Trading Metrics calculated at close of trading on 12-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-1996 |
12-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
5,470.50 |
5,581.00 |
110.50 |
2.0% |
5,565.80 |
High |
5,605.20 |
5,622.55 |
17.35 |
0.3% |
5,700.20 |
Low |
5,425.29 |
5,464.67 |
39.38 |
0.7% |
5,395.30 |
Close |
5,581.00 |
5,583.89 |
2.89 |
0.1% |
5,470.50 |
Range |
179.91 |
157.88 |
-22.03 |
-12.2% |
304.90 |
ATR |
129.29 |
131.33 |
2.04 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,030.68 |
5,965.16 |
5,670.72 |
|
R3 |
5,872.80 |
5,807.28 |
5,627.31 |
|
R2 |
5,714.92 |
5,714.92 |
5,612.83 |
|
R1 |
5,649.40 |
5,649.40 |
5,598.36 |
5,682.16 |
PP |
5,557.04 |
5,557.04 |
5,557.04 |
5,573.42 |
S1 |
5,491.52 |
5,491.52 |
5,569.42 |
5,524.28 |
S2 |
5,399.16 |
5,399.16 |
5,554.95 |
|
S3 |
5,241.28 |
5,333.64 |
5,540.47 |
|
S4 |
5,083.40 |
5,175.76 |
5,497.06 |
|
|
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% |
152.96 |
2.7% |
62% |
False |
False |
|
10 |
5,700.20 |
5,395.30 |
304.90 |
5.5% |
140.56 |
2.5% |
62% |
False |
False |
|
20 |
5,700.20 |
5,393.50 |
306.70 |
5.5% |
127.99 |
2.3% |
62% |
False |
False |
|
40 |
5,700.20 |
5,000.80 |
699.40 |
12.5% |
120.98 |
2.2% |
83% |
False |
False |
|
60 |
5,700.20 |
5,000.10 |
700.10 |
12.5% |
115.11 |
2.1% |
83% |
False |
False |
|
80 |
5,700.20 |
4,902.20 |
798.00 |
14.3% |
109.60 |
2.0% |
85% |
False |
False |
|
100 |
5,700.20 |
4,667.69 |
1,032.51 |
18.5% |
96.69 |
1.7% |
89% |
False |
False |
|
120 |
5,700.20 |
4,660.47 |
1,039.73 |
18.6% |
87.07 |
1.6% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,293.54 |
2.618 |
6,035.88 |
1.618 |
5,878.00 |
1.000 |
5,780.43 |
0.618 |
5,720.12 |
HIGH |
5,622.55 |
0.618 |
5,562.24 |
0.500 |
5,543.61 |
0.382 |
5,524.98 |
LOW |
5,464.67 |
0.618 |
5,367.10 |
1.000 |
5,306.79 |
1.618 |
5,209.22 |
2.618 |
5,051.34 |
4.250 |
4,793.68 |
|
|
Fisher Pivots for day following 12-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
5,570.46 |
5,558.90 |
PP |
5,557.04 |
5,533.91 |
S1 |
5,543.61 |
5,508.93 |
|