| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-1991 |
03-Jan-1991 |
Change |
Change % |
Previous Week |
| Open |
2,627.20 |
2,611.30 |
-15.90 |
-0.6% |
2,629.70 |
| High |
2,651.70 |
2,622.20 |
-29.50 |
-1.1% |
2,653.90 |
| Low |
2,600.90 |
2,567.50 |
-33.40 |
-1.3% |
2,607.90 |
| Close |
2,610.60 |
2,573.50 |
-37.10 |
-1.4% |
2,629.20 |
| Range |
50.80 |
54.70 |
3.90 |
7.7% |
46.00 |
| ATR |
45.23 |
45.90 |
0.68 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,751.83 |
2,717.37 |
2,603.59 |
|
| R3 |
2,697.13 |
2,662.67 |
2,588.54 |
|
| R2 |
2,642.43 |
2,642.43 |
2,583.53 |
|
| R1 |
2,607.97 |
2,607.97 |
2,578.51 |
2,597.85 |
| PP |
2,587.73 |
2,587.73 |
2,587.73 |
2,582.68 |
| S1 |
2,553.27 |
2,553.27 |
2,568.49 |
2,543.15 |
| S2 |
2,533.03 |
2,533.03 |
2,563.47 |
|
| S3 |
2,478.33 |
2,498.57 |
2,558.46 |
|
| S4 |
2,423.63 |
2,443.87 |
2,543.42 |
|
|
| 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 |
2,652.20 |
2,567.50 |
84.70 |
3.3% |
40.46 |
1.6% |
7% |
False |
True |
|
| 10 |
2,662.60 |
2,567.50 |
95.10 |
3.7% |
41.76 |
1.6% |
6% |
False |
True |
|
| 20 |
2,662.60 |
2,558.40 |
104.20 |
4.0% |
44.84 |
1.7% |
14% |
False |
False |
|
| 40 |
2,662.60 |
2,415.80 |
246.80 |
9.6% |
47.86 |
1.9% |
64% |
False |
False |
|
| 60 |
2,662.60 |
2,344.30 |
318.30 |
12.4% |
53.78 |
2.1% |
72% |
False |
False |
|
| 80 |
2,662.60 |
2,344.30 |
318.30 |
12.4% |
56.35 |
2.2% |
72% |
False |
False |
|
| 100 |
2,778.70 |
2,344.30 |
434.40 |
16.9% |
57.43 |
2.2% |
53% |
False |
False |
|
| 120 |
3,024.20 |
2,344.30 |
679.90 |
26.4% |
59.45 |
2.3% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,854.68 |
|
2.618 |
2,765.40 |
|
1.618 |
2,710.70 |
|
1.000 |
2,676.90 |
|
0.618 |
2,656.00 |
|
HIGH |
2,622.20 |
|
0.618 |
2,601.30 |
|
0.500 |
2,594.85 |
|
0.382 |
2,588.40 |
|
LOW |
2,567.50 |
|
0.618 |
2,533.70 |
|
1.000 |
2,512.80 |
|
1.618 |
2,479.00 |
|
2.618 |
2,424.30 |
|
4.250 |
2,335.03 |
|
|