Trading Metrics calculated at close of trading on 27-Feb-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-1996 |
27-Feb-1996 |
Change |
Change % |
Previous Week |
Open |
5,585.70 |
5,534.40 |
-51.30 |
-0.9% |
5,465.80 |
High |
5,647.80 |
5,597.30 |
-50.50 |
-0.9% |
5,693.40 |
Low |
5,530.40 |
5,478.80 |
-51.60 |
-0.9% |
5,393.50 |
Close |
5,565.10 |
5,549.20 |
-15.90 |
-0.3% |
5,630.50 |
Range |
117.40 |
118.50 |
1.10 |
0.9% |
299.90 |
ATR |
113.49 |
113.85 |
0.36 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,897.27 |
5,841.73 |
5,614.38 |
|
R3 |
5,778.77 |
5,723.23 |
5,581.79 |
|
R2 |
5,660.27 |
5,660.27 |
5,570.93 |
|
R1 |
5,604.73 |
5,604.73 |
5,560.06 |
5,632.50 |
PP |
5,541.77 |
5,541.77 |
5,541.77 |
5,555.65 |
S1 |
5,486.23 |
5,486.23 |
5,538.34 |
5,514.00 |
S2 |
5,423.27 |
5,423.27 |
5,527.48 |
|
S3 |
5,304.77 |
5,367.73 |
5,516.61 |
|
S4 |
5,186.27 |
5,249.23 |
5,484.03 |
|
|
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 |
5,440.80 |
252.60 |
4.6% |
123.42 |
2.2% |
43% |
False |
False |
|
10 |
5,693.40 |
5,393.50 |
299.90 |
5.4% |
115.42 |
2.1% |
52% |
False |
False |
|
20 |
5,693.40 |
5,288.70 |
404.70 |
7.3% |
114.21 |
2.1% |
64% |
False |
False |
|
40 |
5,693.40 |
5,000.10 |
693.30 |
12.5% |
113.99 |
2.1% |
79% |
False |
False |
|
60 |
5,693.40 |
5,000.10 |
693.30 |
12.5% |
107.99 |
1.9% |
79% |
False |
False |
|
80 |
5,693.40 |
4,750.42 |
942.98 |
17.0% |
97.68 |
1.8% |
85% |
False |
False |
|
100 |
5,693.40 |
4,660.47 |
1,032.93 |
18.6% |
86.51 |
1.6% |
86% |
False |
False |
|
120 |
5,693.40 |
4,660.47 |
1,032.93 |
18.6% |
78.39 |
1.4% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,100.93 |
2.618 |
5,907.53 |
1.618 |
5,789.03 |
1.000 |
5,715.80 |
0.618 |
5,670.53 |
HIGH |
5,597.30 |
0.618 |
5,552.03 |
0.500 |
5,538.05 |
0.382 |
5,524.07 |
LOW |
5,478.80 |
0.618 |
5,405.57 |
1.000 |
5,360.30 |
1.618 |
5,287.07 |
2.618 |
5,168.57 |
4.250 |
4,975.18 |
|
|
Fisher Pivots for day following 27-Feb-1996 |
Pivot |
1 day |
3 day |
R1 |
5,545.48 |
5,586.10 |
PP |
5,541.77 |
5,573.80 |
S1 |
5,538.05 |
5,561.50 |
|