Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-1996 |
12-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
5,687.87 |
5,668.66 |
-19.21 |
-0.3% |
5,643.18 |
High |
5,747.71 |
5,725.55 |
-22.16 |
-0.4% |
5,750.67 |
Low |
5,637.63 |
5,637.63 |
0.00 |
0.0% |
5,559.69 |
Close |
5,668.66 |
5,668.29 |
-0.37 |
0.0% |
5,697.11 |
Range |
110.08 |
87.92 |
-22.16 |
-20.1% |
190.98 |
ATR |
105.99 |
104.70 |
-1.29 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,940.92 |
5,892.52 |
5,716.65 |
|
R3 |
5,853.00 |
5,804.60 |
5,692.47 |
|
R2 |
5,765.08 |
5,765.08 |
5,684.41 |
|
R1 |
5,716.68 |
5,716.68 |
5,676.35 |
5,696.92 |
PP |
5,677.16 |
5,677.16 |
5,677.16 |
5,667.28 |
S1 |
5,628.76 |
5,628.76 |
5,660.23 |
5,609.00 |
S2 |
5,589.24 |
5,589.24 |
5,652.17 |
|
S3 |
5,501.32 |
5,540.84 |
5,644.11 |
|
S4 |
5,413.40 |
5,452.92 |
5,619.93 |
|
|
Weekly Pivots for week ending 07-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,242.10 |
6,160.58 |
5,802.15 |
|
R3 |
6,051.12 |
5,969.60 |
5,749.63 |
|
R2 |
5,860.14 |
5,860.14 |
5,732.12 |
|
R1 |
5,778.62 |
5,778.62 |
5,714.62 |
5,819.38 |
PP |
5,669.16 |
5,669.16 |
5,669.16 |
5,689.54 |
S1 |
5,587.64 |
5,587.64 |
5,679.60 |
5,628.40 |
S2 |
5,478.18 |
5,478.18 |
5,662.10 |
|
S3 |
5,287.20 |
5,396.66 |
5,644.59 |
|
S4 |
5,096.22 |
5,205.68 |
5,592.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,750.67 |
5,559.69 |
190.98 |
3.4% |
108.38 |
1.9% |
57% |
False |
False |
|
10 |
5,750.67 |
5,559.69 |
190.98 |
3.4% |
99.33 |
1.8% |
57% |
False |
False |
|
20 |
5,833.04 |
5,559.69 |
273.35 |
4.8% |
103.86 |
1.8% |
40% |
False |
False |
|
40 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
105.63 |
1.9% |
67% |
False |
False |
|
60 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
108.83 |
1.9% |
67% |
False |
False |
|
80 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
114.39 |
2.0% |
67% |
False |
False |
|
100 |
5,833.04 |
5,133.00 |
700.04 |
12.4% |
113.52 |
2.0% |
76% |
False |
False |
|
120 |
5,833.04 |
5,000.10 |
832.94 |
14.7% |
112.13 |
2.0% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,099.21 |
2.618 |
5,955.72 |
1.618 |
5,867.80 |
1.000 |
5,813.47 |
0.618 |
5,779.88 |
HIGH |
5,725.55 |
0.618 |
5,691.96 |
0.500 |
5,681.59 |
0.382 |
5,671.22 |
LOW |
5,637.63 |
0.618 |
5,583.30 |
1.000 |
5,549.71 |
1.618 |
5,495.38 |
2.618 |
5,407.46 |
4.250 |
5,263.97 |
|
|