| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-1991 |
27-Mar-1991 |
Change |
Change % |
Previous Week |
| Open |
2,859.90 |
2,927.50 |
67.60 |
2.4% |
2,927.70 |
| High |
2,924.00 |
2,956.90 |
32.90 |
1.1% |
2,960.60 |
| Low |
2,848.00 |
2,886.10 |
38.10 |
1.3% |
2,829.20 |
| Close |
2,914.90 |
2,917.60 |
2.70 |
0.1% |
2,858.90 |
| Range |
76.00 |
70.80 |
-5.20 |
-6.8% |
131.40 |
| ATR |
64.22 |
64.69 |
0.47 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,132.60 |
3,095.90 |
2,956.54 |
|
| R3 |
3,061.80 |
3,025.10 |
2,937.07 |
|
| R2 |
2,991.00 |
2,991.00 |
2,930.58 |
|
| R1 |
2,954.30 |
2,954.30 |
2,924.09 |
2,937.25 |
| PP |
2,920.20 |
2,920.20 |
2,920.20 |
2,911.68 |
| S1 |
2,883.50 |
2,883.50 |
2,911.11 |
2,866.45 |
| S2 |
2,849.40 |
2,849.40 |
2,904.62 |
|
| S3 |
2,778.60 |
2,812.70 |
2,898.13 |
|
| S4 |
2,707.80 |
2,741.90 |
2,878.66 |
|
|
| Weekly Pivots for week ending 22-Mar-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,277.10 |
3,199.40 |
2,931.17 |
|
| R3 |
3,145.70 |
3,068.00 |
2,895.04 |
|
| R2 |
3,014.30 |
3,014.30 |
2,882.99 |
|
| R1 |
2,936.60 |
2,936.60 |
2,870.95 |
2,909.75 |
| PP |
2,882.90 |
2,882.90 |
2,882.90 |
2,869.48 |
| S1 |
2,805.20 |
2,805.20 |
2,846.86 |
2,778.35 |
| S2 |
2,751.50 |
2,751.50 |
2,834.81 |
|
| S3 |
2,620.10 |
2,673.80 |
2,822.77 |
|
| S4 |
2,488.70 |
2,542.40 |
2,786.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,956.90 |
2,829.20 |
127.70 |
4.4% |
64.68 |
2.2% |
69% |
True |
False |
|
| 10 |
3,000.00 |
2,829.20 |
170.80 |
5.9% |
62.99 |
2.2% |
52% |
False |
False |
|
| 20 |
3,017.80 |
2,829.20 |
188.60 |
6.5% |
62.52 |
2.1% |
47% |
False |
False |
|
| 40 |
3,017.80 |
2,654.70 |
363.10 |
12.4% |
66.62 |
2.3% |
72% |
False |
False |
|
| 60 |
3,017.80 |
2,448.20 |
569.60 |
19.5% |
62.83 |
2.2% |
82% |
False |
False |
|
| 80 |
3,017.80 |
2,448.20 |
569.60 |
19.5% |
58.31 |
2.0% |
82% |
False |
False |
|
| 100 |
3,017.80 |
2,415.80 |
602.00 |
20.6% |
56.79 |
1.9% |
83% |
False |
False |
|
| 120 |
3,017.80 |
2,344.30 |
673.50 |
23.1% |
58.52 |
2.0% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,257.80 |
|
2.618 |
3,142.25 |
|
1.618 |
3,071.45 |
|
1.000 |
3,027.70 |
|
0.618 |
3,000.65 |
|
HIGH |
2,956.90 |
|
0.618 |
2,929.85 |
|
0.500 |
2,921.50 |
|
0.382 |
2,913.15 |
|
LOW |
2,886.10 |
|
0.618 |
2,842.35 |
|
1.000 |
2,815.30 |
|
1.618 |
2,771.55 |
|
2.618 |
2,700.75 |
|
4.250 |
2,585.20 |
|
|