Trading Metrics calculated at close of trading on 29-Feb-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-1996 |
29-Feb-1996 |
Change |
Change % |
Previous Week |
Open |
5,580.60 |
5,506.20 |
-74.40 |
-1.3% |
5,465.80 |
High |
5,625.10 |
5,562.20 |
-62.90 |
-1.1% |
5,693.40 |
Low |
5,487.10 |
5,440.50 |
-46.60 |
-0.8% |
5,393.50 |
Close |
5,506.20 |
5,485.60 |
-20.60 |
-0.4% |
5,630.50 |
Range |
138.00 |
121.70 |
-16.30 |
-11.8% |
299.90 |
ATR |
115.57 |
116.01 |
0.44 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,861.20 |
5,795.10 |
5,552.54 |
|
R3 |
5,739.50 |
5,673.40 |
5,519.07 |
|
R2 |
5,617.80 |
5,617.80 |
5,507.91 |
|
R1 |
5,551.70 |
5,551.70 |
5,496.76 |
5,523.90 |
PP |
5,496.10 |
5,496.10 |
5,496.10 |
5,482.20 |
S1 |
5,430.00 |
5,430.00 |
5,474.44 |
5,402.20 |
S2 |
5,374.40 |
5,374.40 |
5,463.29 |
|
S3 |
5,252.70 |
5,308.30 |
5,452.13 |
|
S4 |
5,131.00 |
5,186.60 |
5,418.67 |
|
|
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 |
5,440.50 |
252.90 |
4.6% |
128.54 |
2.3% |
18% |
False |
True |
|
10 |
5,693.40 |
5,393.50 |
299.90 |
5.5% |
120.05 |
2.2% |
31% |
False |
False |
|
20 |
5,693.40 |
5,319.40 |
374.00 |
6.8% |
115.20 |
2.1% |
44% |
False |
False |
|
40 |
5,693.40 |
5,000.10 |
693.30 |
12.6% |
114.72 |
2.1% |
70% |
False |
False |
|
60 |
5,693.40 |
5,000.10 |
693.30 |
12.6% |
109.08 |
2.0% |
70% |
False |
False |
|
80 |
5,693.40 |
4,750.42 |
942.98 |
17.2% |
100.11 |
1.8% |
78% |
False |
False |
|
100 |
5,693.40 |
4,660.47 |
1,032.93 |
18.8% |
88.44 |
1.6% |
80% |
False |
False |
|
120 |
5,693.40 |
4,660.47 |
1,032.93 |
18.8% |
80.04 |
1.5% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,079.43 |
2.618 |
5,880.81 |
1.618 |
5,759.11 |
1.000 |
5,683.90 |
0.618 |
5,637.41 |
HIGH |
5,562.20 |
0.618 |
5,515.71 |
0.500 |
5,501.35 |
0.382 |
5,486.99 |
LOW |
5,440.50 |
0.618 |
5,365.29 |
1.000 |
5,318.80 |
1.618 |
5,243.59 |
2.618 |
5,121.89 |
4.250 |
4,923.28 |
|
|
Fisher Pivots for day following 29-Feb-1996 |
Pivot |
1 day |
3 day |
R1 |
5,501.35 |
5,532.80 |
PP |
5,496.10 |
5,517.07 |
S1 |
5,490.85 |
5,501.33 |
|