| Trading Metrics calculated at close of trading on 05-Mar-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-1996 |
05-Mar-1996 |
Change |
Change % |
Previous Week |
| Open |
604.76 |
601.50 |
-3.26 |
-0.5% |
642.59 |
| High |
609.84 |
616.06 |
6.22 |
1.0% |
645.24 |
| Low |
600.08 |
600.46 |
0.38 |
0.1% |
601.04 |
| Close |
601.50 |
615.88 |
14.38 |
2.4% |
604.76 |
| Range |
9.76 |
15.60 |
5.84 |
59.8% |
44.20 |
| ATR |
11.72 |
11.99 |
0.28 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
657.60 |
652.34 |
624.46 |
|
| R3 |
642.00 |
636.74 |
620.17 |
|
| R2 |
626.40 |
626.40 |
618.74 |
|
| R1 |
621.14 |
621.14 |
617.31 |
623.77 |
| PP |
610.80 |
610.80 |
610.80 |
612.12 |
| S1 |
605.54 |
605.54 |
614.45 |
608.17 |
| S2 |
595.20 |
595.20 |
613.02 |
|
| S3 |
579.60 |
589.94 |
611.59 |
|
| S4 |
564.00 |
574.34 |
607.30 |
|
|
| 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 |
638.79 |
600.08 |
38.71 |
6.3% |
13.32 |
2.2% |
41% |
False |
False |
|
| 10 |
647.34 |
600.08 |
47.26 |
7.7% |
12.78 |
2.1% |
33% |
False |
False |
|
| 20 |
647.34 |
600.08 |
47.26 |
7.7% |
11.18 |
1.8% |
33% |
False |
False |
|
| 40 |
647.34 |
526.80 |
120.54 |
19.6% |
12.45 |
2.0% |
74% |
False |
False |
|
| 60 |
647.34 |
526.80 |
120.54 |
19.6% |
12.64 |
2.1% |
74% |
False |
False |
|
| 80 |
647.34 |
526.80 |
120.54 |
19.6% |
12.77 |
2.1% |
74% |
False |
False |
|
| 100 |
647.34 |
526.80 |
120.54 |
19.6% |
12.64 |
2.1% |
74% |
False |
False |
|
| 120 |
647.34 |
526.80 |
120.54 |
19.6% |
12.93 |
2.1% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
682.36 |
|
2.618 |
656.90 |
|
1.618 |
641.30 |
|
1.000 |
631.66 |
|
0.618 |
625.70 |
|
HIGH |
616.06 |
|
0.618 |
610.10 |
|
0.500 |
608.26 |
|
0.382 |
606.42 |
|
LOW |
600.46 |
|
0.618 |
590.82 |
|
1.000 |
584.86 |
|
1.618 |
575.22 |
|
2.618 |
559.62 |
|
4.250 |
534.16 |
|
|
| Fisher Pivots for day following 05-Mar-1996 |
| Pivot |
1 day |
3 day |
| R1 |
613.34 |
614.41 |
| PP |
610.80 |
612.93 |
| S1 |
608.26 |
611.46 |
|