Day Change Summary |
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Previous |
Current |
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03-Jul-1996 |
05-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
5,720.38 |
5,703.02 |
-17.36 |
-0.3% |
5,654.63 |
High |
5,749.93 |
5,657.21 |
-92.72 |
-1.6% |
5,769.88 |
Low |
5,656.10 |
5,570.77 |
-85.33 |
-1.5% |
5,570.77 |
Close |
5,703.02 |
5,588.14 |
-114.88 |
-2.0% |
5,588.14 |
Range |
93.83 |
86.44 |
-7.39 |
-7.9% |
199.11 |
ATR |
97.00 |
99.52 |
2.52 |
2.6% |
0.00 |
Volume |
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Daily Pivots for day following 05-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,864.69 |
5,812.86 |
5,635.68 |
|
R3 |
5,778.25 |
5,726.42 |
5,611.91 |
|
R2 |
5,691.81 |
5,691.81 |
5,603.99 |
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R1 |
5,639.98 |
5,639.98 |
5,596.06 |
5,622.68 |
PP |
5,605.37 |
5,605.37 |
5,605.37 |
5,596.72 |
S1 |
5,553.54 |
5,553.54 |
5,580.22 |
5,536.24 |
S2 |
5,518.93 |
5,518.93 |
5,572.29 |
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S3 |
5,432.49 |
5,467.10 |
5,564.37 |
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S4 |
5,346.05 |
5,380.66 |
5,540.60 |
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Weekly Pivots for week ending 05-Jul-1996 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,240.26 |
6,113.31 |
5,697.65 |
|
R3 |
6,041.15 |
5,914.20 |
5,642.90 |
|
R2 |
5,842.04 |
5,842.04 |
5,624.64 |
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R1 |
5,715.09 |
5,715.09 |
5,606.39 |
5,679.01 |
PP |
5,642.93 |
5,642.93 |
5,642.93 |
5,624.89 |
S1 |
5,515.98 |
5,515.98 |
5,569.89 |
5,479.90 |
S2 |
5,443.82 |
5,443.82 |
5,551.64 |
|
S3 |
5,244.71 |
5,316.87 |
5,533.38 |
|
S4 |
5,045.60 |
5,117.76 |
5,478.63 |
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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 |
5,570.77 |
199.11 |
3.6% |
98.48 |
1.8% |
9% |
False |
True |
|
10 |
5,770.61 |
5,570.77 |
199.84 |
3.6% |
93.57 |
1.7% |
9% |
False |
True |
|
20 |
5,770.61 |
5,559.69 |
210.92 |
3.8% |
94.22 |
1.7% |
13% |
False |
False |
|
40 |
5,833.04 |
5,419.87 |
413.17 |
7.4% |
98.25 |
1.8% |
41% |
False |
False |
|
60 |
5,833.04 |
5,327.74 |
505.30 |
9.0% |
102.78 |
1.8% |
52% |
False |
False |
|
80 |
5,833.04 |
5,327.74 |
505.30 |
9.0% |
105.74 |
1.9% |
52% |
False |
False |
|
100 |
5,833.04 |
5,327.74 |
505.30 |
9.0% |
110.19 |
2.0% |
52% |
False |
False |
|
120 |
5,833.04 |
5,000.80 |
832.24 |
14.9% |
110.82 |
2.0% |
71% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,024.58 |
2.618 |
5,883.51 |
1.618 |
5,797.07 |
1.000 |
5,743.65 |
0.618 |
5,710.63 |
HIGH |
5,657.21 |
0.618 |
5,624.19 |
0.500 |
5,613.99 |
0.382 |
5,603.79 |
LOW |
5,570.77 |
0.618 |
5,517.35 |
1.000 |
5,484.33 |
1.618 |
5,430.91 |
2.618 |
5,344.47 |
4.250 |
5,203.40 |
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