| Trading Metrics calculated at close of trading on 28-Feb-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-1996 |
28-Feb-1996 |
Change |
Change % |
Previous Week |
| Open |
5,534.40 |
5,580.60 |
46.20 |
0.8% |
5,465.80 |
| High |
5,597.30 |
5,625.10 |
27.80 |
0.5% |
5,693.40 |
| Low |
5,478.80 |
5,487.10 |
8.30 |
0.2% |
5,393.50 |
| Close |
5,549.20 |
5,506.20 |
-43.00 |
-0.8% |
5,630.50 |
| Range |
118.50 |
138.00 |
19.50 |
16.5% |
299.90 |
| ATR |
113.85 |
115.57 |
1.73 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,953.47 |
5,867.83 |
5,582.10 |
|
| R3 |
5,815.47 |
5,729.83 |
5,544.15 |
|
| R2 |
5,677.47 |
5,677.47 |
5,531.50 |
|
| R1 |
5,591.83 |
5,591.83 |
5,518.85 |
5,565.65 |
| PP |
5,539.47 |
5,539.47 |
5,539.47 |
5,526.38 |
| S1 |
5,453.83 |
5,453.83 |
5,493.55 |
5,427.65 |
| S2 |
5,401.47 |
5,401.47 |
5,480.90 |
|
| S3 |
5,263.47 |
5,315.83 |
5,468.25 |
|
| S4 |
5,125.47 |
5,177.83 |
5,430.30 |
|
|
| Weekly Pivots for week ending 23-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,472.17 |
6,351.23 |
5,795.45 |
|
| R3 |
6,172.27 |
6,051.33 |
5,712.97 |
|
| R2 |
5,872.37 |
5,872.37 |
5,685.48 |
|
| R1 |
5,751.43 |
5,751.43 |
5,657.99 |
5,811.90 |
| PP |
5,572.47 |
5,572.47 |
5,572.47 |
5,602.70 |
| S1 |
5,451.53 |
5,451.53 |
5,603.01 |
5,512.00 |
| S2 |
5,272.57 |
5,272.57 |
5,575.52 |
|
| S3 |
4,972.67 |
5,151.63 |
5,548.03 |
|
| S4 |
4,672.77 |
4,851.73 |
5,465.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,693.40 |
5,478.80 |
214.60 |
3.9% |
129.56 |
2.4% |
13% |
False |
False |
|
| 10 |
5,693.40 |
5,393.50 |
299.90 |
5.4% |
117.74 |
2.1% |
38% |
False |
False |
|
| 20 |
5,693.40 |
5,314.40 |
379.00 |
6.9% |
115.05 |
2.1% |
51% |
False |
False |
|
| 40 |
5,693.40 |
5,000.10 |
693.30 |
12.6% |
114.41 |
2.1% |
73% |
False |
False |
|
| 60 |
5,693.40 |
5,000.10 |
693.30 |
12.6% |
108.71 |
2.0% |
73% |
False |
False |
|
| 80 |
5,693.40 |
4,750.42 |
942.98 |
17.1% |
98.88 |
1.8% |
80% |
False |
False |
|
| 100 |
5,693.40 |
4,660.47 |
1,032.93 |
18.8% |
87.56 |
1.6% |
82% |
False |
False |
|
| 120 |
5,693.40 |
4,660.47 |
1,032.93 |
18.8% |
79.33 |
1.4% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,211.60 |
|
2.618 |
5,986.38 |
|
1.618 |
5,848.38 |
|
1.000 |
5,763.10 |
|
0.618 |
5,710.38 |
|
HIGH |
5,625.10 |
|
0.618 |
5,572.38 |
|
0.500 |
5,556.10 |
|
0.382 |
5,539.82 |
|
LOW |
5,487.10 |
|
0.618 |
5,401.82 |
|
1.000 |
5,349.10 |
|
1.618 |
5,263.82 |
|
2.618 |
5,125.82 |
|
4.250 |
4,900.60 |
|
|
| Fisher Pivots for day following 28-Feb-1996 |
| Pivot |
1 day |
3 day |
| R1 |
5,556.10 |
5,563.30 |
| PP |
5,539.47 |
5,544.27 |
| S1 |
5,522.83 |
5,525.23 |
|