Trading Metrics calculated at close of trading on 26-Feb-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-1996 |
26-Feb-1996 |
Change |
Change % |
Previous Week |
Open |
5,630.10 |
5,585.70 |
-44.40 |
-0.8% |
5,465.80 |
High |
5,693.40 |
5,647.80 |
-45.60 |
-0.8% |
5,693.40 |
Low |
5,546.30 |
5,530.40 |
-15.90 |
-0.3% |
5,393.50 |
Close |
5,630.50 |
5,565.10 |
-65.40 |
-1.2% |
5,630.50 |
Range |
147.10 |
117.40 |
-29.70 |
-20.2% |
299.90 |
ATR |
113.19 |
113.49 |
0.30 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,933.30 |
5,866.60 |
5,629.67 |
|
R3 |
5,815.90 |
5,749.20 |
5,597.39 |
|
R2 |
5,698.50 |
5,698.50 |
5,586.62 |
|
R1 |
5,631.80 |
5,631.80 |
5,575.86 |
5,606.45 |
PP |
5,581.10 |
5,581.10 |
5,581.10 |
5,568.43 |
S1 |
5,514.40 |
5,514.40 |
5,554.34 |
5,489.05 |
S2 |
5,463.70 |
5,463.70 |
5,543.58 |
|
S3 |
5,346.30 |
5,397.00 |
5,532.82 |
|
S4 |
5,228.90 |
5,279.60 |
5,500.53 |
|
|
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 |
5.4% |
124.22 |
2.2% |
57% |
False |
False |
|
10 |
5,693.40 |
5,393.50 |
299.90 |
5.4% |
114.81 |
2.1% |
57% |
False |
False |
|
20 |
5,693.40 |
5,246.80 |
446.60 |
8.0% |
112.85 |
2.0% |
71% |
False |
False |
|
40 |
5,693.40 |
5,000.10 |
693.30 |
12.5% |
113.05 |
2.0% |
81% |
False |
False |
|
60 |
5,693.40 |
5,000.10 |
693.30 |
12.5% |
107.51 |
1.9% |
81% |
False |
False |
|
80 |
5,693.40 |
4,744.64 |
948.76 |
17.0% |
96.51 |
1.7% |
86% |
False |
False |
|
100 |
5,693.40 |
4,660.47 |
1,032.93 |
18.6% |
85.55 |
1.5% |
88% |
False |
False |
|
120 |
5,693.40 |
4,660.47 |
1,032.93 |
18.6% |
77.60 |
1.4% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,146.75 |
2.618 |
5,955.15 |
1.618 |
5,837.75 |
1.000 |
5,765.20 |
0.618 |
5,720.35 |
HIGH |
5,647.80 |
0.618 |
5,602.95 |
0.500 |
5,589.10 |
0.382 |
5,575.25 |
LOW |
5,530.40 |
0.618 |
5,457.85 |
1.000 |
5,413.00 |
1.618 |
5,340.45 |
2.618 |
5,223.05 |
4.250 |
5,031.45 |
|
|
Fisher Pivots for day following 26-Feb-1996 |
Pivot |
1 day |
3 day |
R1 |
5,589.10 |
5,602.50 |
PP |
5,581.10 |
5,590.03 |
S1 |
5,573.10 |
5,577.57 |
|