Day Change Summary |
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Previous |
Current |
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11-Jul-1996 |
12-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
5,603.65 |
5,520.54 |
-83.11 |
-1.5% |
5,588.14 |
High |
5,600.33 |
5,562.65 |
-37.68 |
-0.7% |
5,628.03 |
Low |
5,447.77 |
5,455.16 |
7.39 |
0.1% |
5,447.77 |
Close |
5,520.54 |
5,510.56 |
-9.98 |
-0.2% |
5,510.56 |
Range |
152.56 |
107.49 |
-45.07 |
-29.5% |
180.26 |
ATR |
103.54 |
103.83 |
0.28 |
0.3% |
0.00 |
Volume |
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Daily Pivots for day following 12-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,831.93 |
5,778.73 |
5,569.68 |
|
R3 |
5,724.44 |
5,671.24 |
5,540.12 |
|
R2 |
5,616.95 |
5,616.95 |
5,530.27 |
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R1 |
5,563.75 |
5,563.75 |
5,520.41 |
5,536.61 |
PP |
5,509.46 |
5,509.46 |
5,509.46 |
5,495.88 |
S1 |
5,456.26 |
5,456.26 |
5,500.71 |
5,429.12 |
S2 |
5,401.97 |
5,401.97 |
5,490.85 |
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S3 |
5,294.48 |
5,348.77 |
5,481.00 |
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S4 |
5,186.99 |
5,241.28 |
5,451.44 |
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Weekly Pivots for week ending 12-Jul-1996 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,069.57 |
5,970.32 |
5,609.70 |
|
R3 |
5,889.31 |
5,790.06 |
5,560.13 |
|
R2 |
5,709.05 |
5,709.05 |
5,543.61 |
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R1 |
5,609.80 |
5,609.80 |
5,527.08 |
5,569.30 |
PP |
5,528.79 |
5,528.79 |
5,528.79 |
5,508.53 |
S1 |
5,429.54 |
5,429.54 |
5,494.04 |
5,389.04 |
S2 |
5,348.53 |
5,348.53 |
5,477.51 |
|
S3 |
5,168.27 |
5,249.28 |
5,460.99 |
|
S4 |
4,988.01 |
5,069.02 |
5,411.42 |
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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 |
5,628.03 |
5,447.77 |
180.26 |
3.3% |
111.55 |
2.0% |
35% |
False |
False |
|
10 |
5,769.88 |
5,447.77 |
322.11 |
5.8% |
105.02 |
1.9% |
19% |
False |
False |
|
20 |
5,770.61 |
5,447.77 |
322.84 |
5.9% |
95.97 |
1.7% |
19% |
False |
False |
|
40 |
5,833.04 |
5,447.77 |
385.27 |
7.0% |
99.69 |
1.8% |
16% |
False |
False |
|
60 |
5,833.04 |
5,327.74 |
505.30 |
9.2% |
101.39 |
1.8% |
36% |
False |
False |
|
80 |
5,833.04 |
5,327.74 |
505.30 |
9.2% |
105.06 |
1.9% |
36% |
False |
False |
|
100 |
5,833.04 |
5,327.74 |
505.30 |
9.2% |
110.40 |
2.0% |
36% |
False |
False |
|
120 |
5,833.04 |
5,141.30 |
691.74 |
12.6% |
110.34 |
2.0% |
53% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,019.48 |
2.618 |
5,844.06 |
1.618 |
5,736.57 |
1.000 |
5,670.14 |
0.618 |
5,629.08 |
HIGH |
5,562.65 |
0.618 |
5,521.59 |
0.500 |
5,508.91 |
0.382 |
5,496.22 |
LOW |
5,455.16 |
0.618 |
5,388.73 |
1.000 |
5,347.67 |
1.618 |
5,281.24 |
2.618 |
5,173.75 |
4.250 |
4,998.33 |
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