Trading Metrics calculated at close of trading on 22-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-1996 |
22-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
5,655.42 |
5,626.88 |
-28.54 |
-0.5% |
5,584.97 |
High |
5,696.61 |
5,681.07 |
-15.54 |
-0.3% |
5,755.86 |
Low |
5,590.03 |
5,589.67 |
-0.36 |
0.0% |
5,573.41 |
Close |
5,626.88 |
5,636.64 |
9.76 |
0.2% |
5,636.64 |
Range |
106.58 |
91.40 |
-15.18 |
-14.2% |
182.45 |
ATR |
127.57 |
124.99 |
-2.58 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,909.99 |
5,864.72 |
5,686.91 |
|
R3 |
5,818.59 |
5,773.32 |
5,661.78 |
|
R2 |
5,727.19 |
5,727.19 |
5,653.40 |
|
R1 |
5,681.92 |
5,681.92 |
5,645.02 |
5,704.56 |
PP |
5,635.79 |
5,635.79 |
5,635.79 |
5,647.11 |
S1 |
5,590.52 |
5,590.52 |
5,628.26 |
5,613.16 |
S2 |
5,544.39 |
5,544.39 |
5,619.88 |
|
S3 |
5,452.99 |
5,499.12 |
5,611.51 |
|
S4 |
5,361.59 |
5,407.72 |
5,586.37 |
|
|
Weekly Pivots for week ending 22-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,202.65 |
6,102.10 |
5,736.99 |
|
R3 |
6,020.20 |
5,919.65 |
5,686.81 |
|
R2 |
5,837.75 |
5,837.75 |
5,670.09 |
|
R1 |
5,737.20 |
5,737.20 |
5,653.36 |
5,787.48 |
PP |
5,655.30 |
5,655.30 |
5,655.30 |
5,680.44 |
S1 |
5,554.75 |
5,554.75 |
5,619.92 |
5,605.03 |
S2 |
5,472.85 |
5,472.85 |
5,603.19 |
|
S3 |
5,290.40 |
5,372.30 |
5,586.47 |
|
S4 |
5,107.95 |
5,189.85 |
5,536.29 |
|
|
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 |
5,573.41 |
182.45 |
3.2% |
120.09 |
2.1% |
35% |
False |
False |
|
10 |
5,755.86 |
5,425.29 |
330.57 |
5.9% |
128.18 |
2.3% |
64% |
False |
False |
|
20 |
5,755.86 |
5,395.30 |
360.56 |
6.4% |
129.28 |
2.3% |
67% |
False |
False |
|
40 |
5,755.86 |
5,187.20 |
568.66 |
10.1% |
120.79 |
2.1% |
79% |
False |
False |
|
60 |
5,755.86 |
5,000.10 |
755.76 |
13.4% |
117.68 |
2.1% |
84% |
False |
False |
|
80 |
5,755.86 |
5,000.10 |
755.76 |
13.4% |
112.48 |
2.0% |
84% |
False |
False |
|
100 |
5,755.86 |
4,744.64 |
1,011.22 |
17.9% |
102.35 |
1.8% |
88% |
False |
False |
|
120 |
5,755.86 |
4,660.47 |
1,095.39 |
19.4% |
92.28 |
1.6% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,069.52 |
2.618 |
5,920.36 |
1.618 |
5,828.96 |
1.000 |
5,772.47 |
0.618 |
5,737.56 |
HIGH |
5,681.07 |
0.618 |
5,646.16 |
0.500 |
5,635.37 |
0.382 |
5,624.58 |
LOW |
5,589.67 |
0.618 |
5,533.18 |
1.000 |
5,498.27 |
1.618 |
5,441.78 |
2.618 |
5,350.38 |
4.250 |
5,201.22 |
|
|
Fisher Pivots for day following 22-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
5,636.22 |
5,656.87 |
PP |
5,635.79 |
5,650.12 |
S1 |
5,635.37 |
5,643.38 |
|