| Trading Metrics calculated at close of trading on 04-Apr-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-1996 |
04-Apr-1996 |
Change |
Change % |
Previous Week |
| Open |
615.81 |
618.57 |
2.76 |
0.4% |
612.88 |
| High |
618.77 |
620.59 |
1.82 |
0.3% |
617.75 |
| Low |
609.96 |
615.26 |
5.30 |
0.9% |
591.35 |
| Close |
618.57 |
618.00 |
-0.57 |
-0.1% |
609.69 |
| Range |
8.81 |
5.33 |
-3.48 |
-39.5% |
26.40 |
| ATR |
10.66 |
10.28 |
-0.38 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Apr-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
633.94 |
631.30 |
620.93 |
|
| R3 |
628.61 |
625.97 |
619.47 |
|
| R2 |
623.28 |
623.28 |
618.98 |
|
| R1 |
620.64 |
620.64 |
618.49 |
619.30 |
| PP |
617.95 |
617.95 |
617.95 |
617.28 |
| S1 |
615.31 |
615.31 |
617.51 |
613.97 |
| S2 |
612.62 |
612.62 |
617.02 |
|
| S3 |
607.29 |
609.98 |
616.53 |
|
| S4 |
601.96 |
604.65 |
615.07 |
|
|
| Weekly Pivots for week ending 29-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
685.46 |
673.98 |
624.21 |
|
| R3 |
659.06 |
647.58 |
616.95 |
|
| R2 |
632.66 |
632.66 |
614.53 |
|
| R1 |
621.18 |
621.18 |
612.11 |
613.72 |
| PP |
606.26 |
606.26 |
606.26 |
602.54 |
| S1 |
594.78 |
594.78 |
607.27 |
587.32 |
| S2 |
579.86 |
579.86 |
604.85 |
|
| S3 |
553.46 |
568.38 |
602.43 |
|
| S4 |
527.06 |
541.98 |
595.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
620.59 |
608.08 |
12.51 |
2.0% |
5.98 |
1.0% |
79% |
True |
False |
|
| 10 |
620.59 |
591.35 |
29.24 |
4.7% |
9.21 |
1.5% |
91% |
True |
False |
|
| 20 |
637.92 |
585.33 |
52.59 |
8.5% |
11.32 |
1.8% |
62% |
False |
False |
|
| 40 |
647.34 |
585.33 |
62.01 |
10.0% |
11.25 |
1.8% |
53% |
False |
False |
|
| 60 |
647.34 |
526.80 |
120.54 |
19.5% |
11.55 |
1.9% |
76% |
False |
False |
|
| 80 |
647.34 |
526.80 |
120.54 |
19.5% |
12.27 |
2.0% |
76% |
False |
False |
|
| 100 |
647.34 |
526.80 |
120.54 |
19.5% |
12.36 |
2.0% |
76% |
False |
False |
|
| 120 |
647.34 |
526.80 |
120.54 |
19.5% |
12.40 |
2.0% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
643.24 |
|
2.618 |
634.54 |
|
1.618 |
629.21 |
|
1.000 |
625.92 |
|
0.618 |
623.88 |
|
HIGH |
620.59 |
|
0.618 |
618.55 |
|
0.500 |
617.93 |
|
0.382 |
617.30 |
|
LOW |
615.26 |
|
0.618 |
611.97 |
|
1.000 |
609.93 |
|
1.618 |
606.64 |
|
2.618 |
601.31 |
|
4.250 |
592.61 |
|
|
| Fisher Pivots for day following 04-Apr-1996 |
| Pivot |
1 day |
3 day |
| R1 |
617.98 |
617.09 |
| PP |
617.95 |
616.18 |
| S1 |
617.93 |
615.28 |
|