| Trading Metrics calculated at close of trading on 14-Mar-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-1996 |
14-Mar-1996 |
Change |
Change % |
Previous Week |
| Open |
5,583.89 |
5,568.72 |
-15.17 |
-0.3% |
5,565.80 |
| High |
5,626.52 |
5,662.29 |
35.77 |
0.6% |
5,700.20 |
| Low |
5,513.80 |
5,536.56 |
22.76 |
0.4% |
5,395.30 |
| Close |
5,568.72 |
5,586.06 |
17.34 |
0.3% |
5,470.50 |
| Range |
112.72 |
125.73 |
13.01 |
11.5% |
304.90 |
| ATR |
130.00 |
129.70 |
-0.31 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,972.16 |
5,904.84 |
5,655.21 |
|
| R3 |
5,846.43 |
5,779.11 |
5,620.64 |
|
| R2 |
5,720.70 |
5,720.70 |
5,609.11 |
|
| R1 |
5,653.38 |
5,653.38 |
5,597.59 |
5,687.04 |
| PP |
5,594.97 |
5,594.97 |
5,594.97 |
5,611.80 |
| S1 |
5,527.65 |
5,527.65 |
5,574.53 |
5,561.31 |
| S2 |
5,469.24 |
5,469.24 |
5,563.01 |
|
| S3 |
5,343.51 |
5,401.92 |
5,551.48 |
|
| S4 |
5,217.78 |
5,276.19 |
5,516.91 |
|
|
| 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 |
5,662.29 |
5,395.30 |
266.99 |
4.8% |
158.75 |
2.8% |
71% |
True |
False |
|
| 10 |
5,700.20 |
5,395.30 |
304.90 |
5.5% |
138.44 |
2.5% |
63% |
False |
False |
|
| 20 |
5,700.20 |
5,393.50 |
306.70 |
5.5% |
129.24 |
2.3% |
63% |
False |
False |
|
| 40 |
5,700.20 |
5,032.60 |
667.60 |
12.0% |
121.15 |
2.2% |
83% |
False |
False |
|
| 60 |
5,700.20 |
5,000.10 |
700.10 |
12.5% |
115.73 |
2.1% |
84% |
False |
False |
|
| 80 |
5,700.20 |
4,946.60 |
753.60 |
13.5% |
110.20 |
2.0% |
85% |
False |
False |
|
| 100 |
5,700.20 |
4,667.69 |
1,032.51 |
18.5% |
98.48 |
1.8% |
89% |
False |
False |
|
| 120 |
5,700.20 |
4,660.47 |
1,039.73 |
18.6% |
88.27 |
1.6% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,196.64 |
|
2.618 |
5,991.45 |
|
1.618 |
5,865.72 |
|
1.000 |
5,788.02 |
|
0.618 |
5,739.99 |
|
HIGH |
5,662.29 |
|
0.618 |
5,614.26 |
|
0.500 |
5,599.43 |
|
0.382 |
5,584.59 |
|
LOW |
5,536.56 |
|
0.618 |
5,458.86 |
|
1.000 |
5,410.83 |
|
1.618 |
5,333.13 |
|
2.618 |
5,207.40 |
|
4.250 |
5,002.21 |
|
|
| Fisher Pivots for day following 14-Mar-1996 |
| Pivot |
1 day |
3 day |
| R1 |
5,599.43 |
5,578.53 |
| PP |
5,594.97 |
5,571.01 |
| S1 |
5,590.52 |
5,563.48 |
|