Trading Metrics calculated at close of trading on 01-Apr-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-1996 |
01-Apr-1996 |
Change |
Change % |
Previous Week |
Open |
608.08 |
609.69 |
1.61 |
0.3% |
612.88 |
High |
614.77 |
615.18 |
0.41 |
0.1% |
617.75 |
Low |
608.08 |
609.69 |
1.61 |
0.3% |
591.35 |
Close |
609.69 |
612.99 |
3.30 |
0.5% |
609.69 |
Range |
6.69 |
5.49 |
-1.20 |
-17.9% |
26.40 |
ATR |
11.81 |
11.36 |
-0.45 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Apr-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
629.09 |
626.53 |
616.01 |
|
R3 |
623.60 |
621.04 |
614.50 |
|
R2 |
618.11 |
618.11 |
614.00 |
|
R1 |
615.55 |
615.55 |
613.49 |
616.83 |
PP |
612.62 |
612.62 |
612.62 |
613.26 |
S1 |
610.06 |
610.06 |
612.49 |
611.34 |
S2 |
607.13 |
607.13 |
611.98 |
|
S3 |
601.64 |
604.57 |
611.48 |
|
S4 |
596.15 |
599.08 |
609.97 |
|
|
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 |
615.18 |
591.35 |
23.83 |
3.9% |
8.99 |
1.5% |
91% |
True |
False |
|
10 |
637.92 |
591.35 |
46.57 |
7.6% |
10.85 |
1.8% |
46% |
False |
False |
|
20 |
637.92 |
585.33 |
52.59 |
8.6% |
12.00 |
2.0% |
53% |
False |
False |
|
40 |
647.34 |
585.33 |
62.01 |
10.1% |
11.57 |
1.9% |
45% |
False |
False |
|
60 |
647.34 |
526.80 |
120.54 |
19.7% |
12.14 |
2.0% |
72% |
False |
False |
|
80 |
647.34 |
526.80 |
120.54 |
19.7% |
12.45 |
2.0% |
72% |
False |
False |
|
100 |
647.34 |
526.80 |
120.54 |
19.7% |
12.57 |
2.1% |
72% |
False |
False |
|
120 |
647.34 |
526.80 |
120.54 |
19.7% |
12.52 |
2.0% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
638.51 |
2.618 |
629.55 |
1.618 |
624.06 |
1.000 |
620.67 |
0.618 |
618.57 |
HIGH |
615.18 |
0.618 |
613.08 |
0.500 |
612.44 |
0.382 |
611.79 |
LOW |
609.69 |
0.618 |
606.30 |
1.000 |
604.20 |
1.618 |
600.81 |
2.618 |
595.32 |
4.250 |
586.36 |
|
|
Fisher Pivots for day following 01-Apr-1996 |
Pivot |
1 day |
3 day |
R1 |
612.81 |
611.67 |
PP |
612.62 |
610.35 |
S1 |
612.44 |
609.04 |
|