Trading Metrics calculated at close of trading on 15-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-1996 |
15-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
5,568.72 |
5,586.06 |
17.34 |
0.3% |
5,470.50 |
High |
5,662.29 |
5,628.69 |
-33.60 |
-0.6% |
5,662.29 |
Low |
5,536.56 |
5,523.56 |
-13.00 |
-0.2% |
5,425.29 |
Close |
5,586.06 |
5,584.97 |
-1.09 |
0.0% |
5,584.97 |
Range |
125.73 |
105.13 |
-20.60 |
-16.4% |
237.00 |
ATR |
129.70 |
127.94 |
-1.75 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,894.46 |
5,844.85 |
5,642.79 |
|
R3 |
5,789.33 |
5,739.72 |
5,613.88 |
|
R2 |
5,684.20 |
5,684.20 |
5,604.24 |
|
R1 |
5,634.59 |
5,634.59 |
5,594.61 |
5,606.83 |
PP |
5,579.07 |
5,579.07 |
5,579.07 |
5,565.20 |
S1 |
5,529.46 |
5,529.46 |
5,575.33 |
5,501.70 |
S2 |
5,473.94 |
5,473.94 |
5,565.70 |
|
S3 |
5,368.81 |
5,424.33 |
5,556.06 |
|
S4 |
5,263.68 |
5,319.20 |
5,527.15 |
|
|
Weekly Pivots for week ending 15-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,268.52 |
6,163.74 |
5,715.32 |
|
R3 |
6,031.52 |
5,926.74 |
5,650.15 |
|
R2 |
5,794.52 |
5,794.52 |
5,628.42 |
|
R1 |
5,689.74 |
5,689.74 |
5,606.70 |
5,742.13 |
PP |
5,557.52 |
5,557.52 |
5,557.52 |
5,583.71 |
S1 |
5,452.74 |
5,452.74 |
5,563.25 |
5,505.13 |
S2 |
5,320.52 |
5,320.52 |
5,541.52 |
|
S3 |
5,083.52 |
5,215.74 |
5,519.80 |
|
S4 |
4,846.52 |
4,978.74 |
5,454.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,662.29 |
5,425.29 |
237.00 |
4.2% |
136.27 |
2.4% |
67% |
False |
False |
|
10 |
5,700.20 |
5,395.30 |
304.90 |
5.5% |
134.03 |
2.4% |
62% |
False |
False |
|
20 |
5,700.20 |
5,393.50 |
306.70 |
5.5% |
129.08 |
2.3% |
62% |
False |
False |
|
40 |
5,700.20 |
5,087.50 |
612.70 |
11.0% |
120.42 |
2.2% |
81% |
False |
False |
|
60 |
5,700.20 |
5,000.10 |
700.10 |
12.5% |
115.32 |
2.1% |
84% |
False |
False |
|
80 |
5,700.20 |
4,948.00 |
752.20 |
13.5% |
110.47 |
2.0% |
85% |
False |
False |
|
100 |
5,700.20 |
4,667.69 |
1,032.51 |
18.5% |
99.11 |
1.8% |
89% |
False |
False |
|
120 |
5,700.20 |
4,660.47 |
1,039.73 |
18.6% |
88.93 |
1.6% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,075.49 |
2.618 |
5,903.92 |
1.618 |
5,798.79 |
1.000 |
5,733.82 |
0.618 |
5,693.66 |
HIGH |
5,628.69 |
0.618 |
5,588.53 |
0.500 |
5,576.13 |
0.382 |
5,563.72 |
LOW |
5,523.56 |
0.618 |
5,458.59 |
1.000 |
5,418.43 |
1.618 |
5,353.46 |
2.618 |
5,248.33 |
4.250 |
5,076.76 |
|
|
Fisher Pivots for day following 15-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
5,582.02 |
5,588.05 |
PP |
5,579.07 |
5,587.02 |
S1 |
5,576.13 |
5,586.00 |
|