| Trading Metrics calculated at close of trading on 18-Mar-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-1996 |
18-Mar-1996 |
Change |
Change % |
Previous Week |
| Open |
610.56 |
621.71 |
11.15 |
1.8% |
591.71 |
| High |
622.68 |
633.44 |
10.76 |
1.7% |
622.68 |
| Low |
610.56 |
621.71 |
11.15 |
1.8% |
591.71 |
| Close |
621.71 |
633.26 |
11.55 |
1.9% |
621.71 |
| Range |
12.12 |
11.73 |
-0.39 |
-3.2% |
30.97 |
| ATR |
12.45 |
12.40 |
-0.05 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
664.66 |
660.69 |
639.71 |
|
| R3 |
652.93 |
648.96 |
636.49 |
|
| R2 |
641.20 |
641.20 |
635.41 |
|
| R1 |
637.23 |
637.23 |
634.34 |
639.22 |
| PP |
629.47 |
629.47 |
629.47 |
630.46 |
| S1 |
625.50 |
625.50 |
632.18 |
627.49 |
| S2 |
617.74 |
617.74 |
631.11 |
|
| S3 |
606.01 |
613.77 |
630.03 |
|
| S4 |
594.28 |
602.04 |
626.81 |
|
|
| Weekly Pivots for week ending 15-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
704.94 |
694.30 |
638.74 |
|
| R3 |
673.97 |
663.33 |
630.23 |
|
| R2 |
643.00 |
643.00 |
627.39 |
|
| R1 |
632.36 |
632.36 |
624.55 |
637.68 |
| PP |
612.03 |
612.03 |
612.03 |
614.70 |
| S1 |
601.39 |
601.39 |
618.87 |
606.71 |
| S2 |
581.06 |
581.06 |
616.03 |
|
| S3 |
550.09 |
570.42 |
613.19 |
|
| S4 |
519.12 |
539.45 |
604.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
633.44 |
592.60 |
40.84 |
6.4% |
12.42 |
2.0% |
100% |
True |
False |
|
| 10 |
633.44 |
585.33 |
48.11 |
7.6% |
13.15 |
2.1% |
100% |
True |
False |
|
| 20 |
647.34 |
585.33 |
62.01 |
9.8% |
12.69 |
2.0% |
77% |
False |
False |
|
| 40 |
647.34 |
563.68 |
83.66 |
13.2% |
11.30 |
1.8% |
83% |
False |
False |
|
| 60 |
647.34 |
526.80 |
120.54 |
19.0% |
12.26 |
1.9% |
88% |
False |
False |
|
| 80 |
647.34 |
526.80 |
120.54 |
19.0% |
12.69 |
2.0% |
88% |
False |
False |
|
| 100 |
647.34 |
526.80 |
120.54 |
19.0% |
12.82 |
2.0% |
88% |
False |
False |
|
| 120 |
647.34 |
526.80 |
120.54 |
19.0% |
13.09 |
2.1% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
683.29 |
|
2.618 |
664.15 |
|
1.618 |
652.42 |
|
1.000 |
645.17 |
|
0.618 |
640.69 |
|
HIGH |
633.44 |
|
0.618 |
628.96 |
|
0.500 |
627.58 |
|
0.382 |
626.19 |
|
LOW |
621.71 |
|
0.618 |
614.46 |
|
1.000 |
609.98 |
|
1.618 |
602.73 |
|
2.618 |
591.00 |
|
4.250 |
571.86 |
|
|
| Fisher Pivots for day following 18-Mar-1996 |
| Pivot |
1 day |
3 day |
| R1 |
631.37 |
629.51 |
| PP |
629.47 |
625.75 |
| S1 |
627.58 |
622.00 |
|