Day Change Summary |
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Previous |
Current |
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10-Jul-1996 |
11-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
5,581.86 |
5,603.65 |
21.79 |
0.4% |
5,654.63 |
High |
5,628.03 |
5,600.33 |
-27.70 |
-0.5% |
5,769.88 |
Low |
5,515.00 |
5,447.77 |
-67.23 |
-1.2% |
5,570.77 |
Close |
5,603.65 |
5,520.54 |
-83.11 |
-1.5% |
5,588.14 |
Range |
113.03 |
152.56 |
39.53 |
35.0% |
199.11 |
ATR |
99.52 |
103.54 |
4.03 |
4.0% |
0.00 |
Volume |
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Daily Pivots for day following 11-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,980.56 |
5,903.11 |
5,604.45 |
|
R3 |
5,828.00 |
5,750.55 |
5,562.49 |
|
R2 |
5,675.44 |
5,675.44 |
5,548.51 |
|
R1 |
5,597.99 |
5,597.99 |
5,534.52 |
5,560.44 |
PP |
5,522.88 |
5,522.88 |
5,522.88 |
5,504.10 |
S1 |
5,445.43 |
5,445.43 |
5,506.56 |
5,407.88 |
S2 |
5,370.32 |
5,370.32 |
5,492.57 |
|
S3 |
5,217.76 |
5,292.87 |
5,478.59 |
|
S4 |
5,065.20 |
5,140.31 |
5,436.63 |
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Weekly Pivots for week ending 05-Jul-1996 |
|
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 |
|
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 |
5,657.21 |
5,447.77 |
209.44 |
3.8% |
107.34 |
1.9% |
35% |
False |
True |
|
10 |
5,769.88 |
5,447.77 |
322.11 |
5.8% |
104.17 |
1.9% |
23% |
False |
True |
|
20 |
5,770.61 |
5,447.77 |
322.84 |
5.8% |
95.19 |
1.7% |
23% |
False |
True |
|
40 |
5,833.04 |
5,447.77 |
385.27 |
7.0% |
99.53 |
1.8% |
19% |
False |
True |
|
60 |
5,833.04 |
5,327.74 |
505.30 |
9.2% |
102.15 |
1.9% |
38% |
False |
False |
|
80 |
5,833.04 |
5,327.74 |
505.30 |
9.2% |
105.42 |
1.9% |
38% |
False |
False |
|
100 |
5,833.04 |
5,327.74 |
505.30 |
9.2% |
110.55 |
2.0% |
38% |
False |
False |
|
120 |
5,833.04 |
5,133.00 |
700.04 |
12.7% |
110.46 |
2.0% |
55% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,248.71 |
2.618 |
5,999.73 |
1.618 |
5,847.17 |
1.000 |
5,752.89 |
0.618 |
5,694.61 |
HIGH |
5,600.33 |
0.618 |
5,542.05 |
0.500 |
5,524.05 |
0.382 |
5,506.05 |
LOW |
5,447.77 |
0.618 |
5,353.49 |
1.000 |
5,295.21 |
1.618 |
5,200.93 |
2.618 |
5,048.37 |
4.250 |
4,799.39 |
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