Trading Metrics calculated at close of trading on 18-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-1996 |
18-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
5,586.06 |
5,584.97 |
-1.09 |
0.0% |
5,470.50 |
High |
5,628.69 |
5,706.00 |
77.31 |
1.4% |
5,662.29 |
Low |
5,523.56 |
5,573.41 |
49.85 |
0.9% |
5,425.29 |
Close |
5,584.97 |
5,683.60 |
98.63 |
1.8% |
5,584.97 |
Range |
105.13 |
132.59 |
27.46 |
26.1% |
237.00 |
ATR |
127.94 |
128.27 |
0.33 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,052.11 |
6,000.44 |
5,756.52 |
|
R3 |
5,919.52 |
5,867.85 |
5,720.06 |
|
R2 |
5,786.93 |
5,786.93 |
5,707.91 |
|
R1 |
5,735.26 |
5,735.26 |
5,695.75 |
5,761.10 |
PP |
5,654.34 |
5,654.34 |
5,654.34 |
5,667.25 |
S1 |
5,602.67 |
5,602.67 |
5,671.45 |
5,628.51 |
S2 |
5,521.75 |
5,521.75 |
5,659.29 |
|
S3 |
5,389.16 |
5,470.08 |
5,647.14 |
|
S4 |
5,256.57 |
5,337.49 |
5,610.68 |
|
|
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 |
5,706.00 |
5,464.67 |
241.33 |
4.2% |
126.81 |
2.2% |
91% |
True |
False |
|
10 |
5,706.00 |
5,395.30 |
310.70 |
5.5% |
133.85 |
2.4% |
93% |
True |
False |
|
20 |
5,706.00 |
5,393.50 |
312.50 |
5.5% |
131.07 |
2.3% |
93% |
True |
False |
|
40 |
5,706.00 |
5,133.00 |
573.00 |
10.1% |
120.56 |
2.1% |
96% |
True |
False |
|
60 |
5,706.00 |
5,000.10 |
705.90 |
12.4% |
115.43 |
2.0% |
97% |
True |
False |
|
80 |
5,706.00 |
4,982.70 |
723.30 |
12.7% |
110.84 |
2.0% |
97% |
True |
False |
|
100 |
5,706.00 |
4,667.69 |
1,038.31 |
18.3% |
100.11 |
1.8% |
98% |
True |
False |
|
120 |
5,706.00 |
4,660.47 |
1,045.53 |
18.4% |
89.68 |
1.6% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,269.51 |
2.618 |
6,053.12 |
1.618 |
5,920.53 |
1.000 |
5,838.59 |
0.618 |
5,787.94 |
HIGH |
5,706.00 |
0.618 |
5,655.35 |
0.500 |
5,639.71 |
0.382 |
5,624.06 |
LOW |
5,573.41 |
0.618 |
5,491.47 |
1.000 |
5,440.82 |
1.618 |
5,358.88 |
2.618 |
5,226.29 |
4.250 |
5,009.90 |
|
|
Fisher Pivots for day following 18-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
5,668.97 |
5,660.66 |
PP |
5,654.34 |
5,637.72 |
S1 |
5,639.71 |
5,614.78 |
|