Trading Metrics calculated at close of trading on 04-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-1996 |
04-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
5,467.60 |
5,565.80 |
98.20 |
1.8% |
5,585.70 |
High |
5,573.40 |
5,646.40 |
73.00 |
1.3% |
5,647.80 |
Low |
5,424.20 |
5,512.00 |
87.80 |
1.6% |
5,424.20 |
Close |
5,536.60 |
5,600.20 |
63.60 |
1.1% |
5,536.60 |
Range |
149.20 |
134.40 |
-14.80 |
-9.9% |
223.60 |
ATR |
118.38 |
119.53 |
1.14 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,989.40 |
5,929.20 |
5,674.12 |
|
R3 |
5,855.00 |
5,794.80 |
5,637.16 |
|
R2 |
5,720.60 |
5,720.60 |
5,624.84 |
|
R1 |
5,660.40 |
5,660.40 |
5,612.52 |
5,690.50 |
PP |
5,586.20 |
5,586.20 |
5,586.20 |
5,601.25 |
S1 |
5,526.00 |
5,526.00 |
5,587.88 |
5,556.10 |
S2 |
5,451.80 |
5,451.80 |
5,575.56 |
|
S3 |
5,317.40 |
5,391.60 |
5,563.24 |
|
S4 |
5,183.00 |
5,257.20 |
5,526.28 |
|
|
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 |
5,646.40 |
5,424.20 |
222.20 |
4.0% |
132.36 |
2.4% |
79% |
True |
False |
|
10 |
5,693.40 |
5,393.50 |
299.90 |
5.4% |
128.29 |
2.3% |
69% |
False |
False |
|
20 |
5,693.40 |
5,319.40 |
374.00 |
6.7% |
119.04 |
2.1% |
75% |
False |
False |
|
40 |
5,693.40 |
5,000.10 |
693.30 |
12.4% |
115.41 |
2.1% |
87% |
False |
False |
|
60 |
5,693.40 |
5,000.10 |
693.30 |
12.4% |
110.55 |
2.0% |
87% |
False |
False |
|
80 |
5,693.40 |
4,795.58 |
897.82 |
16.0% |
102.53 |
1.8% |
90% |
False |
False |
|
100 |
5,693.40 |
4,667.69 |
1,025.71 |
18.3% |
90.04 |
1.6% |
91% |
False |
False |
|
120 |
5,693.40 |
4,660.47 |
1,032.93 |
18.4% |
81.85 |
1.5% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,217.60 |
2.618 |
5,998.26 |
1.618 |
5,863.86 |
1.000 |
5,780.80 |
0.618 |
5,729.46 |
HIGH |
5,646.40 |
0.618 |
5,595.06 |
0.500 |
5,579.20 |
0.382 |
5,563.34 |
LOW |
5,512.00 |
0.618 |
5,428.94 |
1.000 |
5,377.60 |
1.618 |
5,294.54 |
2.618 |
5,160.14 |
4.250 |
4,940.80 |
|
|
Fisher Pivots for day following 04-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
5,593.20 |
5,578.57 |
PP |
5,586.20 |
5,556.93 |
S1 |
5,579.20 |
5,535.30 |
|