Day Change Summary |
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Previous |
Current |
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04-Jun-1996 |
05-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
5,624.71 |
5,665.71 |
41.00 |
0.7% |
5,762.86 |
High |
5,697.84 |
5,718.53 |
20.69 |
0.4% |
5,798.69 |
Low |
5,616.58 |
5,631.35 |
14.77 |
0.3% |
5,614.36 |
Close |
5,665.71 |
5,697.48 |
31.77 |
0.6% |
5,643.18 |
Range |
81.26 |
87.18 |
5.92 |
7.3% |
184.33 |
ATR |
104.89 |
103.62 |
-1.26 |
-1.2% |
0.00 |
Volume |
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Daily Pivots for day following 05-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,943.99 |
5,907.92 |
5,745.43 |
|
R3 |
5,856.81 |
5,820.74 |
5,721.45 |
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R2 |
5,769.63 |
5,769.63 |
5,713.46 |
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R1 |
5,733.56 |
5,733.56 |
5,705.47 |
5,751.60 |
PP |
5,682.45 |
5,682.45 |
5,682.45 |
5,691.47 |
S1 |
5,646.38 |
5,646.38 |
5,689.49 |
5,664.42 |
S2 |
5,595.27 |
5,595.27 |
5,681.50 |
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S3 |
5,508.09 |
5,559.20 |
5,673.51 |
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S4 |
5,420.91 |
5,472.02 |
5,649.53 |
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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 |
5,734.41 |
5,587.40 |
147.01 |
2.6% |
90.28 |
1.6% |
75% |
False |
False |
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10 |
5,833.04 |
5,587.40 |
245.64 |
4.3% |
101.84 |
1.8% |
45% |
False |
False |
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20 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
104.68 |
1.8% |
73% |
False |
False |
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40 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
108.01 |
1.9% |
73% |
False |
False |
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60 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
110.36 |
1.9% |
73% |
False |
False |
|
80 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
114.20 |
2.0% |
73% |
False |
False |
|
100 |
5,833.04 |
5,000.80 |
832.24 |
14.6% |
113.90 |
2.0% |
84% |
False |
False |
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120 |
5,833.04 |
5,000.10 |
832.94 |
14.6% |
112.40 |
2.0% |
84% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,089.05 |
2.618 |
5,946.77 |
1.618 |
5,859.59 |
1.000 |
5,805.71 |
0.618 |
5,772.41 |
HIGH |
5,718.53 |
0.618 |
5,685.23 |
0.500 |
5,674.94 |
0.382 |
5,664.65 |
LOW |
5,631.35 |
0.618 |
5,577.47 |
1.000 |
5,544.17 |
1.618 |
5,490.29 |
2.618 |
5,403.11 |
4.250 |
5,260.84 |
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