| Trading Metrics calculated at close of trading on 28-Feb-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-1996 |
28-Feb-1996 |
Change |
Change % |
Previous Week |
| Open |
637.92 |
631.10 |
-6.82 |
-1.1% |
619.04 |
| High |
640.57 |
638.79 |
-1.78 |
-0.3% |
647.34 |
| Low |
628.45 |
629.90 |
1.45 |
0.2% |
611.73 |
| Close |
631.10 |
631.44 |
0.34 |
0.1% |
642.59 |
| Range |
12.12 |
8.89 |
-3.23 |
-26.7% |
35.61 |
| ATR |
11.32 |
11.15 |
-0.17 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
660.05 |
654.63 |
636.33 |
|
| R3 |
651.16 |
645.74 |
633.88 |
|
| R2 |
642.27 |
642.27 |
633.07 |
|
| R1 |
636.85 |
636.85 |
632.25 |
639.56 |
| PP |
633.38 |
633.38 |
633.38 |
634.73 |
| S1 |
627.96 |
627.96 |
630.63 |
630.67 |
| S2 |
624.49 |
624.49 |
629.81 |
|
| S3 |
615.60 |
619.07 |
629.00 |
|
| S4 |
606.71 |
610.18 |
626.55 |
|
|
| 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 |
627.28 |
20.06 |
3.2% |
11.87 |
1.9% |
21% |
False |
False |
|
| 10 |
647.34 |
611.73 |
35.61 |
5.6% |
10.52 |
1.7% |
55% |
False |
False |
|
| 20 |
647.34 |
580.43 |
66.91 |
10.6% |
10.61 |
1.7% |
76% |
False |
False |
|
| 40 |
647.34 |
526.80 |
120.54 |
19.1% |
12.52 |
2.0% |
87% |
False |
False |
|
| 60 |
647.34 |
526.80 |
120.54 |
19.1% |
12.59 |
2.0% |
87% |
False |
False |
|
| 80 |
647.34 |
526.80 |
120.54 |
19.1% |
12.72 |
2.0% |
87% |
False |
False |
|
| 100 |
647.34 |
526.80 |
120.54 |
19.1% |
12.83 |
2.0% |
87% |
False |
False |
|
| 120 |
647.34 |
526.80 |
120.54 |
19.1% |
12.73 |
2.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
676.57 |
|
2.618 |
662.06 |
|
1.618 |
653.17 |
|
1.000 |
647.68 |
|
0.618 |
644.28 |
|
HIGH |
638.79 |
|
0.618 |
635.39 |
|
0.500 |
634.35 |
|
0.382 |
633.30 |
|
LOW |
629.90 |
|
0.618 |
624.41 |
|
1.000 |
621.01 |
|
1.618 |
615.52 |
|
2.618 |
606.63 |
|
4.250 |
592.12 |
|
|
| Fisher Pivots for day following 28-Feb-1996 |
| Pivot |
1 day |
3 day |
| R1 |
634.35 |
636.85 |
| PP |
633.38 |
635.04 |
| S1 |
632.41 |
633.24 |
|