| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-1990 |
02-Jan-1991 |
Change |
Change % |
Previous Week |
| Open |
2,627.90 |
2,627.20 |
-0.70 |
0.0% |
2,629.70 |
| High |
2,641.00 |
2,651.70 |
10.70 |
0.4% |
2,653.90 |
| Low |
2,611.10 |
2,600.90 |
-10.20 |
-0.4% |
2,607.90 |
| Close |
2,633.60 |
2,610.60 |
-23.00 |
-0.9% |
2,629.20 |
| Range |
29.90 |
50.80 |
20.90 |
69.9% |
46.00 |
| ATR |
44.80 |
45.23 |
0.43 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jan-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,773.47 |
2,742.83 |
2,638.54 |
|
| R3 |
2,722.67 |
2,692.03 |
2,624.57 |
|
| R2 |
2,671.87 |
2,671.87 |
2,619.91 |
|
| R1 |
2,641.23 |
2,641.23 |
2,615.26 |
2,631.15 |
| PP |
2,621.07 |
2,621.07 |
2,621.07 |
2,616.03 |
| S1 |
2,590.43 |
2,590.43 |
2,605.94 |
2,580.35 |
| S2 |
2,570.27 |
2,570.27 |
2,601.29 |
|
| S3 |
2,519.47 |
2,539.63 |
2,596.63 |
|
| S4 |
2,468.67 |
2,488.83 |
2,582.66 |
|
|
| Weekly Pivots for week ending 28-Dec-1990 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.33 |
2,744.77 |
2,654.50 |
|
| R3 |
2,722.33 |
2,698.77 |
2,641.85 |
|
| R2 |
2,676.33 |
2,676.33 |
2,637.63 |
|
| R1 |
2,652.77 |
2,652.77 |
2,633.42 |
2,641.55 |
| PP |
2,630.33 |
2,630.33 |
2,630.33 |
2,624.73 |
| S1 |
2,606.77 |
2,606.77 |
2,624.98 |
2,595.55 |
| S2 |
2,584.33 |
2,584.33 |
2,620.77 |
|
| S3 |
2,538.33 |
2,560.77 |
2,616.55 |
|
| S4 |
2,492.33 |
2,514.77 |
2,603.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,653.90 |
2,600.90 |
53.00 |
2.0% |
37.64 |
1.4% |
18% |
False |
True |
|
| 10 |
2,662.60 |
2,583.10 |
79.50 |
3.0% |
41.91 |
1.6% |
35% |
False |
False |
|
| 20 |
2,662.60 |
2,534.60 |
128.00 |
4.9% |
44.98 |
1.7% |
59% |
False |
False |
|
| 40 |
2,662.60 |
2,415.80 |
246.80 |
9.5% |
47.65 |
1.8% |
79% |
False |
False |
|
| 60 |
2,662.60 |
2,344.30 |
318.30 |
12.2% |
53.55 |
2.1% |
84% |
False |
False |
|
| 80 |
2,665.30 |
2,344.30 |
321.00 |
12.3% |
56.47 |
2.2% |
83% |
False |
False |
|
| 100 |
2,778.70 |
2,344.30 |
434.40 |
16.6% |
57.59 |
2.2% |
61% |
False |
False |
|
| 120 |
3,024.20 |
2,344.30 |
679.90 |
26.0% |
59.45 |
2.3% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.60 |
|
2.618 |
2,784.69 |
|
1.618 |
2,733.89 |
|
1.000 |
2,702.50 |
|
0.618 |
2,683.09 |
|
HIGH |
2,651.70 |
|
0.618 |
2,632.29 |
|
0.500 |
2,626.30 |
|
0.382 |
2,620.31 |
|
LOW |
2,600.90 |
|
0.618 |
2,569.51 |
|
1.000 |
2,550.10 |
|
1.618 |
2,518.71 |
|
2.618 |
2,467.91 |
|
4.250 |
2,385.00 |
|
|