| Trading Metrics calculated at close of trading on 19-Mar-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-1996 |
19-Mar-1996 |
Change |
Change % |
Previous Week |
| Open |
621.71 |
633.26 |
11.55 |
1.9% |
591.71 |
| High |
633.44 |
637.92 |
4.48 |
0.7% |
622.68 |
| Low |
621.71 |
626.83 |
5.12 |
0.8% |
591.71 |
| Close |
633.26 |
629.39 |
-3.87 |
-0.6% |
621.71 |
| Range |
11.73 |
11.09 |
-0.64 |
-5.5% |
30.97 |
| ATR |
12.40 |
12.31 |
-0.09 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
664.65 |
658.11 |
635.49 |
|
| R3 |
653.56 |
647.02 |
632.44 |
|
| R2 |
642.47 |
642.47 |
631.42 |
|
| R1 |
635.93 |
635.93 |
630.41 |
633.66 |
| PP |
631.38 |
631.38 |
631.38 |
630.24 |
| S1 |
624.84 |
624.84 |
628.37 |
622.57 |
| S2 |
620.29 |
620.29 |
627.36 |
|
| S3 |
609.20 |
613.75 |
626.34 |
|
| S4 |
598.11 |
602.66 |
623.29 |
|
|
| 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 |
637.92 |
599.02 |
38.90 |
6.2% |
12.06 |
1.9% |
78% |
True |
False |
|
| 10 |
637.92 |
585.33 |
52.59 |
8.4% |
12.70 |
2.0% |
84% |
True |
False |
|
| 20 |
647.34 |
585.33 |
62.01 |
9.9% |
12.74 |
2.0% |
71% |
False |
False |
|
| 40 |
647.34 |
566.92 |
80.42 |
12.8% |
11.37 |
1.8% |
78% |
False |
False |
|
| 60 |
647.34 |
526.80 |
120.54 |
19.2% |
12.19 |
1.9% |
85% |
False |
False |
|
| 80 |
647.34 |
526.80 |
120.54 |
19.2% |
12.69 |
2.0% |
85% |
False |
False |
|
| 100 |
647.34 |
526.80 |
120.54 |
19.2% |
12.82 |
2.0% |
85% |
False |
False |
|
| 120 |
647.34 |
526.80 |
120.54 |
19.2% |
12.99 |
2.1% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
685.05 |
|
2.618 |
666.95 |
|
1.618 |
655.86 |
|
1.000 |
649.01 |
|
0.618 |
644.77 |
|
HIGH |
637.92 |
|
0.618 |
633.68 |
|
0.500 |
632.38 |
|
0.382 |
631.07 |
|
LOW |
626.83 |
|
0.618 |
619.98 |
|
1.000 |
615.74 |
|
1.618 |
608.89 |
|
2.618 |
597.80 |
|
4.250 |
579.70 |
|
|
| Fisher Pivots for day following 19-Mar-1996 |
| Pivot |
1 day |
3 day |
| R1 |
632.38 |
627.67 |
| PP |
631.38 |
625.96 |
| S1 |
630.39 |
624.24 |
|