| Trading Metrics calculated at close of trading on 13-Mar-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-1996 |
13-Mar-1996 |
Change |
Change % |
Previous Week |
| Open |
605.48 |
599.02 |
-6.46 |
-1.1% |
604.76 |
| High |
605.48 |
615.89 |
10.41 |
1.7% |
617.22 |
| Low |
592.60 |
599.02 |
6.42 |
1.1% |
585.33 |
| Close |
599.02 |
614.75 |
15.73 |
2.6% |
591.71 |
| Range |
12.88 |
16.87 |
3.99 |
31.0% |
31.89 |
| ATR |
12.47 |
12.79 |
0.31 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
660.50 |
654.49 |
624.03 |
|
| R3 |
643.63 |
637.62 |
619.39 |
|
| R2 |
626.76 |
626.76 |
617.84 |
|
| R1 |
620.75 |
620.75 |
616.30 |
623.76 |
| PP |
609.89 |
609.89 |
609.89 |
611.39 |
| S1 |
603.88 |
603.88 |
613.20 |
606.89 |
| S2 |
593.02 |
593.02 |
611.66 |
|
| S3 |
576.15 |
587.01 |
610.11 |
|
| S4 |
559.28 |
570.14 |
605.47 |
|
|
| 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 |
615.89 |
585.33 |
30.56 |
5.0% |
14.82 |
2.4% |
96% |
True |
False |
|
| 10 |
631.44 |
585.33 |
46.11 |
7.5% |
14.12 |
2.3% |
64% |
False |
False |
|
| 20 |
647.34 |
585.33 |
62.01 |
10.1% |
12.32 |
2.0% |
47% |
False |
False |
|
| 40 |
647.34 |
534.87 |
112.47 |
18.3% |
11.55 |
1.9% |
71% |
False |
False |
|
| 60 |
647.34 |
526.80 |
120.54 |
19.6% |
12.81 |
2.1% |
73% |
False |
False |
|
| 80 |
647.34 |
526.80 |
120.54 |
19.6% |
12.82 |
2.1% |
73% |
False |
False |
|
| 100 |
647.34 |
526.80 |
120.54 |
19.6% |
12.75 |
2.1% |
73% |
False |
False |
|
| 120 |
647.34 |
526.80 |
120.54 |
19.6% |
13.10 |
2.1% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
687.59 |
|
2.618 |
660.06 |
|
1.618 |
643.19 |
|
1.000 |
632.76 |
|
0.618 |
626.32 |
|
HIGH |
615.89 |
|
0.618 |
609.45 |
|
0.500 |
607.46 |
|
0.382 |
605.46 |
|
LOW |
599.02 |
|
0.618 |
588.59 |
|
1.000 |
582.15 |
|
1.618 |
571.72 |
|
2.618 |
554.85 |
|
4.250 |
527.32 |
|
|
| Fisher Pivots for day following 13-Mar-1996 |
| Pivot |
1 day |
3 day |
| R1 |
612.32 |
611.10 |
| PP |
609.89 |
607.45 |
| S1 |
607.46 |
603.80 |
|