Trading Metrics calculated at close of trading on 01-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-1996 |
01-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
5,506.20 |
5,467.60 |
-38.60 |
-0.7% |
5,585.70 |
High |
5,562.20 |
5,573.40 |
11.20 |
0.2% |
5,647.80 |
Low |
5,440.50 |
5,424.20 |
-16.30 |
-0.3% |
5,424.20 |
Close |
5,485.60 |
5,536.60 |
51.00 |
0.9% |
5,536.60 |
Range |
121.70 |
149.20 |
27.50 |
22.6% |
223.60 |
ATR |
116.01 |
118.38 |
2.37 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,959.00 |
5,897.00 |
5,618.66 |
|
R3 |
5,809.80 |
5,747.80 |
5,577.63 |
|
R2 |
5,660.60 |
5,660.60 |
5,563.95 |
|
R1 |
5,598.60 |
5,598.60 |
5,550.28 |
5,629.60 |
PP |
5,511.40 |
5,511.40 |
5,511.40 |
5,526.90 |
S1 |
5,449.40 |
5,449.40 |
5,522.92 |
5,480.40 |
S2 |
5,362.20 |
5,362.20 |
5,509.25 |
|
S3 |
5,213.00 |
5,300.20 |
5,495.57 |
|
S4 |
5,063.80 |
5,151.00 |
5,454.54 |
|
|
Weekly Pivots for week ending 01-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,207.00 |
6,095.40 |
5,659.58 |
|
R3 |
5,983.40 |
5,871.80 |
5,598.09 |
|
R2 |
5,759.80 |
5,759.80 |
5,577.59 |
|
R1 |
5,648.20 |
5,648.20 |
5,557.10 |
5,592.20 |
PP |
5,536.20 |
5,536.20 |
5,536.20 |
5,508.20 |
S1 |
5,424.60 |
5,424.60 |
5,516.10 |
5,368.60 |
S2 |
5,312.60 |
5,312.60 |
5,495.61 |
|
S3 |
5,089.00 |
5,201.00 |
5,475.11 |
|
S4 |
4,865.40 |
4,977.40 |
5,413.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,647.80 |
5,424.20 |
223.60 |
4.0% |
128.96 |
2.3% |
50% |
False |
True |
|
10 |
5,693.40 |
5,393.50 |
299.90 |
5.4% |
124.13 |
2.2% |
48% |
False |
False |
|
20 |
5,693.40 |
5,319.40 |
374.00 |
6.8% |
117.53 |
2.1% |
58% |
False |
False |
|
40 |
5,693.40 |
5,000.10 |
693.30 |
12.5% |
114.82 |
2.1% |
77% |
False |
False |
|
60 |
5,693.40 |
5,000.10 |
693.30 |
12.5% |
109.76 |
2.0% |
77% |
False |
False |
|
80 |
5,693.40 |
4,750.42 |
942.98 |
17.0% |
101.70 |
1.8% |
83% |
False |
False |
|
100 |
5,693.40 |
4,660.47 |
1,032.93 |
18.7% |
89.36 |
1.6% |
85% |
False |
False |
|
120 |
5,693.40 |
4,660.47 |
1,032.93 |
18.7% |
81.08 |
1.5% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,207.50 |
2.618 |
5,964.01 |
1.618 |
5,814.81 |
1.000 |
5,722.60 |
0.618 |
5,665.61 |
HIGH |
5,573.40 |
0.618 |
5,516.41 |
0.500 |
5,498.80 |
0.382 |
5,481.19 |
LOW |
5,424.20 |
0.618 |
5,331.99 |
1.000 |
5,275.00 |
1.618 |
5,182.79 |
2.618 |
5,033.59 |
4.250 |
4,790.10 |
|
|
Fisher Pivots for day following 01-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
5,524.00 |
5,532.62 |
PP |
5,511.40 |
5,528.63 |
S1 |
5,498.80 |
5,524.65 |
|