Trading Metrics calculated at close of trading on 26-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-1996 |
26-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
5,636.64 |
5,643.86 |
7.22 |
0.1% |
5,584.97 |
High |
5,712.14 |
5,701.30 |
-10.84 |
-0.2% |
5,755.86 |
Low |
5,592.92 |
5,595.81 |
2.89 |
0.1% |
5,573.41 |
Close |
5,643.86 |
5,670.60 |
26.74 |
0.5% |
5,636.64 |
Range |
119.22 |
105.49 |
-13.73 |
-11.5% |
182.45 |
ATR |
124.57 |
123.21 |
-1.36 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,972.37 |
5,926.98 |
5,728.62 |
|
R3 |
5,866.88 |
5,821.49 |
5,699.61 |
|
R2 |
5,761.39 |
5,761.39 |
5,689.94 |
|
R1 |
5,716.00 |
5,716.00 |
5,680.27 |
5,738.70 |
PP |
5,655.90 |
5,655.90 |
5,655.90 |
5,667.25 |
S1 |
5,610.51 |
5,610.51 |
5,660.93 |
5,633.21 |
S2 |
5,550.41 |
5,550.41 |
5,651.26 |
|
S3 |
5,444.92 |
5,505.02 |
5,641.59 |
|
S4 |
5,339.43 |
5,399.53 |
5,612.58 |
|
|
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 |
5,724.06 |
5,589.67 |
134.39 |
2.4% |
111.27 |
2.0% |
60% |
False |
False |
|
10 |
5,755.86 |
5,513.80 |
242.06 |
4.3% |
116.87 |
2.1% |
65% |
False |
False |
|
20 |
5,755.86 |
5,395.30 |
360.56 |
6.4% |
128.72 |
2.3% |
76% |
False |
False |
|
40 |
5,755.86 |
5,288.70 |
467.16 |
8.2% |
121.46 |
2.1% |
82% |
False |
False |
|
60 |
5,755.86 |
5,000.10 |
755.76 |
13.3% |
118.90 |
2.1% |
89% |
False |
False |
|
80 |
5,755.86 |
5,000.10 |
755.76 |
13.3% |
113.17 |
2.0% |
89% |
False |
False |
|
100 |
5,755.86 |
4,750.42 |
1,005.44 |
17.7% |
103.88 |
1.8% |
92% |
False |
False |
|
120 |
5,755.86 |
4,660.47 |
1,095.39 |
19.3% |
93.55 |
1.6% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,149.63 |
2.618 |
5,977.47 |
1.618 |
5,871.98 |
1.000 |
5,806.79 |
0.618 |
5,766.49 |
HIGH |
5,701.30 |
0.618 |
5,661.00 |
0.500 |
5,648.56 |
0.382 |
5,636.11 |
LOW |
5,595.81 |
0.618 |
5,530.62 |
1.000 |
5,490.32 |
1.618 |
5,425.13 |
2.618 |
5,319.64 |
4.250 |
5,147.48 |
|
|
Fisher Pivots for day following 26-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
5,663.25 |
5,664.04 |
PP |
5,655.90 |
5,657.47 |
S1 |
5,648.56 |
5,650.91 |
|