Trading Metrics calculated at close of trading on 11-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-1996 |
11-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
5,612.80 |
5,470.50 |
-142.30 |
-2.5% |
5,565.80 |
High |
5,612.80 |
5,605.20 |
-7.60 |
-0.1% |
5,700.20 |
Low |
5,395.30 |
5,425.29 |
29.99 |
0.6% |
5,395.30 |
Close |
5,470.50 |
5,581.00 |
110.50 |
2.0% |
5,470.50 |
Range |
217.50 |
179.91 |
-37.59 |
-17.3% |
304.90 |
ATR |
125.40 |
129.29 |
3.89 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,076.89 |
6,008.86 |
5,679.95 |
|
R3 |
5,896.98 |
5,828.95 |
5,630.48 |
|
R2 |
5,717.07 |
5,717.07 |
5,613.98 |
|
R1 |
5,649.04 |
5,649.04 |
5,597.49 |
5,683.06 |
PP |
5,537.16 |
5,537.16 |
5,537.16 |
5,554.17 |
S1 |
5,469.13 |
5,469.13 |
5,564.51 |
5,503.15 |
S2 |
5,357.25 |
5,357.25 |
5,548.02 |
|
S3 |
5,177.34 |
5,289.22 |
5,531.52 |
|
S4 |
4,997.43 |
5,109.31 |
5,482.05 |
|
|
Weekly Pivots for week ending 08-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,436.70 |
6,258.50 |
5,638.20 |
|
R3 |
6,131.80 |
5,953.60 |
5,554.35 |
|
R2 |
5,826.90 |
5,826.90 |
5,526.40 |
|
R1 |
5,648.70 |
5,648.70 |
5,498.45 |
5,585.35 |
PP |
5,522.00 |
5,522.00 |
5,522.00 |
5,490.33 |
S1 |
5,343.80 |
5,343.80 |
5,442.55 |
5,280.45 |
S2 |
5,217.10 |
5,217.10 |
5,414.60 |
|
S3 |
4,912.20 |
5,038.90 |
5,386.65 |
|
S4 |
4,607.30 |
4,734.00 |
5,302.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,700.20 |
5,395.30 |
304.90 |
5.5% |
140.89 |
2.5% |
61% |
False |
False |
|
10 |
5,700.20 |
5,395.30 |
304.90 |
5.5% |
136.63 |
2.4% |
61% |
False |
False |
|
20 |
5,700.20 |
5,393.50 |
306.70 |
5.5% |
125.72 |
2.3% |
61% |
False |
False |
|
40 |
5,700.20 |
5,000.80 |
699.40 |
12.5% |
119.20 |
2.1% |
83% |
False |
False |
|
60 |
5,700.20 |
5,000.10 |
700.10 |
12.5% |
114.44 |
2.1% |
83% |
False |
False |
|
80 |
5,700.20 |
4,835.70 |
864.50 |
15.5% |
108.92 |
2.0% |
86% |
False |
False |
|
100 |
5,700.20 |
4,667.69 |
1,032.51 |
18.5% |
95.50 |
1.7% |
88% |
False |
False |
|
120 |
5,700.20 |
4,660.47 |
1,039.73 |
18.6% |
86.03 |
1.5% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,369.82 |
2.618 |
6,076.20 |
1.618 |
5,896.29 |
1.000 |
5,785.11 |
0.618 |
5,716.38 |
HIGH |
5,605.20 |
0.618 |
5,536.47 |
0.500 |
5,515.25 |
0.382 |
5,494.02 |
LOW |
5,425.29 |
0.618 |
5,314.11 |
1.000 |
5,245.38 |
1.618 |
5,134.20 |
2.618 |
4,954.29 |
4.250 |
4,660.67 |
|
|
Fisher Pivots for day following 11-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
5,559.08 |
5,564.43 |
PP |
5,537.16 |
5,547.87 |
S1 |
5,515.25 |
5,531.30 |
|