| Trading Metrics calculated at close of trading on 29-Feb-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-1996 |
29-Feb-1996 |
Change |
Change % |
Previous Week |
| Open |
631.10 |
631.44 |
0.34 |
0.1% |
619.04 |
| High |
638.79 |
631.44 |
-7.35 |
-1.2% |
647.34 |
| Low |
629.90 |
620.88 |
-9.02 |
-1.4% |
611.73 |
| Close |
631.44 |
622.83 |
-8.61 |
-1.4% |
642.59 |
| Range |
8.89 |
10.56 |
1.67 |
18.8% |
35.61 |
| ATR |
11.15 |
11.10 |
-0.04 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
656.73 |
650.34 |
628.64 |
|
| R3 |
646.17 |
639.78 |
625.73 |
|
| R2 |
635.61 |
635.61 |
624.77 |
|
| R1 |
629.22 |
629.22 |
623.80 |
627.14 |
| PP |
625.05 |
625.05 |
625.05 |
624.01 |
| S1 |
618.66 |
618.66 |
621.86 |
616.58 |
| S2 |
614.49 |
614.49 |
620.89 |
|
| S3 |
603.93 |
608.10 |
619.93 |
|
| S4 |
593.37 |
597.54 |
617.02 |
|
|
| 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 |
620.88 |
26.46 |
4.2% |
10.60 |
1.7% |
7% |
False |
True |
|
| 10 |
647.34 |
611.73 |
35.61 |
5.7% |
10.54 |
1.7% |
31% |
False |
False |
|
| 20 |
647.34 |
589.01 |
58.33 |
9.4% |
10.57 |
1.7% |
58% |
False |
False |
|
| 40 |
647.34 |
526.80 |
120.54 |
19.4% |
12.41 |
2.0% |
80% |
False |
False |
|
| 60 |
647.34 |
526.80 |
120.54 |
19.4% |
12.48 |
2.0% |
80% |
False |
False |
|
| 80 |
647.34 |
526.80 |
120.54 |
19.4% |
12.73 |
2.0% |
80% |
False |
False |
|
| 100 |
647.34 |
526.80 |
120.54 |
19.4% |
12.79 |
2.1% |
80% |
False |
False |
|
| 120 |
647.34 |
526.80 |
120.54 |
19.4% |
12.73 |
2.0% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
676.32 |
|
2.618 |
659.09 |
|
1.618 |
648.53 |
|
1.000 |
642.00 |
|
0.618 |
637.97 |
|
HIGH |
631.44 |
|
0.618 |
627.41 |
|
0.500 |
626.16 |
|
0.382 |
624.91 |
|
LOW |
620.88 |
|
0.618 |
614.35 |
|
1.000 |
610.32 |
|
1.618 |
603.79 |
|
2.618 |
593.23 |
|
4.250 |
576.00 |
|
|
| Fisher Pivots for day following 29-Feb-1996 |
| Pivot |
1 day |
3 day |
| R1 |
626.16 |
630.73 |
| PP |
625.05 |
628.09 |
| S1 |
623.94 |
625.46 |
|