| Trading Metrics calculated at close of trading on 11-Mar-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-1996 |
11-Mar-1996 |
Change |
Change % |
Previous Week |
| Open |
609.55 |
591.71 |
-17.84 |
-2.9% |
604.76 |
| High |
609.55 |
605.62 |
-3.93 |
-0.6% |
617.22 |
| Low |
585.33 |
591.71 |
6.38 |
1.1% |
585.33 |
| Close |
591.71 |
605.48 |
13.77 |
2.3% |
591.71 |
| Range |
24.22 |
13.91 |
-10.31 |
-42.6% |
31.89 |
| ATR |
12.33 |
12.44 |
0.11 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
642.67 |
637.98 |
613.13 |
|
| R3 |
628.76 |
624.07 |
609.31 |
|
| R2 |
614.85 |
614.85 |
608.03 |
|
| R1 |
610.16 |
610.16 |
606.76 |
612.51 |
| PP |
600.94 |
600.94 |
600.94 |
602.11 |
| S1 |
596.25 |
596.25 |
604.20 |
598.60 |
| S2 |
587.03 |
587.03 |
602.93 |
|
| S3 |
573.12 |
582.34 |
601.65 |
|
| S4 |
559.21 |
568.43 |
597.83 |
|
|
| 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 |
5.3% |
13.88 |
2.3% |
63% |
False |
False |
|
| 10 |
640.57 |
585.33 |
55.24 |
9.1% |
13.25 |
2.2% |
36% |
False |
False |
|
| 20 |
647.34 |
585.33 |
62.01 |
10.2% |
11.86 |
2.0% |
32% |
False |
False |
|
| 40 |
647.34 |
526.80 |
120.54 |
19.9% |
11.82 |
2.0% |
65% |
False |
False |
|
| 60 |
647.34 |
526.80 |
120.54 |
19.9% |
12.89 |
2.1% |
65% |
False |
False |
|
| 80 |
647.34 |
526.80 |
120.54 |
19.9% |
12.77 |
2.1% |
65% |
False |
False |
|
| 100 |
647.34 |
526.80 |
120.54 |
19.9% |
12.72 |
2.1% |
65% |
False |
False |
|
| 120 |
647.34 |
526.80 |
120.54 |
19.9% |
12.99 |
2.1% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
664.74 |
|
2.618 |
642.04 |
|
1.618 |
628.13 |
|
1.000 |
619.53 |
|
0.618 |
614.22 |
|
HIGH |
605.62 |
|
0.618 |
600.31 |
|
0.500 |
598.67 |
|
0.382 |
597.02 |
|
LOW |
591.71 |
|
0.618 |
583.11 |
|
1.000 |
577.80 |
|
1.618 |
569.20 |
|
2.618 |
555.29 |
|
4.250 |
532.59 |
|
|
| Fisher Pivots for day following 11-Mar-1996 |
| Pivot |
1 day |
3 day |
| R1 |
603.21 |
603.30 |
| PP |
600.94 |
601.11 |
| S1 |
598.67 |
598.93 |
|