Trading Metrics calculated at close of trading on 29-Mar-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-1996 |
29-Mar-1996 |
Change |
Change % |
Previous Week |
Open |
5,626.88 |
5,630.85 |
3.97 |
0.1% |
5,636.64 |
High |
5,664.45 |
5,682.88 |
18.43 |
0.3% |
5,712.14 |
Low |
5,564.74 |
5,550.29 |
-14.45 |
-0.3% |
5,550.29 |
Close |
5,630.85 |
5,587.14 |
-43.71 |
-0.8% |
5,587.14 |
Range |
99.71 |
132.59 |
32.88 |
33.0% |
161.85 |
ATR |
120.45 |
121.32 |
0.87 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,004.54 |
5,928.43 |
5,660.06 |
|
R3 |
5,871.95 |
5,795.84 |
5,623.60 |
|
R2 |
5,739.36 |
5,739.36 |
5,611.45 |
|
R1 |
5,663.25 |
5,663.25 |
5,599.29 |
5,635.01 |
PP |
5,606.77 |
5,606.77 |
5,606.77 |
5,592.65 |
S1 |
5,530.66 |
5,530.66 |
5,574.99 |
5,502.42 |
S2 |
5,474.18 |
5,474.18 |
5,562.83 |
|
S3 |
5,341.59 |
5,398.07 |
5,550.68 |
|
S4 |
5,209.00 |
5,265.48 |
5,514.22 |
|
|
Weekly Pivots for week ending 29-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,102.07 |
6,006.46 |
5,676.16 |
|
R3 |
5,940.22 |
5,844.61 |
5,631.65 |
|
R2 |
5,778.37 |
5,778.37 |
5,616.81 |
|
R1 |
5,682.76 |
5,682.76 |
5,601.98 |
5,649.64 |
PP |
5,616.52 |
5,616.52 |
5,616.52 |
5,599.97 |
S1 |
5,520.91 |
5,520.91 |
5,572.30 |
5,487.79 |
S2 |
5,454.67 |
5,454.67 |
5,557.47 |
|
S3 |
5,292.82 |
5,359.06 |
5,542.63 |
|
S4 |
5,130.97 |
5,197.21 |
5,498.12 |
|
|
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 |
5,550.29 |
161.85 |
2.9% |
112.79 |
2.0% |
23% |
False |
True |
|
10 |
5,755.86 |
5,550.29 |
205.57 |
3.7% |
116.44 |
2.1% |
18% |
False |
True |
|
20 |
5,755.86 |
5,395.30 |
360.56 |
6.5% |
125.24 |
2.2% |
53% |
False |
False |
|
40 |
5,755.86 |
5,319.40 |
436.46 |
7.8% |
121.38 |
2.2% |
61% |
False |
False |
|
60 |
5,755.86 |
5,000.10 |
755.76 |
13.5% |
118.29 |
2.1% |
78% |
False |
False |
|
80 |
5,755.86 |
5,000.10 |
755.76 |
13.5% |
113.63 |
2.0% |
78% |
False |
False |
|
100 |
5,755.86 |
4,750.42 |
1,005.44 |
18.0% |
106.41 |
1.9% |
83% |
False |
False |
|
120 |
5,755.86 |
4,660.47 |
1,095.39 |
19.6% |
95.34 |
1.7% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,246.39 |
2.618 |
6,030.00 |
1.618 |
5,897.41 |
1.000 |
5,815.47 |
0.618 |
5,764.82 |
HIGH |
5,682.88 |
0.618 |
5,632.23 |
0.500 |
5,616.59 |
0.382 |
5,600.94 |
LOW |
5,550.29 |
0.618 |
5,468.35 |
1.000 |
5,417.70 |
1.618 |
5,335.76 |
2.618 |
5,203.17 |
4.250 |
4,986.78 |
|
|
Fisher Pivots for day following 29-Mar-1996 |
Pivot |
1 day |
3 day |
R1 |
5,616.59 |
5,626.88 |
PP |
5,606.77 |
5,613.63 |
S1 |
5,596.96 |
5,600.39 |
|