% |
12.44 |
2.0% |
63% |
False |
False |
|
10 |
637.92 |
591.35 |
46.57 |
7.7% |
12.02 |
2.0% |
36% |
False |
False |
|
20 |
637.92 |
585.33 |
52.59 |
8.6% |
12.97 |
2.1% |
43% |
False |
False |
|
40 |
647.34 |
585.33 |
62.01 |
10.2% |
11.77 |
1.9% |
37% |
False |
False |
|
60 |
647.34 |
526.80 |
120.54 |
19.8% |
12.60 |
2.1% |
67% |
False |
False |
|
80 |
647.34 |
526.80 |
120.54 |
19.8% |
12.60 |
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% |
12.82 |
2.1% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
649.35 |
2.618 |
634.91 |
1.618 |
626.06 |
1.000 |
620.59 |
0.618 |
617.21 |
HIGH |
611.74 |
0.618 |
608.36 |
0.500 |
607.32 |
0.382 |
606.27 |
LOW |
602.89 |
0.618 |
597.42 |
1.000 |
594.04 |
1.618 |
588.57 |
2.618 |
579.72 |
4.250 |
565.28 |
|
|
Fisher Pivots for day following 28-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
607.83 |
606.05 |
PP |
607.57 |
604.01 |
S1 |
607.32 |
601.98 |
|