Trading Metrics calculated at close of trading on 23-Feb-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-1996 |
23-Feb-1996 |
Change |
Change % |
Previous Week |
Open |
5,562.60 |
5,630.10 |
67.50 |
1.2% |
5,465.80 |
High |
5,638.40 |
5,693.40 |
55.00 |
1.0% |
5,693.40 |
Low |
5,511.60 |
5,546.30 |
34.70 |
0.6% |
5,393.50 |
Close |
5,608.50 |
5,630.50 |
22.00 |
0.4% |
5,630.50 |
Range |
126.80 |
147.10 |
20.30 |
16.0% |
299.90 |
ATR |
110.58 |
113.19 |
2.61 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,064.70 |
5,994.70 |
5,711.41 |
|
R3 |
5,917.60 |
5,847.60 |
5,670.95 |
|
R2 |
5,770.50 |
5,770.50 |
5,657.47 |
|
R1 |
5,700.50 |
5,700.50 |
5,643.98 |
5,735.50 |
PP |
5,623.40 |
5,623.40 |
5,623.40 |
5,640.90 |
S1 |
5,553.40 |
5,553.40 |
5,617.02 |
5,588.40 |
S2 |
5,476.30 |
5,476.30 |
5,603.53 |
|
S3 |
5,329.20 |
5,406.30 |
5,590.05 |
|
S4 |
5,182.10 |
5,259.20 |
5,549.60 |
|
|
Weekly Pivots for week ending 23-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,472.17 |
6,351.23 |
5,795.45 |
|
R3 |
6,172.27 |
6,051.33 |
5,712.97 |
|
R2 |
5,872.37 |
5,872.37 |
5,685.48 |
|
R1 |
5,751.43 |
5,751.43 |
5,657.99 |
5,811.90 |
PP |
5,572.47 |
5,572.47 |
5,572.47 |
5,602.70 |
S1 |
5,451.53 |
5,451.53 |
5,603.01 |
5,512.00 |
S2 |
5,272.57 |
5,272.57 |
5,575.52 |
|
S3 |
4,972.67 |
5,151.63 |
5,548.03 |
|
S4 |
4,672.77 |
4,851.73 |
5,465.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,693.40 |
5,393.50 |
299.90 |
5.3% |
119.30 |
2.1% |
79% |
True |
False |
|
10 |
5,693.40 |
5,393.50 |
299.90 |
5.3% |
116.04 |
2.1% |
79% |
True |
False |
|
20 |
5,693.40 |
5,187.20 |
506.20 |
9.0% |
112.31 |
2.0% |
88% |
True |
False |
|
40 |
5,693.40 |
5,000.10 |
693.30 |
12.3% |
111.88 |
2.0% |
91% |
True |
False |
|
60 |
5,693.40 |
5,000.10 |
693.30 |
12.3% |
106.88 |
1.9% |
91% |
True |
False |
|
80 |
5,693.40 |
4,744.64 |
948.76 |
16.9% |
95.62 |
1.7% |
93% |
True |
False |
|
100 |
5,693.40 |
4,660.47 |
1,032.93 |
18.3% |
84.89 |
1.5% |
94% |
True |
False |
|
120 |
5,693.40 |
4,645.78 |
1,047.62 |
18.6% |
76.90 |
1.4% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,318.58 |
2.618 |
6,078.51 |
1.618 |
5,931.41 |
1.000 |
5,840.50 |
0.618 |
5,784.31 |
HIGH |
5,693.40 |
0.618 |
5,637.21 |
0.500 |
5,619.85 |
0.382 |
5,602.49 |
LOW |
5,546.30 |
0.618 |
5,455.39 |
1.000 |
5,399.20 |
1.618 |
5,308.29 |
2.618 |
5,161.19 |
4.250 |
4,921.13 |
|
|
Fisher Pivots for day following 23-Feb-1996 |
Pivot |
1 day |
3 day |
R1 |
5,626.95 |
5,609.37 |
PP |
5,623.40 |
5,588.23 |
S1 |
5,619.85 |
5,567.10 |
|