| Trading Metrics calculated at close of trading on 21-Mar-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-1996 |
21-Mar-1996 |
Change |
Change % |
Previous Week |
| Open |
629.39 |
615.26 |
-14.13 |
-2.2% |
591.71 |
| High |
629.39 |
617.55 |
-11.84 |
-1.9% |
622.68 |
| Low |
613.44 |
610.48 |
-2.96 |
-0.5% |
591.71 |
| Close |
615.26 |
611.51 |
-3.75 |
-0.6% |
621.71 |
| Range |
15.95 |
7.07 |
-8.88 |
-55.7% |
30.97 |
| ATR |
12.57 |
12.17 |
-0.39 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
634.39 |
630.02 |
615.40 |
|
| R3 |
627.32 |
622.95 |
613.45 |
|
| R2 |
620.25 |
620.25 |
612.81 |
|
| R1 |
615.88 |
615.88 |
612.16 |
614.53 |
| PP |
613.18 |
613.18 |
613.18 |
612.51 |
| S1 |
608.81 |
608.81 |
610.86 |
607.46 |
| S2 |
606.11 |
606.11 |
610.21 |
|
| S3 |
599.04 |
601.74 |
609.57 |
|
| S4 |
591.97 |
594.67 |
607.62 |
|
|
| 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 |
610.48 |
27.44 |
4.5% |
11.59 |
1.9% |
4% |
False |
True |
|
| 10 |
637.92 |
585.33 |
52.59 |
8.6% |
13.43 |
2.2% |
50% |
False |
False |
|
| 20 |
647.34 |
585.33 |
62.01 |
10.1% |
12.51 |
2.0% |
42% |
False |
False |
|
| 40 |
647.34 |
568.33 |
79.01 |
12.9% |
11.42 |
1.9% |
55% |
False |
False |
|
| 60 |
647.34 |
526.80 |
120.54 |
19.7% |
12.43 |
2.0% |
70% |
False |
False |
|
| 80 |
647.34 |
526.80 |
120.54 |
19.7% |
12.72 |
2.1% |
70% |
False |
False |
|
| 100 |
647.34 |
526.80 |
120.54 |
19.7% |
12.77 |
2.1% |
70% |
False |
False |
|
| 120 |
647.34 |
526.80 |
120.54 |
19.7% |
12.90 |
2.1% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
647.60 |
|
2.618 |
636.06 |
|
1.618 |
628.99 |
|
1.000 |
624.62 |
|
0.618 |
621.92 |
|
HIGH |
617.55 |
|
0.618 |
614.85 |
|
0.500 |
614.02 |
|
0.382 |
613.18 |
|
LOW |
610.48 |
|
0.618 |
606.11 |
|
1.000 |
603.41 |
|
1.618 |
599.04 |
|
2.618 |
591.97 |
|
4.250 |
580.43 |
|
|
| Fisher Pivots for day following 21-Mar-1996 |
| Pivot |
1 day |
3 day |
| R1 |
614.02 |
624.20 |
| PP |
613.18 |
619.97 |
| S1 |
612.35 |
615.74 |
|