Trading Metrics calculated at close of trading on 21-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-1996 |
21-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
5,669.51 |
5,655.42 |
-14.09 |
-0.2% |
5,470.50 |
High |
5,724.06 |
5,696.61 |
-27.45 |
-0.5% |
5,662.29 |
Low |
5,590.39 |
5,590.03 |
-0.36 |
0.0% |
5,425.29 |
Close |
5,655.42 |
5,626.88 |
-28.54 |
-0.5% |
5,584.97 |
Range |
133.67 |
106.58 |
-27.09 |
-20.3% |
237.00 |
ATR |
129.19 |
127.57 |
-1.61 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,957.58 |
5,898.81 |
5,685.50 |
|
R3 |
5,851.00 |
5,792.23 |
5,656.19 |
|
R2 |
5,744.42 |
5,744.42 |
5,646.42 |
|
R1 |
5,685.65 |
5,685.65 |
5,636.65 |
5,661.75 |
PP |
5,637.84 |
5,637.84 |
5,637.84 |
5,625.89 |
S1 |
5,579.07 |
5,579.07 |
5,617.11 |
5,555.17 |
S2 |
5,531.26 |
5,531.26 |
5,607.34 |
|
S3 |
5,424.68 |
5,472.49 |
5,597.57 |
|
S4 |
5,318.10 |
5,365.91 |
5,568.26 |
|
|
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 |
5,523.56 |
232.30 |
4.1% |
122.83 |
2.2% |
44% |
False |
False |
|
10 |
5,755.86 |
5,395.30 |
360.56 |
6.4% |
140.79 |
2.5% |
64% |
False |
False |
|
20 |
5,755.86 |
5,395.30 |
360.56 |
6.4% |
132.06 |
2.3% |
64% |
False |
False |
|
40 |
5,755.86 |
5,173.80 |
582.06 |
10.3% |
121.40 |
2.2% |
78% |
False |
False |
|
60 |
5,755.86 |
5,000.10 |
755.76 |
13.4% |
117.30 |
2.1% |
83% |
False |
False |
|
80 |
5,755.86 |
5,000.10 |
755.76 |
13.4% |
112.58 |
2.0% |
83% |
False |
False |
|
100 |
5,755.86 |
4,741.75 |
1,014.11 |
18.0% |
101.67 |
1.8% |
87% |
False |
False |
|
120 |
5,755.86 |
4,660.47 |
1,095.39 |
19.5% |
91.86 |
1.6% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,149.58 |
2.618 |
5,975.64 |
1.618 |
5,869.06 |
1.000 |
5,803.19 |
0.618 |
5,762.48 |
HIGH |
5,696.61 |
0.618 |
5,655.90 |
0.500 |
5,643.32 |
0.382 |
5,630.74 |
LOW |
5,590.03 |
0.618 |
5,524.16 |
1.000 |
5,483.45 |
1.618 |
5,417.58 |
2.618 |
5,311.00 |
4.250 |
5,137.07 |
|
|
Fisher Pivots for day following 21-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
5,643.32 |
5,672.95 |
PP |
5,637.84 |
5,657.59 |
S1 |
5,632.36 |
5,642.24 |
|