| Trading Metrics calculated at close of trading on 20-Mar-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-1996 |
20-Mar-1996 |
Change |
Change % |
Previous Week |
| Open |
633.26 |
629.39 |
-3.87 |
-0.6% |
591.71 |
| High |
637.92 |
629.39 |
-8.53 |
-1.3% |
622.68 |
| Low |
626.83 |
613.44 |
-13.39 |
-2.1% |
591.71 |
| Close |
629.39 |
615.26 |
-14.13 |
-2.2% |
621.71 |
| Range |
11.09 |
15.95 |
4.86 |
43.8% |
30.97 |
| ATR |
12.31 |
12.57 |
0.26 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
667.21 |
657.19 |
624.03 |
|
| R3 |
651.26 |
641.24 |
619.65 |
|
| R2 |
635.31 |
635.31 |
618.18 |
|
| R1 |
625.29 |
625.29 |
616.72 |
622.33 |
| PP |
619.36 |
619.36 |
619.36 |
617.88 |
| S1 |
609.34 |
609.34 |
613.80 |
606.38 |
| S2 |
603.41 |
603.41 |
612.34 |
|
| S3 |
587.46 |
593.39 |
610.87 |
|
| S4 |
571.51 |
577.44 |
606.49 |
|
|
| 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 |
610.55 |
27.37 |
4.4% |
11.87 |
1.9% |
17% |
False |
False |
|
| 10 |
637.92 |
585.33 |
52.59 |
8.5% |
13.35 |
2.2% |
57% |
False |
False |
|
| 20 |
647.34 |
585.33 |
62.01 |
10.1% |
13.00 |
2.1% |
48% |
False |
False |
|
| 40 |
647.34 |
567.35 |
79.99 |
13.0% |
11.62 |
1.9% |
60% |
False |
False |
|
| 60 |
647.34 |
526.80 |
120.54 |
19.6% |
12.37 |
2.0% |
73% |
False |
False |
|
| 80 |
647.34 |
526.80 |
120.54 |
19.6% |
12.78 |
2.1% |
73% |
False |
False |
|
| 100 |
647.34 |
526.80 |
120.54 |
19.6% |
12.83 |
2.1% |
73% |
False |
False |
|
| 120 |
647.34 |
526.80 |
120.54 |
19.6% |
12.97 |
2.1% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
697.18 |
|
2.618 |
671.15 |
|
1.618 |
655.20 |
|
1.000 |
645.34 |
|
0.618 |
639.25 |
|
HIGH |
629.39 |
|
0.618 |
623.30 |
|
0.500 |
621.42 |
|
0.382 |
619.53 |
|
LOW |
613.44 |
|
0.618 |
603.58 |
|
1.000 |
597.49 |
|
1.618 |
587.63 |
|
2.618 |
571.68 |
|
4.250 |
545.65 |
|
|
| Fisher Pivots for day following 20-Mar-1996 |
| Pivot |
1 day |
3 day |
| R1 |
621.42 |
625.68 |
| PP |
619.36 |
622.21 |
| S1 |
617.31 |
618.73 |
|