Trading Metrics calculated at close of trading on 03-Apr-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-1996 |
03-Apr-1996 |
Change |
Change % |
Previous Week |
Open |
612.99 |
615.81 |
2.82 |
0.5% |
612.88 |
High |
616.02 |
618.77 |
2.75 |
0.4% |
617.75 |
Low |
612.43 |
609.96 |
-2.47 |
-0.4% |
591.35 |
Close |
615.81 |
618.57 |
2.76 |
0.4% |
609.69 |
Range |
3.59 |
8.81 |
5.22 |
145.4% |
26.40 |
ATR |
10.80 |
10.66 |
-0.14 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Apr-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
642.20 |
639.19 |
623.42 |
|
R3 |
633.39 |
630.38 |
620.99 |
|
R2 |
624.58 |
624.58 |
620.19 |
|
R1 |
621.57 |
621.57 |
619.38 |
623.08 |
PP |
615.77 |
615.77 |
615.77 |
616.52 |
S1 |
612.76 |
612.76 |
617.76 |
614.27 |
S2 |
606.96 |
606.96 |
616.95 |
|
S3 |
598.15 |
603.95 |
616.15 |
|
S4 |
589.34 |
595.14 |
613.72 |
|
|
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 |
618.77 |
602.89 |
15.88 |
2.6% |
6.69 |
1.1% |
99% |
True |
False |
|
10 |
618.77 |
591.35 |
27.42 |
4.4% |
9.39 |
1.5% |
99% |
True |
False |
|
20 |
637.92 |
585.33 |
52.59 |
8.5% |
11.37 |
1.8% |
63% |
False |
False |
|
40 |
647.34 |
585.33 |
62.01 |
10.0% |
11.34 |
1.8% |
54% |
False |
False |
|
60 |
647.34 |
526.80 |
120.54 |
19.5% |
11.76 |
1.9% |
76% |
False |
False |
|
80 |
647.34 |
526.80 |
120.54 |
19.5% |
12.28 |
2.0% |
76% |
False |
False |
|
100 |
647.34 |
526.80 |
120.54 |
19.5% |
12.40 |
2.0% |
76% |
False |
False |
|
120 |
647.34 |
526.80 |
120.54 |
19.5% |
12.43 |
2.0% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
656.21 |
2.618 |
641.83 |
1.618 |
633.02 |
1.000 |
627.58 |
0.618 |
624.21 |
HIGH |
618.77 |
0.618 |
615.40 |
0.500 |
614.37 |
0.382 |
613.33 |
LOW |
609.96 |
0.618 |
604.52 |
1.000 |
601.15 |
1.618 |
595.71 |
2.618 |
586.90 |
4.250 |
572.52 |
|
|
Fisher Pivots for day following 03-Apr-1996 |
Pivot |
1 day |
3 day |
R1 |
617.17 |
617.12 |
PP |
615.77 |
615.68 |
S1 |
614.37 |
614.23 |
|