Trading Metrics calculated at close of trading on 05-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-1996 |
05-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
5,565.80 |
5,600.15 |
34.35 |
0.6% |
5,585.70 |
High |
5,646.40 |
5,655.78 |
9.38 |
0.2% |
5,647.80 |
Low |
5,512.00 |
5,558.24 |
46.24 |
0.8% |
5,424.20 |
Close |
5,600.20 |
5,642.42 |
42.22 |
0.8% |
5,536.60 |
Range |
134.40 |
97.54 |
-36.86 |
-27.4% |
223.60 |
ATR |
119.53 |
117.96 |
-1.57 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,911.43 |
5,874.47 |
5,696.07 |
|
R3 |
5,813.89 |
5,776.93 |
5,669.24 |
|
R2 |
5,716.35 |
5,716.35 |
5,660.30 |
|
R1 |
5,679.39 |
5,679.39 |
5,651.36 |
5,697.87 |
PP |
5,618.81 |
5,618.81 |
5,618.81 |
5,628.06 |
S1 |
5,581.85 |
5,581.85 |
5,633.48 |
5,600.33 |
S2 |
5,521.27 |
5,521.27 |
5,624.54 |
|
S3 |
5,423.73 |
5,484.31 |
5,615.60 |
|
S4 |
5,326.19 |
5,386.77 |
5,588.77 |
|
|
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 |
5,655.78 |
5,424.20 |
231.58 |
4.1% |
128.17 |
2.3% |
94% |
True |
False |
|
10 |
5,693.40 |
5,424.20 |
269.20 |
4.8% |
125.79 |
2.2% |
81% |
False |
False |
|
20 |
5,693.40 |
5,371.80 |
321.60 |
5.7% |
118.19 |
2.1% |
84% |
False |
False |
|
40 |
5,693.40 |
5,000.10 |
693.30 |
12.3% |
116.30 |
2.1% |
93% |
False |
False |
|
60 |
5,693.40 |
5,000.10 |
693.30 |
12.3% |
110.73 |
2.0% |
93% |
False |
False |
|
80 |
5,693.40 |
4,835.70 |
857.70 |
15.2% |
103.03 |
1.8% |
94% |
False |
False |
|
100 |
5,693.40 |
4,667.69 |
1,025.71 |
18.2% |
90.74 |
1.6% |
95% |
False |
False |
|
120 |
5,693.40 |
4,660.47 |
1,032.93 |
18.3% |
82.34 |
1.5% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,070.33 |
2.618 |
5,911.14 |
1.618 |
5,813.60 |
1.000 |
5,753.32 |
0.618 |
5,716.06 |
HIGH |
5,655.78 |
0.618 |
5,618.52 |
0.500 |
5,607.01 |
0.382 |
5,595.50 |
LOW |
5,558.24 |
0.618 |
5,497.96 |
1.000 |
5,460.70 |
1.618 |
5,400.42 |
2.618 |
5,302.88 |
4.250 |
5,143.70 |
|
|
Fisher Pivots for day following 05-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
5,630.62 |
5,608.28 |
PP |
5,618.81 |
5,574.13 |
S1 |
5,607.01 |
5,539.99 |
|