Trading Metrics calculated at close of trading on 02-Apr-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-1996 |
02-Apr-1996 |
Change |
Change % |
Previous Week |
Open |
609.69 |
612.99 |
3.30 |
0.5% |
612.88 |
High |
615.18 |
616.02 |
0.84 |
0.1% |
617.75 |
Low |
609.69 |
612.43 |
2.74 |
0.4% |
591.35 |
Close |
612.99 |
615.81 |
2.82 |
0.5% |
609.69 |
Range |
5.49 |
3.59 |
-1.90 |
-34.6% |
26.40 |
ATR |
11.36 |
10.80 |
-0.55 |
-4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Apr-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
625.52 |
624.26 |
617.78 |
|
R3 |
621.93 |
620.67 |
616.80 |
|
R2 |
618.34 |
618.34 |
616.47 |
|
R1 |
617.08 |
617.08 |
616.14 |
617.71 |
PP |
614.75 |
614.75 |
614.75 |
615.07 |
S1 |
613.49 |
613.49 |
615.48 |
614.12 |
S2 |
611.16 |
611.16 |
615.15 |
|
S3 |
607.57 |
609.90 |
614.82 |
|
S4 |
603.98 |
606.31 |
613.84 |
|
|
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 |
616.02 |
602.08 |
13.94 |
2.3% |
7.03 |
1.1% |
98% |
True |
False |
|
10 |
629.39 |
591.35 |
38.04 |
6.2% |
10.10 |
1.6% |
64% |
False |
False |
|
20 |
637.92 |
585.33 |
52.59 |
8.5% |
11.40 |
1.9% |
58% |
False |
False |
|
40 |
647.34 |
585.33 |
62.01 |
10.1% |
11.29 |
1.8% |
49% |
False |
False |
|
60 |
647.34 |
526.80 |
120.54 |
19.6% |
12.10 |
2.0% |
74% |
False |
False |
|
80 |
647.34 |
526.80 |
120.54 |
19.6% |
12.33 |
2.0% |
74% |
False |
False |
|
100 |
647.34 |
526.80 |
120.54 |
19.6% |
12.49 |
2.0% |
74% |
False |
False |
|
120 |
647.34 |
526.80 |
120.54 |
19.6% |
12.44 |
2.0% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
631.28 |
2.618 |
625.42 |
1.618 |
621.83 |
1.000 |
619.61 |
0.618 |
618.24 |
HIGH |
616.02 |
0.618 |
614.65 |
0.500 |
614.23 |
0.382 |
613.80 |
LOW |
612.43 |
0.618 |
610.21 |
1.000 |
608.84 |
1.618 |
606.62 |
2.618 |
603.03 |
4.250 |
597.17 |
|
|
Fisher Pivots for day following 02-Apr-1996 |
Pivot |
1 day |
3 day |
R1 |
615.28 |
614.56 |
PP |
614.75 |
613.30 |
S1 |
614.23 |
612.05 |
|