| Trading Metrics calculated at close of trading on 27-Feb-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-1996 |
27-Feb-1996 |
Change |
Change % |
Previous Week |
| Open |
642.59 |
637.92 |
-4.67 |
-0.7% |
619.04 |
| High |
645.24 |
640.57 |
-4.67 |
-0.7% |
647.34 |
| Low |
636.56 |
628.45 |
-8.11 |
-1.3% |
611.73 |
| Close |
637.92 |
631.10 |
-6.82 |
-1.1% |
642.59 |
| Range |
8.68 |
12.12 |
3.44 |
39.6% |
35.61 |
| ATR |
11.26 |
11.32 |
0.06 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
669.73 |
662.54 |
637.77 |
|
| R3 |
657.61 |
650.42 |
634.43 |
|
| R2 |
645.49 |
645.49 |
633.32 |
|
| R1 |
638.30 |
638.30 |
632.21 |
635.84 |
| PP |
633.37 |
633.37 |
633.37 |
632.14 |
| S1 |
626.18 |
626.18 |
629.99 |
623.72 |
| S2 |
621.25 |
621.25 |
628.88 |
|
| S3 |
609.13 |
614.06 |
627.77 |
|
| S4 |
597.01 |
601.94 |
624.43 |
|
|
| Weekly Pivots for week ending 23-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
740.72 |
727.26 |
662.18 |
|
| R3 |
705.11 |
691.65 |
652.38 |
|
| R2 |
669.50 |
669.50 |
649.12 |
|
| R1 |
656.04 |
656.04 |
645.85 |
662.77 |
| PP |
633.89 |
633.89 |
633.89 |
637.25 |
| S1 |
620.43 |
620.43 |
639.33 |
627.16 |
| S2 |
598.28 |
598.28 |
636.06 |
|
| S3 |
562.67 |
584.82 |
632.80 |
|
| S4 |
527.06 |
549.21 |
623.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
647.34 |
616.83 |
30.51 |
4.8% |
12.24 |
1.9% |
47% |
False |
False |
|
| 10 |
647.34 |
611.73 |
35.61 |
5.6% |
11.08 |
1.8% |
54% |
False |
False |
|
| 20 |
647.34 |
576.23 |
71.11 |
11.3% |
10.62 |
1.7% |
77% |
False |
False |
|
| 40 |
647.34 |
526.80 |
120.54 |
19.1% |
12.61 |
2.0% |
87% |
False |
False |
|
| 60 |
647.34 |
526.80 |
120.54 |
19.1% |
12.60 |
2.0% |
87% |
False |
False |
|
| 80 |
647.34 |
526.80 |
120.54 |
19.1% |
12.78 |
2.0% |
87% |
False |
False |
|
| 100 |
647.34 |
526.80 |
120.54 |
19.1% |
12.90 |
2.0% |
87% |
False |
False |
|
| 120 |
647.34 |
526.80 |
120.54 |
19.1% |
12.72 |
2.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
692.08 |
|
2.618 |
672.30 |
|
1.618 |
660.18 |
|
1.000 |
652.69 |
|
0.618 |
648.06 |
|
HIGH |
640.57 |
|
0.618 |
635.94 |
|
0.500 |
634.51 |
|
0.382 |
633.08 |
|
LOW |
628.45 |
|
0.618 |
620.96 |
|
1.000 |
616.33 |
|
1.618 |
608.84 |
|
2.618 |
596.72 |
|
4.250 |
576.94 |
|
|
| Fisher Pivots for day following 27-Feb-1996 |
| Pivot |
1 day |
3 day |
| R1 |
634.51 |
637.90 |
| PP |
633.37 |
635.63 |
| S1 |
632.24 |
633.37 |
|