| Trading Metrics calculated at close of trading on 06-Mar-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-1996 |
06-Mar-1996 |
Change |
Change % |
Previous Week |
| Open |
5,600.15 |
5,646.40 |
46.25 |
0.8% |
5,585.70 |
| High |
5,655.78 |
5,700.20 |
44.42 |
0.8% |
5,647.80 |
| Low |
5,558.24 |
5,585.70 |
27.46 |
0.5% |
5,424.20 |
| Close |
5,642.42 |
5,629.80 |
-12.62 |
-0.2% |
5,536.60 |
| Range |
97.54 |
114.50 |
16.96 |
17.4% |
223.60 |
| ATR |
117.96 |
117.71 |
-0.25 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,982.07 |
5,920.43 |
5,692.78 |
|
| R3 |
5,867.57 |
5,805.93 |
5,661.29 |
|
| R2 |
5,753.07 |
5,753.07 |
5,650.79 |
|
| R1 |
5,691.43 |
5,691.43 |
5,640.30 |
5,665.00 |
| PP |
5,638.57 |
5,638.57 |
5,638.57 |
5,625.35 |
| S1 |
5,576.93 |
5,576.93 |
5,619.30 |
5,550.50 |
| S2 |
5,524.07 |
5,524.07 |
5,608.81 |
|
| S3 |
5,409.57 |
5,462.43 |
5,598.31 |
|
| S4 |
5,295.07 |
5,347.93 |
5,566.83 |
|
|
| Weekly Pivots for week ending 01-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,207.00 |
6,095.40 |
5,659.58 |
|
| R3 |
5,983.40 |
5,871.80 |
5,598.09 |
|
| R2 |
5,759.80 |
5,759.80 |
5,577.59 |
|
| R1 |
5,648.20 |
5,648.20 |
5,557.10 |
5,592.20 |
| PP |
5,536.20 |
5,536.20 |
5,536.20 |
5,508.20 |
| S1 |
5,424.60 |
5,424.60 |
5,516.10 |
5,368.60 |
| S2 |
5,312.60 |
5,312.60 |
5,495.61 |
|
| S3 |
5,089.00 |
5,201.00 |
5,475.11 |
|
| S4 |
4,865.40 |
4,977.40 |
5,413.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,700.20 |
5,424.20 |
276.00 |
4.9% |
123.47 |
2.2% |
74% |
True |
False |
|
| 10 |
5,700.20 |
5,424.20 |
276.00 |
4.9% |
126.51 |
2.2% |
74% |
True |
False |
|
| 20 |
5,700.20 |
5,393.50 |
306.70 |
5.4% |
118.31 |
2.1% |
77% |
True |
False |
|
| 40 |
5,700.20 |
5,000.10 |
700.10 |
12.4% |
115.70 |
2.1% |
90% |
True |
False |
|
| 60 |
5,700.20 |
5,000.10 |
700.10 |
12.4% |
111.22 |
2.0% |
90% |
True |
False |
|
| 80 |
5,700.20 |
4,835.70 |
864.50 |
15.4% |
104.02 |
1.8% |
92% |
True |
False |
|
| 100 |
5,700.20 |
4,667.69 |
1,032.51 |
18.3% |
91.59 |
1.6% |
93% |
True |
False |
|
| 120 |
5,700.20 |
4,660.47 |
1,039.73 |
18.5% |
82.95 |
1.5% |
93% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,186.83 |
|
2.618 |
5,999.96 |
|
1.618 |
5,885.46 |
|
1.000 |
5,814.70 |
|
0.618 |
5,770.96 |
|
HIGH |
5,700.20 |
|
0.618 |
5,656.46 |
|
0.500 |
5,642.95 |
|
0.382 |
5,629.44 |
|
LOW |
5,585.70 |
|
0.618 |
5,514.94 |
|
1.000 |
5,471.20 |
|
1.618 |
5,400.44 |
|
2.618 |
5,285.94 |
|
4.250 |
5,099.08 |
|
|
| Fisher Pivots for day following 06-Mar-1996 |
| Pivot |
1 day |
3 day |
| R1 |
5,642.95 |
5,621.90 |
| PP |
5,638.57 |
5,614.00 |
| S1 |
5,634.18 |
5,606.10 |
|