Trading Metrics calculated at close of trading on 29-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-1996 |
29-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
608.06 |
608.08 |
0.02 |
0.0% |
612.88 |
High |
611.74 |
614.77 |
3.03 |
0.5% |
617.75 |
Low |
602.89 |
608.08 |
5.19 |
0.9% |
591.35 |
Close |
608.08 |
609.69 |
1.61 |
0.3% |
609.69 |
Range |
8.85 |
6.69 |
-2.16 |
-24.4% |
26.40 |
ATR |
12.20 |
11.81 |
-0.39 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
630.92 |
626.99 |
613.37 |
|
R3 |
624.23 |
620.30 |
611.53 |
|
R2 |
617.54 |
617.54 |
610.92 |
|
R1 |
613.61 |
613.61 |
610.30 |
615.58 |
PP |
610.85 |
610.85 |
610.85 |
611.83 |
S1 |
606.92 |
606.92 |
609.08 |
608.89 |
S2 |
604.16 |
604.16 |
608.46 |
|
S3 |
597.47 |
600.23 |
607.85 |
|
S4 |
590.78 |
593.54 |
606.01 |
|
|
Weekly Pivots for week ending 29-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
685.46 |
673.98 |
624.21 |
|
R3 |
659.06 |
647.58 |
616.95 |
|
R2 |
632.66 |
632.66 |
614.53 |
|
R1 |
621.18 |
621.18 |
612.11 |
613.72 |
PP |
606.26 |
606.26 |
606.26 |
602.54 |
S1 |
594.78 |
594.78 |
607.27 |
587.32 |
S2 |
579.86 |
579.86 |
604.85 |
|
S3 |
553.46 |
568.38 |
602.43 |
|
S4 |
527.06 |
541.98 |
595.17 |
|
|
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% |
11.88 |
1.9% |
69% |
False |
False |
|
10 |
637.92 |
591.35 |
46.57 |
7.6% |
11.47 |
1.9% |
39% |
False |
False |
|
20 |
637.92 |
585.33 |
52.59 |
8.6% |
12.21 |
2.0% |
46% |
False |
False |
|
40 |
647.34 |
585.33 |
62.01 |
10.2% |
11.61 |
1.9% |
39% |
False |
False |
|
60 |
647.34 |
526.80 |
120.54 |
19.8% |
12.32 |
2.0% |
69% |
False |
False |
|
80 |
647.34 |
526.80 |
120.54 |
19.8% |
12.54 |
2.1% |
69% |
False |
False |
|
100 |
647.34 |
526.80 |
120.54 |
19.8% |
12.76 |
2.1% |
69% |
False |
False |
|
120 |
647.34 |
526.80 |
120.54 |
19.8% |
12.68 |
2.1% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
643.20 |
2.618 |
632.28 |
1.618 |
625.59 |
1.000 |
621.46 |
0.618 |
618.90 |
HIGH |
614.77 |
0.618 |
612.21 |
0.500 |
611.43 |
0.382 |
610.64 |
LOW |
608.08 |
0.618 |
603.95 |
1.000 |
601.39 |
1.618 |
597.26 |
2.618 |
590.57 |
4.250 |
579.65 |
|
|
Fisher Pivots for day following 29-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
611.43 |
609.27 |
PP |
610.85 |
608.85 |
S1 |
610.27 |
608.43 |
|