Trading Metrics calculated at close of trading on 25-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-1996 |
25-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
5,626.88 |
5,636.64 |
9.76 |
0.2% |
5,584.97 |
High |
5,681.07 |
5,712.14 |
31.07 |
0.5% |
5,755.86 |
Low |
5,589.67 |
5,592.92 |
3.25 |
0.1% |
5,573.41 |
Close |
5,636.64 |
5,643.86 |
7.22 |
0.1% |
5,636.64 |
Range |
91.40 |
119.22 |
27.82 |
30.4% |
182.45 |
ATR |
124.99 |
124.57 |
-0.41 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,007.30 |
5,944.80 |
5,709.43 |
|
R3 |
5,888.08 |
5,825.58 |
5,676.65 |
|
R2 |
5,768.86 |
5,768.86 |
5,665.72 |
|
R1 |
5,706.36 |
5,706.36 |
5,654.79 |
5,737.61 |
PP |
5,649.64 |
5,649.64 |
5,649.64 |
5,665.27 |
S1 |
5,587.14 |
5,587.14 |
5,632.93 |
5,618.39 |
S2 |
5,530.42 |
5,530.42 |
5,622.00 |
|
S3 |
5,411.20 |
5,467.92 |
5,611.07 |
|
S4 |
5,291.98 |
5,348.70 |
5,578.29 |
|
|
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 |
5,589.67 |
166.19 |
2.9% |
117.41 |
2.1% |
33% |
False |
False |
|
10 |
5,755.86 |
5,464.67 |
291.19 |
5.2% |
122.11 |
2.2% |
62% |
False |
False |
|
20 |
5,755.86 |
5,395.30 |
360.56 |
6.4% |
129.37 |
2.3% |
69% |
False |
False |
|
40 |
5,755.86 |
5,246.80 |
509.06 |
9.0% |
121.11 |
2.1% |
78% |
False |
False |
|
60 |
5,755.86 |
5,000.10 |
755.76 |
13.4% |
118.49 |
2.1% |
85% |
False |
False |
|
80 |
5,755.86 |
5,000.10 |
755.76 |
13.4% |
112.97 |
2.0% |
85% |
False |
False |
|
100 |
5,755.86 |
4,744.64 |
1,011.22 |
17.9% |
103.09 |
1.8% |
89% |
False |
False |
|
120 |
5,755.86 |
4,660.47 |
1,095.39 |
19.4% |
92.85 |
1.6% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,218.83 |
2.618 |
6,024.26 |
1.618 |
5,905.04 |
1.000 |
5,831.36 |
0.618 |
5,785.82 |
HIGH |
5,712.14 |
0.618 |
5,666.60 |
0.500 |
5,652.53 |
0.382 |
5,638.46 |
LOW |
5,592.92 |
0.618 |
5,519.24 |
1.000 |
5,473.70 |
1.618 |
5,400.02 |
2.618 |
5,280.80 |
4.250 |
5,086.24 |
|
|
Fisher Pivots for day following 25-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
5,652.53 |
5,650.91 |
PP |
5,649.64 |
5,648.56 |
S1 |
5,646.75 |
5,646.21 |
|