| Trading Metrics calculated at close of trading on 08-Mar-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-1996 |
08-Mar-1996 |
Change |
Change % |
Previous Week |
| Open |
607.84 |
609.55 |
1.71 |
0.3% |
604.76 |
| High |
612.52 |
609.55 |
-2.97 |
-0.5% |
617.22 |
| Low |
606.29 |
585.33 |
-20.96 |
-3.5% |
585.33 |
| Close |
609.55 |
591.71 |
-17.84 |
-2.9% |
591.71 |
| Range |
6.23 |
24.22 |
17.99 |
288.8% |
31.89 |
| ATR |
11.41 |
12.33 |
0.91 |
8.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
668.19 |
654.17 |
605.03 |
|
| R3 |
643.97 |
629.95 |
598.37 |
|
| R2 |
619.75 |
619.75 |
596.15 |
|
| R1 |
605.73 |
605.73 |
593.93 |
600.63 |
| PP |
595.53 |
595.53 |
595.53 |
592.98 |
| S1 |
581.51 |
581.51 |
589.49 |
576.41 |
| S2 |
571.31 |
571.31 |
587.27 |
|
| S3 |
547.09 |
557.29 |
585.05 |
|
| S4 |
522.87 |
533.07 |
578.39 |
|
|
| Weekly Pivots for week ending 08-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
693.76 |
674.62 |
609.25 |
|
| R3 |
661.87 |
642.73 |
600.48 |
|
| R2 |
629.98 |
629.98 |
597.56 |
|
| R1 |
610.84 |
610.84 |
594.63 |
604.47 |
| PP |
598.09 |
598.09 |
598.09 |
594.90 |
| S1 |
578.95 |
578.95 |
588.79 |
572.58 |
| S2 |
566.20 |
566.20 |
585.86 |
|
| S3 |
534.31 |
547.06 |
582.94 |
|
| S4 |
502.42 |
515.17 |
574.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
617.22 |
585.33 |
31.89 |
5.4% |
13.05 |
2.2% |
20% |
False |
True |
|
| 10 |
645.24 |
585.33 |
59.91 |
10.1% |
12.73 |
2.2% |
11% |
False |
True |
|
| 20 |
647.34 |
585.33 |
62.01 |
10.5% |
11.63 |
2.0% |
10% |
False |
True |
|
| 40 |
647.34 |
526.80 |
120.54 |
20.4% |
11.77 |
2.0% |
54% |
False |
False |
|
| 60 |
647.34 |
526.80 |
120.54 |
20.4% |
12.77 |
2.2% |
54% |
False |
False |
|
| 80 |
647.34 |
526.80 |
120.54 |
20.4% |
12.81 |
2.2% |
54% |
False |
False |
|
| 100 |
647.34 |
526.80 |
120.54 |
20.4% |
12.78 |
2.2% |
54% |
False |
False |
|
| 120 |
647.34 |
526.80 |
120.54 |
20.4% |
12.97 |
2.2% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
712.49 |
|
2.618 |
672.96 |
|
1.618 |
648.74 |
|
1.000 |
633.77 |
|
0.618 |
624.52 |
|
HIGH |
609.55 |
|
0.618 |
600.30 |
|
0.500 |
597.44 |
|
0.382 |
594.58 |
|
LOW |
585.33 |
|
0.618 |
570.36 |
|
1.000 |
561.11 |
|
1.618 |
546.14 |
|
2.618 |
521.92 |
|
4.250 |
482.40 |
|
|
| Fisher Pivots for day following 08-Mar-1996 |
| Pivot |
1 day |
3 day |
| R1 |
597.44 |
601.28 |
| PP |
595.53 |
598.09 |
| S1 |
593.62 |
594.90 |
|