Day Change Summary |
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Previous |
Current |
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02-Jul-1996 |
03-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
5,729.98 |
5,720.38 |
-9.60 |
-0.2% |
5,705.23 |
High |
5,769.88 |
5,749.93 |
-19.95 |
-0.3% |
5,770.61 |
Low |
5,668.29 |
5,656.10 |
-12.19 |
-0.2% |
5,616.21 |
Close |
5,720.38 |
5,703.02 |
-17.36 |
-0.3% |
5,654.63 |
Range |
101.59 |
93.83 |
-7.76 |
-7.6% |
154.40 |
ATR |
97.24 |
97.00 |
-0.24 |
-0.3% |
0.00 |
Volume |
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Daily Pivots for day following 03-Jul-1996 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,984.51 |
5,937.59 |
5,754.63 |
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R3 |
5,890.68 |
5,843.76 |
5,728.82 |
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R2 |
5,796.85 |
5,796.85 |
5,720.22 |
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R1 |
5,749.93 |
5,749.93 |
5,711.62 |
5,726.48 |
PP |
5,703.02 |
5,703.02 |
5,703.02 |
5,691.29 |
S1 |
5,656.10 |
5,656.10 |
5,694.42 |
5,632.65 |
S2 |
5,609.19 |
5,609.19 |
5,685.82 |
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S3 |
5,515.36 |
5,562.27 |
5,677.22 |
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S4 |
5,421.53 |
5,468.44 |
5,651.41 |
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Weekly Pivots for week ending 28-Jun-1996 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,143.68 |
6,053.56 |
5,739.55 |
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R3 |
5,989.28 |
5,899.16 |
5,697.09 |
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R2 |
5,834.88 |
5,834.88 |
5,682.94 |
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R1 |
5,744.76 |
5,744.76 |
5,668.78 |
5,712.62 |
PP |
5,680.48 |
5,680.48 |
5,680.48 |
5,664.42 |
S1 |
5,590.36 |
5,590.36 |
5,640.48 |
5,558.22 |
S2 |
5,526.08 |
5,526.08 |
5,626.32 |
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S3 |
5,371.68 |
5,435.96 |
5,612.17 |
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S4 |
5,217.28 |
5,281.56 |
5,569.71 |
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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 |
5,769.88 |
5,616.21 |
153.67 |
2.7% |
101.00 |
1.8% |
56% |
False |
False |
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10 |
5,770.61 |
5,606.97 |
163.64 |
2.9% |
95.34 |
1.7% |
59% |
False |
False |
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20 |
5,770.61 |
5,559.69 |
210.92 |
3.7% |
95.45 |
1.7% |
68% |
False |
False |
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40 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
100.06 |
1.8% |
74% |
False |
False |
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60 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
103.82 |
1.8% |
74% |
False |
False |
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80 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
106.63 |
1.9% |
74% |
False |
False |
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100 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
110.45 |
1.9% |
74% |
False |
False |
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120 |
5,833.04 |
5,000.80 |
832.24 |
14.6% |
110.82 |
1.9% |
84% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,148.71 |
2.618 |
5,995.58 |
1.618 |
5,901.75 |
1.000 |
5,843.76 |
0.618 |
5,807.92 |
HIGH |
5,749.93 |
0.618 |
5,714.09 |
0.500 |
5,703.02 |
0.382 |
5,691.94 |
LOW |
5,656.10 |
0.618 |
5,598.11 |
1.000 |
5,562.27 |
1.618 |
5,504.28 |
2.618 |
5,410.45 |
4.250 |
5,257.32 |
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