| Trading Metrics calculated at close of trading on 27-Mar-1992 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-1992 |
27-Mar-1992 |
Change |
Change % |
Previous Week |
| Open |
407.52 |
407.86 |
0.34 |
0.1% |
411.29 |
| High |
409.44 |
407.86 |
-1.58 |
-0.4% |
411.43 |
| Low |
406.75 |
402.87 |
-3.88 |
-1.0% |
402.87 |
| Close |
407.86 |
403.50 |
-4.36 |
-1.1% |
403.50 |
| Range |
2.69 |
4.99 |
2.30 |
85.5% |
8.56 |
| ATR |
3.08 |
3.21 |
0.14 |
4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-1992 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
419.71 |
416.60 |
406.24 |
|
| R3 |
414.72 |
411.61 |
404.87 |
|
| R2 |
409.73 |
409.73 |
404.41 |
|
| R1 |
406.62 |
406.62 |
403.96 |
405.68 |
| PP |
404.74 |
404.74 |
404.74 |
404.28 |
| S1 |
401.63 |
401.63 |
403.04 |
400.69 |
| S2 |
399.75 |
399.75 |
402.59 |
|
| S3 |
394.76 |
396.64 |
402.13 |
|
| S4 |
389.77 |
391.65 |
400.76 |
|
|
| Weekly Pivots for week ending 27-Mar-1992 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
431.61 |
426.12 |
408.21 |
|
| R3 |
423.05 |
417.56 |
405.85 |
|
| R2 |
414.49 |
414.49 |
405.07 |
|
| R1 |
409.00 |
409.00 |
404.28 |
407.47 |
| PP |
405.93 |
405.93 |
405.93 |
405.17 |
| S1 |
400.44 |
400.44 |
402.72 |
398.91 |
| S2 |
397.37 |
397.37 |
401.93 |
|
| S3 |
388.81 |
391.88 |
401.15 |
|
| S4 |
380.25 |
383.32 |
398.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
411.43 |
402.87 |
8.56 |
2.1% |
3.18 |
0.8% |
7% |
False |
True |
|
| 10 |
411.43 |
402.87 |
8.56 |
2.1% |
2.89 |
0.7% |
7% |
False |
True |
|
| 20 |
413.78 |
401.94 |
11.84 |
2.9% |
2.92 |
0.7% |
13% |
False |
False |
|
| 40 |
418.08 |
401.94 |
16.14 |
4.0% |
3.45 |
0.9% |
10% |
False |
False |
|
| 60 |
421.18 |
401.94 |
19.24 |
4.8% |
3.64 |
0.9% |
8% |
False |
False |
|
| 80 |
421.18 |
374.78 |
46.40 |
11.5% |
3.87 |
1.0% |
62% |
False |
False |
|
| 100 |
421.18 |
371.36 |
49.82 |
12.3% |
4.04 |
1.0% |
65% |
False |
False |
|
| 120 |
421.18 |
371.36 |
49.82 |
12.3% |
3.95 |
1.0% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
429.07 |
|
2.618 |
420.92 |
|
1.618 |
415.93 |
|
1.000 |
412.85 |
|
0.618 |
410.94 |
|
HIGH |
407.86 |
|
0.618 |
405.95 |
|
0.500 |
405.37 |
|
0.382 |
404.78 |
|
LOW |
402.87 |
|
0.618 |
399.79 |
|
1.000 |
397.88 |
|
1.618 |
394.80 |
|
2.618 |
389.81 |
|
4.250 |
381.66 |
|
|
| Fisher Pivots for day following 27-Mar-1992 |
| Pivot |
1 day |
3 day |
| R1 |
405.37 |
406.37 |
| PP |
404.74 |
405.41 |
| S1 |
404.12 |
404.46 |
|