| Trading Metrics calculated at close of trading on 25-Mar-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-1996 |
25-Mar-1996 |
Change |
Change % |
Previous Week |
| Open |
649.33 |
650.89 |
1.56 |
0.2% |
641.60 |
| High |
652.08 |
655.50 |
3.42 |
0.5% |
656.18 |
| Low |
649.19 |
648.82 |
-0.37 |
-0.1% |
641.43 |
| Close |
650.62 |
650.04 |
-0.58 |
-0.1% |
650.62 |
| Range |
2.89 |
6.68 |
3.79 |
131.1% |
14.75 |
| ATR |
7.50 |
7.44 |
-0.06 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
671.49 |
667.45 |
653.71 |
|
| R3 |
664.81 |
660.77 |
651.88 |
|
| R2 |
658.13 |
658.13 |
651.26 |
|
| R1 |
654.09 |
654.09 |
650.65 |
652.77 |
| PP |
651.45 |
651.45 |
651.45 |
650.80 |
| S1 |
647.41 |
647.41 |
649.43 |
646.09 |
| S2 |
644.77 |
644.77 |
648.82 |
|
| S3 |
638.09 |
640.73 |
648.20 |
|
| S4 |
631.41 |
634.05 |
646.37 |
|
|
| Weekly Pivots for week ending 22-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
693.66 |
686.89 |
658.73 |
|
| R3 |
678.91 |
672.14 |
654.68 |
|
| R2 |
664.16 |
664.16 |
653.32 |
|
| R1 |
657.39 |
657.39 |
651.97 |
660.78 |
| PP |
649.41 |
649.41 |
649.41 |
651.10 |
| S1 |
642.64 |
642.64 |
649.27 |
646.03 |
| S2 |
634.66 |
634.66 |
647.92 |
|
| S3 |
619.91 |
627.89 |
646.56 |
|
| S4 |
605.16 |
613.14 |
642.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
656.18 |
645.57 |
10.61 |
1.6% |
5.39 |
0.8% |
42% |
False |
False |
|
| 10 |
656.18 |
628.82 |
27.36 |
4.2% |
6.48 |
1.0% |
78% |
False |
False |
|
| 20 |
659.08 |
627.63 |
31.45 |
4.8% |
8.06 |
1.2% |
71% |
False |
False |
|
| 40 |
664.23 |
615.26 |
48.97 |
7.5% |
7.41 |
1.1% |
71% |
False |
False |
|
| 60 |
664.23 |
597.29 |
66.94 |
10.3% |
6.90 |
1.1% |
79% |
False |
False |
|
| 80 |
664.23 |
597.29 |
66.94 |
10.3% |
6.31 |
1.0% |
79% |
False |
False |
|
| 100 |
664.23 |
581.04 |
83.19 |
12.8% |
5.78 |
0.9% |
83% |
False |
False |
|
| 120 |
664.23 |
571.55 |
92.68 |
14.3% |
5.60 |
0.9% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
683.89 |
|
2.618 |
672.99 |
|
1.618 |
666.31 |
|
1.000 |
662.18 |
|
0.618 |
659.63 |
|
HIGH |
655.50 |
|
0.618 |
652.95 |
|
0.500 |
652.16 |
|
0.382 |
651.37 |
|
LOW |
648.82 |
|
0.618 |
644.69 |
|
1.000 |
642.14 |
|
1.618 |
638.01 |
|
2.618 |
631.33 |
|
4.250 |
620.43 |
|
|
| Fisher Pivots for day following 25-Mar-1996 |
| Pivot |
1 day |
3 day |
| R1 |
652.16 |
651.80 |
| PP |
651.45 |
651.21 |
| S1 |
650.75 |
650.63 |
|