Day Change Summary |
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Previous |
Current |
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12-Jul-1996 |
15-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
5,520.54 |
5,510.56 |
-9.98 |
-0.2% |
5,588.14 |
High |
5,562.65 |
5,527.93 |
-34.72 |
-0.6% |
5,628.03 |
Low |
5,455.16 |
5,326.98 |
-128.18 |
-2.3% |
5,447.77 |
Close |
5,510.56 |
5,349.51 |
-161.05 |
-2.9% |
5,510.56 |
Range |
107.49 |
200.95 |
93.46 |
86.9% |
180.26 |
ATR |
103.83 |
110.76 |
6.94 |
6.7% |
0.00 |
Volume |
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Daily Pivots for day following 15-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,004.32 |
5,877.87 |
5,460.03 |
|
R3 |
5,803.37 |
5,676.92 |
5,404.77 |
|
R2 |
5,602.42 |
5,602.42 |
5,386.35 |
|
R1 |
5,475.97 |
5,475.97 |
5,367.93 |
5,438.72 |
PP |
5,401.47 |
5,401.47 |
5,401.47 |
5,382.85 |
S1 |
5,275.02 |
5,275.02 |
5,331.09 |
5,237.77 |
S2 |
5,200.52 |
5,200.52 |
5,312.67 |
|
S3 |
4,999.57 |
5,074.07 |
5,294.25 |
|
S4 |
4,798.62 |
4,873.12 |
5,238.99 |
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|
Weekly Pivots for week ending 12-Jul-1996 |
|
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 |
|
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 |
5,326.98 |
301.05 |
5.6% |
131.28 |
2.5% |
7% |
False |
True |
|
10 |
5,769.88 |
5,326.98 |
442.90 |
8.3% |
115.25 |
2.2% |
5% |
False |
True |
|
20 |
5,770.61 |
5,326.98 |
443.63 |
8.3% |
102.16 |
1.9% |
5% |
False |
True |
|
40 |
5,833.04 |
5,326.98 |
506.06 |
9.5% |
102.21 |
1.9% |
4% |
False |
True |
|
60 |
5,833.04 |
5,326.98 |
506.06 |
9.5% |
102.96 |
1.9% |
4% |
False |
True |
|
80 |
5,833.04 |
5,326.98 |
506.06 |
9.5% |
105.90 |
2.0% |
4% |
False |
True |
|
100 |
5,833.04 |
5,326.98 |
506.06 |
9.5% |
111.33 |
2.1% |
4% |
False |
True |
|
120 |
5,833.04 |
5,173.80 |
659.24 |
12.3% |
111.18 |
2.1% |
27% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,381.97 |
2.618 |
6,054.02 |
1.618 |
5,853.07 |
1.000 |
5,728.88 |
0.618 |
5,652.12 |
HIGH |
5,527.93 |
0.618 |
5,451.17 |
0.500 |
5,427.46 |
0.382 |
5,403.74 |
LOW |
5,326.98 |
0.618 |
5,202.79 |
1.000 |
5,126.03 |
1.618 |
5,001.84 |
2.618 |
4,800.89 |
4.250 |
4,472.94 |
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