| Trading Metrics calculated at close of trading on 08-Mar-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-1996 |
08-Mar-1996 |
Change |
Change % |
Previous Week |
| Open |
5,622.90 |
5,612.80 |
-10.10 |
-0.2% |
5,565.80 |
| High |
5,667.30 |
5,612.80 |
-54.50 |
-1.0% |
5,700.20 |
| Low |
5,572.30 |
5,395.30 |
-177.00 |
-3.2% |
5,395.30 |
| Close |
5,641.70 |
5,470.50 |
-171.20 |
-3.0% |
5,470.50 |
| Range |
95.00 |
217.50 |
122.50 |
128.9% |
304.90 |
| ATR |
116.09 |
125.40 |
9.31 |
8.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,145.37 |
6,025.43 |
5,590.13 |
|
| R3 |
5,927.87 |
5,807.93 |
5,530.31 |
|
| R2 |
5,710.37 |
5,710.37 |
5,510.38 |
|
| R1 |
5,590.43 |
5,590.43 |
5,490.44 |
5,541.65 |
| PP |
5,492.87 |
5,492.87 |
5,492.87 |
5,468.48 |
| S1 |
5,372.93 |
5,372.93 |
5,450.56 |
5,324.15 |
| S2 |
5,275.37 |
5,275.37 |
5,430.63 |
|
| S3 |
5,057.87 |
5,155.43 |
5,410.69 |
|
| S4 |
4,840.37 |
4,937.93 |
5,350.88 |
|
|
| Weekly Pivots for week ending 08-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,436.70 |
6,258.50 |
5,638.20 |
|
| R3 |
6,131.80 |
5,953.60 |
5,554.35 |
|
| R2 |
5,826.90 |
5,826.90 |
5,526.40 |
|
| R1 |
5,648.70 |
5,648.70 |
5,498.45 |
5,585.35 |
| PP |
5,522.00 |
5,522.00 |
5,522.00 |
5,490.33 |
| S1 |
5,343.80 |
5,343.80 |
5,442.55 |
5,280.45 |
| S2 |
5,217.10 |
5,217.10 |
5,414.60 |
|
| S3 |
4,912.20 |
5,038.90 |
5,386.65 |
|
| S4 |
4,607.30 |
4,734.00 |
5,302.81 |
|
|
| 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 |
5,395.30 |
304.90 |
5.6% |
131.79 |
2.4% |
25% |
False |
True |
|
| 10 |
5,700.20 |
5,395.30 |
304.90 |
5.6% |
130.37 |
2.4% |
25% |
False |
True |
|
| 20 |
5,700.20 |
5,393.50 |
306.70 |
5.6% |
123.21 |
2.3% |
25% |
False |
False |
|
| 40 |
5,700.20 |
5,000.10 |
700.10 |
12.8% |
117.56 |
2.1% |
67% |
False |
False |
|
| 60 |
5,700.20 |
5,000.10 |
700.10 |
12.8% |
113.14 |
2.1% |
67% |
False |
False |
|
| 80 |
5,700.20 |
4,835.70 |
864.50 |
15.8% |
107.03 |
2.0% |
73% |
False |
False |
|
| 100 |
5,700.20 |
4,667.69 |
1,032.51 |
18.9% |
93.96 |
1.7% |
78% |
False |
False |
|
| 120 |
5,700.20 |
4,660.47 |
1,039.73 |
19.0% |
84.96 |
1.6% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,537.18 |
|
2.618 |
6,182.22 |
|
1.618 |
5,964.72 |
|
1.000 |
5,830.30 |
|
0.618 |
5,747.22 |
|
HIGH |
5,612.80 |
|
0.618 |
5,529.72 |
|
0.500 |
5,504.05 |
|
0.382 |
5,478.39 |
|
LOW |
5,395.30 |
|
0.618 |
5,260.89 |
|
1.000 |
5,177.80 |
|
1.618 |
5,043.39 |
|
2.618 |
4,825.89 |
|
4.250 |
4,470.93 |
|
|
| Fisher Pivots for day following 08-Mar-1996 |
| Pivot |
1 day |
3 day |
| R1 |
5,504.05 |
5,547.75 |
| PP |
5,492.87 |
5,522.00 |
| S1 |
5,481.68 |
5,496.25 |
|