Trading Metrics calculated at close of trading on 28-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-1996 |
28-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
5,670.60 |
5,626.88 |
-43.72 |
-0.8% |
5,584.97 |
High |
5,703.47 |
5,664.45 |
-39.02 |
-0.7% |
5,755.86 |
Low |
5,596.53 |
5,564.74 |
-31.79 |
-0.6% |
5,573.41 |
Close |
5,626.88 |
5,630.85 |
3.97 |
0.1% |
5,636.64 |
Range |
106.94 |
99.71 |
-7.23 |
-6.8% |
182.45 |
ATR |
122.05 |
120.45 |
-1.60 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,919.14 |
5,874.71 |
5,685.69 |
|
R3 |
5,819.43 |
5,775.00 |
5,658.27 |
|
R2 |
5,719.72 |
5,719.72 |
5,649.13 |
|
R1 |
5,675.29 |
5,675.29 |
5,639.99 |
5,697.51 |
PP |
5,620.01 |
5,620.01 |
5,620.01 |
5,631.12 |
S1 |
5,575.58 |
5,575.58 |
5,621.71 |
5,597.80 |
S2 |
5,520.30 |
5,520.30 |
5,612.57 |
|
S3 |
5,420.59 |
5,475.87 |
5,603.43 |
|
S4 |
5,320.88 |
5,376.16 |
5,576.01 |
|
|
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 |
5,564.74 |
147.40 |
2.6% |
104.55 |
1.9% |
45% |
False |
True |
|
10 |
5,755.86 |
5,523.56 |
232.30 |
4.1% |
113.69 |
2.0% |
46% |
False |
False |
|
20 |
5,755.86 |
5,395.30 |
360.56 |
6.4% |
126.07 |
2.2% |
65% |
False |
False |
|
40 |
5,755.86 |
5,319.40 |
436.46 |
7.8% |
120.63 |
2.1% |
71% |
False |
False |
|
60 |
5,755.86 |
5,000.10 |
755.76 |
13.4% |
118.50 |
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% |
105.30 |
1.9% |
88% |
False |
False |
|
120 |
5,755.86 |
4,660.47 |
1,095.39 |
19.5% |
94.71 |
1.7% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,088.22 |
2.618 |
5,925.49 |
1.618 |
5,825.78 |
1.000 |
5,764.16 |
0.618 |
5,726.07 |
HIGH |
5,664.45 |
0.618 |
5,626.36 |
0.500 |
5,614.60 |
0.382 |
5,602.83 |
LOW |
5,564.74 |
0.618 |
5,503.12 |
1.000 |
5,465.03 |
1.618 |
5,403.41 |
2.618 |
5,303.70 |
4.250 |
5,140.97 |
|
|
Fisher Pivots for day following 28-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
5,625.43 |
5,634.11 |
PP |
5,620.01 |
5,633.02 |
S1 |
5,614.60 |
5,631.94 |
|