| Trading Metrics calculated at close of trading on 01-Mar-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-1996 |
01-Mar-1996 |
Change |
Change % |
Previous Week |
| Open |
631.44 |
622.83 |
-8.61 |
-1.4% |
642.59 |
| High |
631.44 |
622.83 |
-8.61 |
-1.4% |
645.24 |
| Low |
620.88 |
601.04 |
-19.84 |
-3.2% |
601.04 |
| Close |
622.83 |
604.76 |
-18.07 |
-2.9% |
604.76 |
| Range |
10.56 |
21.79 |
11.23 |
106.3% |
44.20 |
| ATR |
11.10 |
11.87 |
0.76 |
6.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
674.91 |
661.63 |
616.74 |
|
| R3 |
653.12 |
639.84 |
610.75 |
|
| R2 |
631.33 |
631.33 |
608.75 |
|
| R1 |
618.05 |
618.05 |
606.76 |
613.80 |
| PP |
609.54 |
609.54 |
609.54 |
607.42 |
| S1 |
596.26 |
596.26 |
602.76 |
592.01 |
| S2 |
587.75 |
587.75 |
600.77 |
|
| S3 |
565.96 |
574.47 |
598.77 |
|
| S4 |
544.17 |
552.68 |
592.78 |
|
|
| Weekly Pivots for week ending 01-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
749.61 |
721.39 |
629.07 |
|
| R3 |
705.41 |
677.19 |
616.92 |
|
| R2 |
661.21 |
661.21 |
612.86 |
|
| R1 |
632.99 |
632.99 |
608.81 |
625.00 |
| PP |
617.01 |
617.01 |
617.01 |
613.02 |
| S1 |
588.79 |
588.79 |
600.71 |
580.80 |
| S2 |
572.81 |
572.81 |
596.66 |
|
| S3 |
528.61 |
544.59 |
592.61 |
|
| S4 |
484.41 |
500.39 |
580.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
645.24 |
601.04 |
44.20 |
7.3% |
12.41 |
2.1% |
8% |
False |
True |
|
| 10 |
647.34 |
601.04 |
46.30 |
7.7% |
12.10 |
2.0% |
8% |
False |
True |
|
| 20 |
647.34 |
599.36 |
47.98 |
7.9% |
11.02 |
1.8% |
11% |
False |
False |
|
| 40 |
647.34 |
526.80 |
120.54 |
19.9% |
12.38 |
2.0% |
65% |
False |
False |
|
| 60 |
647.34 |
526.80 |
120.54 |
19.9% |
12.65 |
2.1% |
65% |
False |
False |
|
| 80 |
647.34 |
526.80 |
120.54 |
19.9% |
12.90 |
2.1% |
65% |
False |
False |
|
| 100 |
647.34 |
526.80 |
120.54 |
19.9% |
12.77 |
2.1% |
65% |
False |
False |
|
| 120 |
647.34 |
526.80 |
120.54 |
19.9% |
12.84 |
2.1% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
715.44 |
|
2.618 |
679.88 |
|
1.618 |
658.09 |
|
1.000 |
644.62 |
|
0.618 |
636.30 |
|
HIGH |
622.83 |
|
0.618 |
614.51 |
|
0.500 |
611.94 |
|
0.382 |
609.36 |
|
LOW |
601.04 |
|
0.618 |
587.57 |
|
1.000 |
579.25 |
|
1.618 |
565.78 |
|
2.618 |
543.99 |
|
4.250 |
508.43 |
|
|
| Fisher Pivots for day following 01-Mar-1996 |
| Pivot |
1 day |
3 day |
| R1 |
611.94 |
619.92 |
| PP |
609.54 |
614.86 |
| S1 |
607.15 |
609.81 |
|