Day Change Summary |
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Previous |
Current |
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03-Jun-1996 |
04-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
5,643.18 |
5,624.71 |
-18.47 |
-0.3% |
5,762.86 |
High |
5,662.75 |
5,697.84 |
35.09 |
0.6% |
5,798.69 |
Low |
5,587.40 |
5,616.58 |
29.18 |
0.5% |
5,614.36 |
Close |
5,624.71 |
5,665.71 |
41.00 |
0.7% |
5,643.18 |
Range |
75.35 |
81.26 |
5.91 |
7.8% |
184.33 |
ATR |
106.71 |
104.89 |
-1.82 |
-1.7% |
0.00 |
Volume |
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Daily Pivots for day following 04-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,903.82 |
5,866.03 |
5,710.40 |
|
R3 |
5,822.56 |
5,784.77 |
5,688.06 |
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R2 |
5,741.30 |
5,741.30 |
5,680.61 |
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R1 |
5,703.51 |
5,703.51 |
5,673.16 |
5,722.41 |
PP |
5,660.04 |
5,660.04 |
5,660.04 |
5,669.49 |
S1 |
5,622.25 |
5,622.25 |
5,658.26 |
5,641.15 |
S2 |
5,578.78 |
5,578.78 |
5,650.81 |
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S3 |
5,497.52 |
5,540.99 |
5,643.36 |
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S4 |
5,416.26 |
5,459.73 |
5,621.02 |
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Weekly Pivots for week ending 31-May-1996 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,238.40 |
6,125.12 |
5,744.56 |
|
R3 |
6,054.07 |
5,940.79 |
5,693.87 |
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R2 |
5,869.74 |
5,869.74 |
5,676.97 |
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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 |
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S3 |
5,316.75 |
5,387.80 |
5,592.49 |
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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 |
5,743.65 |
5,587.40 |
156.25 |
2.8% |
95.08 |
1.7% |
50% |
False |
False |
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10 |
5,833.04 |
5,587.40 |
245.64 |
4.3% |
102.77 |
1.8% |
32% |
False |
False |
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20 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
105.03 |
1.9% |
67% |
False |
False |
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40 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
108.69 |
1.9% |
67% |
False |
False |
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60 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
111.91 |
2.0% |
67% |
False |
False |
|
80 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
114.73 |
2.0% |
67% |
False |
False |
|
100 |
5,833.04 |
5,000.10 |
832.94 |
14.7% |
114.17 |
2.0% |
80% |
False |
False |
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120 |
5,833.04 |
5,000.10 |
832.94 |
14.7% |
112.52 |
2.0% |
80% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,043.20 |
2.618 |
5,910.58 |
1.618 |
5,829.32 |
1.000 |
5,779.10 |
0.618 |
5,748.06 |
HIGH |
5,697.84 |
0.618 |
5,666.80 |
0.500 |
5,657.21 |
0.382 |
5,647.62 |
LOW |
5,616.58 |
0.618 |
5,566.36 |
1.000 |
5,535.32 |
1.618 |
5,485.10 |
2.618 |
5,403.84 |
4.250 |
5,271.23 |
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