Day Change Summary |
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Previous |
Current |
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31-May-1996 |
03-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
5,693.41 |
5,643.18 |
-50.23 |
-0.9% |
5,762.86 |
High |
5,712.62 |
5,662.75 |
-49.87 |
-0.9% |
5,798.69 |
Low |
5,614.36 |
5,587.40 |
-26.96 |
-0.5% |
5,614.36 |
Close |
5,643.18 |
5,624.71 |
-18.47 |
-0.3% |
5,643.18 |
Range |
98.26 |
75.35 |
-22.91 |
-23.3% |
184.33 |
ATR |
109.12 |
106.71 |
-2.41 |
-2.2% |
0.00 |
Volume |
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Daily Pivots for day following 03-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,851.00 |
5,813.21 |
5,666.15 |
|
R3 |
5,775.65 |
5,737.86 |
5,645.43 |
|
R2 |
5,700.30 |
5,700.30 |
5,638.52 |
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R1 |
5,662.51 |
5,662.51 |
5,631.62 |
5,643.73 |
PP |
5,624.95 |
5,624.95 |
5,624.95 |
5,615.57 |
S1 |
5,587.16 |
5,587.16 |
5,617.80 |
5,568.38 |
S2 |
5,549.60 |
5,549.60 |
5,610.90 |
|
S3 |
5,474.25 |
5,511.81 |
5,603.99 |
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S4 |
5,398.90 |
5,436.46 |
5,583.27 |
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Weekly Pivots for week ending 31-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,238.40 |
6,125.12 |
5,744.56 |
|
R3 |
6,054.07 |
5,940.79 |
5,693.87 |
|
R2 |
5,869.74 |
5,869.74 |
5,676.97 |
|
R1 |
5,756.46 |
5,756.46 |
5,660.08 |
5,720.94 |
PP |
5,685.41 |
5,685.41 |
5,685.41 |
5,667.65 |
S1 |
5,572.13 |
5,572.13 |
5,626.28 |
5,536.61 |
S2 |
5,501.08 |
5,501.08 |
5,609.39 |
|
S3 |
5,316.75 |
5,387.80 |
5,592.49 |
|
S4 |
5,132.42 |
5,203.47 |
5,541.80 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,798.69 |
5,587.40 |
211.29 |
3.8% |
102.47 |
1.8% |
18% |
False |
True |
|
10 |
5,833.04 |
5,587.40 |
245.64 |
4.4% |
106.76 |
1.9% |
15% |
False |
True |
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20 |
5,833.04 |
5,327.74 |
505.30 |
9.0% |
107.53 |
1.9% |
59% |
False |
False |
|
40 |
5,833.04 |
5,327.74 |
505.30 |
9.0% |
109.33 |
1.9% |
59% |
False |
False |
|
60 |
5,833.04 |
5,327.74 |
505.30 |
9.0% |
114.18 |
2.0% |
59% |
False |
False |
|
80 |
5,833.04 |
5,327.74 |
505.30 |
9.0% |
115.19 |
2.0% |
59% |
False |
False |
|
100 |
5,833.04 |
5,000.10 |
832.94 |
14.8% |
114.32 |
2.0% |
75% |
False |
False |
|
120 |
5,833.04 |
5,000.10 |
832.94 |
14.8% |
112.63 |
2.0% |
75% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
5,982.99 |
2.618 |
5,860.02 |
1.618 |
5,784.67 |
1.000 |
5,738.10 |
0.618 |
5,709.32 |
HIGH |
5,662.75 |
0.618 |
5,633.97 |
0.500 |
5,625.08 |
0.382 |
5,616.18 |
LOW |
5,587.40 |
0.618 |
5,540.83 |
1.000 |
5,512.05 |
1.618 |
5,465.48 |
2.618 |
5,390.13 |
4.250 |
5,267.16 |
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