| Trading Metrics calculated at close of trading on 13-Mar-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-1996 |
13-Mar-1996 |
Change |
Change % |
Previous Week |
| Open |
5,581.00 |
5,583.89 |
2.89 |
0.1% |
5,565.80 |
| High |
5,622.55 |
5,626.52 |
3.97 |
0.1% |
5,700.20 |
| Low |
5,464.67 |
5,513.80 |
49.13 |
0.9% |
5,395.30 |
| Close |
5,583.89 |
5,568.72 |
-15.17 |
-0.3% |
5,470.50 |
| Range |
157.88 |
112.72 |
-45.16 |
-28.6% |
304.90 |
| ATR |
131.33 |
130.00 |
-1.33 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,907.84 |
5,851.00 |
5,630.72 |
|
| R3 |
5,795.12 |
5,738.28 |
5,599.72 |
|
| R2 |
5,682.40 |
5,682.40 |
5,589.39 |
|
| R1 |
5,625.56 |
5,625.56 |
5,579.05 |
5,597.62 |
| PP |
5,569.68 |
5,569.68 |
5,569.68 |
5,555.71 |
| S1 |
5,512.84 |
5,512.84 |
5,558.39 |
5,484.90 |
| S2 |
5,456.96 |
5,456.96 |
5,548.05 |
|
| S3 |
5,344.24 |
5,400.12 |
5,537.72 |
|
| S4 |
5,231.52 |
5,287.40 |
5,506.72 |
|
|
| 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 |
5,667.30 |
5,395.30 |
272.00 |
4.9% |
152.60 |
2.7% |
64% |
False |
False |
|
| 10 |
5,700.20 |
5,395.30 |
304.90 |
5.5% |
138.04 |
2.5% |
57% |
False |
False |
|
| 20 |
5,700.20 |
5,393.50 |
306.70 |
5.5% |
127.89 |
2.3% |
57% |
False |
False |
|
| 40 |
5,700.20 |
5,017.00 |
683.20 |
12.3% |
120.92 |
2.2% |
81% |
False |
False |
|
| 60 |
5,700.20 |
5,000.10 |
700.10 |
12.6% |
115.58 |
2.1% |
81% |
False |
False |
|
| 80 |
5,700.20 |
4,934.30 |
765.90 |
13.8% |
109.74 |
2.0% |
83% |
False |
False |
|
| 100 |
5,700.20 |
4,667.69 |
1,032.51 |
18.5% |
97.49 |
1.8% |
87% |
False |
False |
|
| 120 |
5,700.20 |
4,660.47 |
1,039.73 |
18.7% |
87.59 |
1.6% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,105.58 |
|
2.618 |
5,921.62 |
|
1.618 |
5,808.90 |
|
1.000 |
5,739.24 |
|
0.618 |
5,696.18 |
|
HIGH |
5,626.52 |
|
0.618 |
5,583.46 |
|
0.500 |
5,570.16 |
|
0.382 |
5,556.86 |
|
LOW |
5,513.80 |
|
0.618 |
5,444.14 |
|
1.000 |
5,401.08 |
|
1.618 |
5,331.42 |
|
2.618 |
5,218.70 |
|
4.250 |
5,034.74 |
|
|
| Fisher Pivots for day following 13-Mar-1996 |
| Pivot |
1 day |
3 day |
| R1 |
5,570.16 |
5,554.45 |
| PP |
5,569.68 |
5,540.18 |
| S1 |
5,569.20 |
5,525.91 |
|