Trading Metrics calculated at close of trading on 27-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-1996 |
27-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
5,643.86 |
5,670.60 |
26.74 |
0.5% |
5,584.97 |
High |
5,701.30 |
5,703.47 |
2.17 |
0.0% |
5,755.86 |
Low |
5,595.81 |
5,596.53 |
0.72 |
0.0% |
5,573.41 |
Close |
5,670.60 |
5,626.88 |
-43.72 |
-0.8% |
5,636.64 |
Range |
105.49 |
106.94 |
1.45 |
1.4% |
182.45 |
ATR |
123.21 |
122.05 |
-1.16 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,963.11 |
5,901.94 |
5,685.70 |
|
R3 |
5,856.17 |
5,795.00 |
5,656.29 |
|
R2 |
5,749.23 |
5,749.23 |
5,646.49 |
|
R1 |
5,688.06 |
5,688.06 |
5,636.68 |
5,665.18 |
PP |
5,642.29 |
5,642.29 |
5,642.29 |
5,630.85 |
S1 |
5,581.12 |
5,581.12 |
5,617.08 |
5,558.24 |
S2 |
5,535.35 |
5,535.35 |
5,607.27 |
|
S3 |
5,428.41 |
5,474.18 |
5,597.47 |
|
S4 |
5,321.47 |
5,367.24 |
5,568.06 |
|
|
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 |
5,712.14 |
5,589.67 |
122.47 |
2.2% |
105.93 |
1.9% |
30% |
False |
False |
|
10 |
5,755.86 |
5,523.56 |
232.30 |
4.1% |
116.30 |
2.1% |
44% |
False |
False |
|
20 |
5,755.86 |
5,395.30 |
360.56 |
6.4% |
127.17 |
2.3% |
64% |
False |
False |
|
40 |
5,755.86 |
5,314.40 |
441.46 |
7.8% |
121.11 |
2.2% |
71% |
False |
False |
|
60 |
5,755.86 |
5,000.10 |
755.76 |
13.4% |
118.66 |
2.1% |
83% |
False |
False |
|
80 |
5,755.86 |
5,000.10 |
755.76 |
13.4% |
113.32 |
2.0% |
83% |
False |
False |
|
100 |
5,755.86 |
4,750.42 |
1,005.44 |
17.9% |
104.53 |
1.9% |
87% |
False |
False |
|
120 |
5,755.86 |
4,660.47 |
1,095.39 |
19.5% |
94.16 |
1.7% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,157.97 |
2.618 |
5,983.44 |
1.618 |
5,876.50 |
1.000 |
5,810.41 |
0.618 |
5,769.56 |
HIGH |
5,703.47 |
0.618 |
5,662.62 |
0.500 |
5,650.00 |
0.382 |
5,637.38 |
LOW |
5,596.53 |
0.618 |
5,530.44 |
1.000 |
5,489.59 |
1.618 |
5,423.50 |
2.618 |
5,316.56 |
4.250 |
5,142.04 |
|
|
Fisher Pivots for day following 27-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
5,650.00 |
5,652.53 |
PP |
5,642.29 |
5,643.98 |
S1 |
5,634.59 |
5,635.43 |
|