Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-1996 |
10-Jan-1996 |
Change |
Change % |
Previous Week |
Open |
5,198.10 |
5,096.50 |
-101.60 |
-2.0% |
5,156.90 |
High |
5,239.20 |
5,141.70 |
-97.50 |
-1.9% |
5,259.50 |
Low |
5,100.90 |
5,000.10 |
-100.80 |
-2.0% |
5,087.10 |
Close |
5,130.10 |
5,032.90 |
-97.20 |
-1.9% |
5,181.40 |
Range |
138.30 |
141.60 |
3.30 |
2.4% |
172.40 |
ATR |
97.55 |
100.70 |
3.15 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,483.03 |
5,399.57 |
5,110.78 |
|
R3 |
5,341.43 |
5,257.97 |
5,071.84 |
|
R2 |
5,199.83 |
5,199.83 |
5,058.86 |
|
R1 |
5,116.37 |
5,116.37 |
5,045.88 |
5,087.30 |
PP |
5,058.23 |
5,058.23 |
5,058.23 |
5,043.70 |
S1 |
4,974.77 |
4,974.77 |
5,019.92 |
4,945.70 |
S2 |
4,916.63 |
4,916.63 |
5,006.94 |
|
S3 |
4,775.03 |
4,833.17 |
4,993.96 |
|
S4 |
4,633.43 |
4,691.57 |
4,955.02 |
|
|
Weekly Pivots for week ending 05-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,693.20 |
5,609.70 |
5,276.22 |
|
R3 |
5,520.80 |
5,437.30 |
5,228.81 |
|
R2 |
5,348.40 |
5,348.40 |
5,213.01 |
|
R1 |
5,264.90 |
5,264.90 |
5,197.20 |
5,306.65 |
PP |
5,176.00 |
5,176.00 |
5,176.00 |
5,196.88 |
S1 |
5,092.50 |
5,092.50 |
5,165.60 |
5,134.25 |
S2 |
5,003.60 |
5,003.60 |
5,149.79 |
|
S3 |
4,831.20 |
4,920.10 |
5,133.99 |
|
S4 |
4,658.80 |
4,747.70 |
5,086.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,259.50 |
5,000.10 |
259.40 |
5.2% |
119.56 |
2.4% |
13% |
False |
True |
|
10 |
5,259.50 |
5,000.10 |
259.40 |
5.2% |
104.88 |
2.1% |
13% |
False |
True |
|
20 |
5,266.70 |
5,000.10 |
266.60 |
5.3% |
104.17 |
2.1% |
12% |
False |
True |
|
40 |
5,266.70 |
4,835.70 |
431.00 |
8.6% |
95.05 |
1.9% |
46% |
False |
False |
|
60 |
5,266.70 |
4,667.69 |
599.01 |
11.9% |
77.02 |
1.5% |
61% |
False |
False |
|
80 |
5,266.70 |
4,660.47 |
606.23 |
12.0% |
67.96 |
1.4% |
61% |
False |
False |
|
100 |
5,266.70 |
4,570.76 |
695.94 |
13.8% |
60.88 |
1.2% |
66% |
False |
False |
|
120 |
5,266.70 |
4,570.76 |
695.94 |
13.8% |
57.84 |
1.1% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,743.50 |
2.618 |
5,512.41 |
1.618 |
5,370.81 |
1.000 |
5,283.30 |
0.618 |
5,229.21 |
HIGH |
5,141.70 |
0.618 |
5,087.61 |
0.500 |
5,070.90 |
0.382 |
5,054.19 |
LOW |
5,000.10 |
0.618 |
4,912.59 |
1.000 |
4,858.50 |
1.618 |
4,770.99 |
2.618 |
4,629.39 |
4.250 |
4,398.30 |
|
|