| Trading Metrics calculated at close of trading on 20-Mar-1996 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-1996 |
20-Mar-1996 |
Change |
Change % |
Previous Week |
| Open |
5,683.60 |
5,669.51 |
-14.09 |
-0.2% |
5,470.50 |
| High |
5,755.86 |
5,724.06 |
-31.80 |
-0.6% |
5,662.29 |
| Low |
5,619.66 |
5,590.39 |
-29.27 |
-0.5% |
5,425.29 |
| Close |
5,669.51 |
5,655.42 |
-14.09 |
-0.2% |
5,584.97 |
| Range |
136.20 |
133.67 |
-2.53 |
-1.9% |
237.00 |
| ATR |
128.84 |
129.19 |
0.34 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,057.63 |
5,990.20 |
5,728.94 |
|
| R3 |
5,923.96 |
5,856.53 |
5,692.18 |
|
| R2 |
5,790.29 |
5,790.29 |
5,679.93 |
|
| R1 |
5,722.86 |
5,722.86 |
5,667.67 |
5,689.74 |
| PP |
5,656.62 |
5,656.62 |
5,656.62 |
5,640.07 |
| S1 |
5,589.19 |
5,589.19 |
5,643.17 |
5,556.07 |
| S2 |
5,522.95 |
5,522.95 |
5,630.91 |
|
| S3 |
5,389.28 |
5,455.52 |
5,618.66 |
|
| S4 |
5,255.61 |
5,321.85 |
5,581.90 |
|
|
| Weekly Pivots for week ending 15-Mar-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,268.52 |
6,163.74 |
5,715.32 |
|
| R3 |
6,031.52 |
5,926.74 |
5,650.15 |
|
| R2 |
5,794.52 |
5,794.52 |
5,628.42 |
|
| R1 |
5,689.74 |
5,689.74 |
5,606.70 |
5,742.13 |
| PP |
5,557.52 |
5,557.52 |
5,557.52 |
5,583.71 |
| S1 |
5,452.74 |
5,452.74 |
5,563.25 |
5,505.13 |
| S2 |
5,320.52 |
5,320.52 |
5,541.52 |
|
| S3 |
5,083.52 |
5,215.74 |
5,519.80 |
|
| S4 |
4,846.52 |
4,978.74 |
5,454.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,755.86 |
5,523.56 |
232.30 |
4.1% |
126.66 |
2.2% |
57% |
False |
False |
|
| 10 |
5,755.86 |
5,395.30 |
360.56 |
6.4% |
139.63 |
2.5% |
72% |
False |
False |
|
| 20 |
5,755.86 |
5,395.30 |
360.56 |
6.4% |
133.07 |
2.4% |
72% |
False |
False |
|
| 40 |
5,755.86 |
5,173.80 |
582.06 |
10.3% |
121.74 |
2.2% |
83% |
False |
False |
|
| 60 |
5,755.86 |
5,000.10 |
755.76 |
13.4% |
116.81 |
2.1% |
87% |
False |
False |
|
| 80 |
5,755.86 |
5,000.10 |
755.76 |
13.4% |
112.25 |
2.0% |
87% |
False |
False |
|
| 100 |
5,755.86 |
4,676.00 |
1,079.86 |
19.1% |
101.26 |
1.8% |
91% |
False |
False |
|
| 120 |
5,755.86 |
4,660.47 |
1,095.39 |
19.4% |
91.26 |
1.6% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,292.16 |
|
2.618 |
6,074.01 |
|
1.618 |
5,940.34 |
|
1.000 |
5,857.73 |
|
0.618 |
5,806.67 |
|
HIGH |
5,724.06 |
|
0.618 |
5,673.00 |
|
0.500 |
5,657.23 |
|
0.382 |
5,641.45 |
|
LOW |
5,590.39 |
|
0.618 |
5,507.78 |
|
1.000 |
5,456.72 |
|
1.618 |
5,374.11 |
|
2.618 |
5,240.44 |
|
4.250 |
5,022.29 |
|
|
| Fisher Pivots for day following 20-Mar-1996 |
| Pivot |
1 day |
3 day |
| R1 |
5,657.23 |
5,664.64 |
| PP |
5,656.62 |
5,661.56 |
| S1 |
5,656.02 |
5,658.49 |
|