Trading Metrics calculated at close of trading on 19-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-1996 |
19-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
5,584.97 |
5,683.60 |
98.63 |
1.8% |
5,470.50 |
High |
5,706.00 |
5,755.86 |
49.86 |
0.9% |
5,662.29 |
Low |
5,573.41 |
5,619.66 |
46.25 |
0.8% |
5,425.29 |
Close |
5,683.60 |
5,669.51 |
-14.09 |
-0.2% |
5,584.97 |
Range |
132.59 |
136.20 |
3.61 |
2.7% |
237.00 |
ATR |
128.27 |
128.84 |
0.57 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,090.28 |
6,016.09 |
5,744.42 |
|
R3 |
5,954.08 |
5,879.89 |
5,706.97 |
|
R2 |
5,817.88 |
5,817.88 |
5,694.48 |
|
R1 |
5,743.69 |
5,743.69 |
5,682.00 |
5,712.69 |
PP |
5,681.68 |
5,681.68 |
5,681.68 |
5,666.17 |
S1 |
5,607.49 |
5,607.49 |
5,657.03 |
5,576.49 |
S2 |
5,545.48 |
5,545.48 |
5,644.54 |
|
S3 |
5,409.28 |
5,471.29 |
5,632.06 |
|
S4 |
5,273.08 |
5,335.09 |
5,594.60 |
|
|
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 |
5,755.86 |
5,513.80 |
242.06 |
4.3% |
122.47 |
2.2% |
64% |
True |
False |
|
10 |
5,755.86 |
5,395.30 |
360.56 |
6.4% |
137.72 |
2.4% |
76% |
True |
False |
|
20 |
5,755.86 |
5,395.30 |
360.56 |
6.4% |
131.76 |
2.3% |
76% |
True |
False |
|
40 |
5,755.86 |
5,141.30 |
614.56 |
10.8% |
120.92 |
2.1% |
86% |
True |
False |
|
60 |
5,755.86 |
5,000.10 |
755.76 |
13.3% |
115.96 |
2.0% |
89% |
True |
False |
|
80 |
5,755.86 |
5,000.10 |
755.76 |
13.3% |
111.13 |
2.0% |
89% |
True |
False |
|
100 |
5,755.86 |
4,667.69 |
1,088.17 |
19.2% |
100.81 |
1.8% |
92% |
True |
False |
|
120 |
5,755.86 |
4,660.47 |
1,095.39 |
19.3% |
90.39 |
1.6% |
92% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,334.71 |
2.618 |
6,112.43 |
1.618 |
5,976.23 |
1.000 |
5,892.06 |
0.618 |
5,840.03 |
HIGH |
5,755.86 |
0.618 |
5,703.83 |
0.500 |
5,687.76 |
0.382 |
5,671.69 |
LOW |
5,619.66 |
0.618 |
5,535.49 |
1.000 |
5,483.46 |
1.618 |
5,399.29 |
2.618 |
5,263.09 |
4.250 |
5,040.81 |
|
|
Fisher Pivots for day following 19-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
5,687.76 |
5,659.58 |
PP |
5,681.68 |
5,649.64 |
S1 |
5,675.59 |
5,639.71 |
|