| Trading Metrics calculated at close of trading on 07-Mar-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-1996 |
07-Mar-1996 |
Change |
Change % |
Previous Week |
| Open |
5,646.40 |
5,622.90 |
-23.50 |
-0.4% |
5,585.70 |
| High |
5,700.20 |
5,667.30 |
-32.90 |
-0.6% |
5,647.80 |
| Low |
5,585.70 |
5,572.30 |
-13.40 |
-0.2% |
5,424.20 |
| Close |
5,629.80 |
5,641.70 |
11.90 |
0.2% |
5,536.60 |
| Range |
114.50 |
95.00 |
-19.50 |
-17.0% |
223.60 |
| ATR |
117.71 |
116.09 |
-1.62 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,912.10 |
5,871.90 |
5,693.95 |
|
| R3 |
5,817.10 |
5,776.90 |
5,667.83 |
|
| R2 |
5,722.10 |
5,722.10 |
5,659.12 |
|
| R1 |
5,681.90 |
5,681.90 |
5,650.41 |
5,702.00 |
| PP |
5,627.10 |
5,627.10 |
5,627.10 |
5,637.15 |
| S1 |
5,586.90 |
5,586.90 |
5,632.99 |
5,607.00 |
| S2 |
5,532.10 |
5,532.10 |
5,624.28 |
|
| S3 |
5,437.10 |
5,491.90 |
5,615.58 |
|
| S4 |
5,342.10 |
5,396.90 |
5,589.45 |
|
|
| 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% |
118.13 |
2.1% |
79% |
False |
False |
|
| 10 |
5,700.20 |
5,424.20 |
276.00 |
4.9% |
123.33 |
2.2% |
79% |
False |
False |
|
| 20 |
5,700.20 |
5,393.50 |
306.70 |
5.4% |
118.24 |
2.1% |
81% |
False |
False |
|
| 40 |
5,700.20 |
5,000.10 |
700.10 |
12.4% |
114.54 |
2.0% |
92% |
False |
False |
|
| 60 |
5,700.20 |
5,000.10 |
700.10 |
12.4% |
111.08 |
2.0% |
92% |
False |
False |
|
| 80 |
5,700.20 |
4,835.70 |
864.50 |
15.3% |
104.80 |
1.9% |
93% |
False |
False |
|
| 100 |
5,700.20 |
4,667.69 |
1,032.51 |
18.3% |
92.03 |
1.6% |
94% |
False |
False |
|
| 120 |
5,700.20 |
4,660.47 |
1,039.73 |
18.4% |
83.49 |
1.5% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,071.05 |
|
2.618 |
5,916.01 |
|
1.618 |
5,821.01 |
|
1.000 |
5,762.30 |
|
0.618 |
5,726.01 |
|
HIGH |
5,667.30 |
|
0.618 |
5,631.01 |
|
0.500 |
5,619.80 |
|
0.382 |
5,608.59 |
|
LOW |
5,572.30 |
|
0.618 |
5,513.59 |
|
1.000 |
5,477.30 |
|
1.618 |
5,418.59 |
|
2.618 |
5,323.59 |
|
4.250 |
5,168.55 |
|
|
| Fisher Pivots for day following 07-Mar-1996 |
| Pivot |
1 day |
3 day |
| R1 |
5,634.40 |
5,637.54 |
| PP |
5,627.10 |
5,633.38 |
| S1 |
5,619.80 |
5,629.22 |
|