| Trading Metrics calculated at close of trading on 11-Mar-1992 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-1992 |
11-Mar-1992 |
Change |
Change % |
Previous Week |
| Open |
405.21 |
406.88 |
1.67 |
0.4% |
412.70 |
| High |
409.16 |
407.02 |
-2.14 |
-0.5% |
413.78 |
| Low |
405.21 |
402.64 |
-2.57 |
-0.6% |
403.65 |
| Close |
406.89 |
404.03 |
-2.86 |
-0.7% |
404.44 |
| Range |
3.95 |
4.38 |
0.43 |
10.9% |
10.13 |
| ATR |
3.66 |
3.71 |
0.05 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Mar-1992 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
417.70 |
415.25 |
406.44 |
|
| R3 |
413.32 |
410.87 |
405.23 |
|
| R2 |
408.94 |
408.94 |
404.83 |
|
| R1 |
406.49 |
406.49 |
404.43 |
405.53 |
| PP |
404.56 |
404.56 |
404.56 |
404.08 |
| S1 |
402.11 |
402.11 |
403.63 |
401.15 |
| S2 |
400.18 |
400.18 |
403.23 |
|
| S3 |
395.80 |
397.73 |
402.83 |
|
| S4 |
391.42 |
393.35 |
401.62 |
|
|
| Weekly Pivots for week ending 06-Mar-1992 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
437.68 |
431.19 |
410.01 |
|
| R3 |
427.55 |
421.06 |
407.23 |
|
| R2 |
417.42 |
417.42 |
406.30 |
|
| R1 |
410.93 |
410.93 |
405.37 |
409.11 |
| PP |
407.29 |
407.29 |
407.29 |
406.38 |
| S1 |
400.80 |
400.80 |
403.51 |
398.98 |
| S2 |
397.16 |
397.16 |
402.58 |
|
| S3 |
387.03 |
390.67 |
401.65 |
|
| S4 |
376.90 |
380.54 |
398.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
409.33 |
402.64 |
6.69 |
1.7% |
3.50 |
0.9% |
21% |
False |
True |
|
| 10 |
416.07 |
402.64 |
13.43 |
3.3% |
3.23 |
0.8% |
10% |
False |
True |
|
| 20 |
418.08 |
402.64 |
15.44 |
3.8% |
3.82 |
0.9% |
9% |
False |
True |
|
| 40 |
421.18 |
402.64 |
18.54 |
4.6% |
3.86 |
1.0% |
7% |
False |
True |
|
| 60 |
421.18 |
380.64 |
40.54 |
10.0% |
4.07 |
1.0% |
58% |
False |
False |
|
| 80 |
421.18 |
371.36 |
49.82 |
12.3% |
4.32 |
1.1% |
66% |
False |
False |
|
| 100 |
421.18 |
371.36 |
49.82 |
12.3% |
4.12 |
1.0% |
66% |
False |
False |
|
| 120 |
421.18 |
371.36 |
49.82 |
12.3% |
3.98 |
1.0% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
425.64 |
|
2.618 |
418.49 |
|
1.618 |
414.11 |
|
1.000 |
411.40 |
|
0.618 |
409.73 |
|
HIGH |
407.02 |
|
0.618 |
405.35 |
|
0.500 |
404.83 |
|
0.382 |
404.31 |
|
LOW |
402.64 |
|
0.618 |
399.93 |
|
1.000 |
398.26 |
|
1.618 |
395.55 |
|
2.618 |
391.17 |
|
4.250 |
384.03 |
|
|
| Fisher Pivots for day following 11-Mar-1992 |
| Pivot |
1 day |
3 day |
| R1 |
404.83 |
405.90 |
| PP |
404.56 |
405.28 |
| S1 |
404.30 |
404.65 |
|