Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-1996 |
31-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
5,434.59 |
5,481.93 |
47.34 |
0.9% |
5,426.82 |
High |
5,503.76 |
5,558.13 |
54.37 |
1.0% |
5,503.02 |
Low |
5,403.52 |
5,460.48 |
56.96 |
1.1% |
5,244.83 |
Close |
5,481.93 |
5,528.91 |
46.98 |
0.9% |
5,473.06 |
Range |
100.24 |
97.65 |
-2.59 |
-2.6% |
258.19 |
ATR |
118.55 |
117.06 |
-1.49 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,808.79 |
5,766.50 |
5,582.62 |
|
R3 |
5,711.14 |
5,668.85 |
5,555.76 |
|
R2 |
5,613.49 |
5,613.49 |
5,546.81 |
|
R1 |
5,571.20 |
5,571.20 |
5,537.86 |
5,592.35 |
PP |
5,515.84 |
5,515.84 |
5,515.84 |
5,526.41 |
S1 |
5,473.55 |
5,473.55 |
5,519.96 |
5,494.70 |
S2 |
5,418.19 |
5,418.19 |
5,511.01 |
|
S3 |
5,320.54 |
5,375.90 |
5,502.06 |
|
S4 |
5,222.89 |
5,278.25 |
5,475.20 |
|
|
Weekly Pivots for week ending 26-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,181.54 |
6,085.49 |
5,615.06 |
|
R3 |
5,923.35 |
5,827.30 |
5,544.06 |
|
R2 |
5,665.16 |
5,665.16 |
5,520.39 |
|
R1 |
5,569.11 |
5,569.11 |
5,496.73 |
5,617.14 |
PP |
5,406.97 |
5,406.97 |
5,406.97 |
5,430.98 |
S1 |
5,310.92 |
5,310.92 |
5,449.39 |
5,358.95 |
S2 |
5,148.78 |
5,148.78 |
5,425.73 |
|
S3 |
4,890.59 |
5,052.73 |
5,402.06 |
|
S4 |
4,632.40 |
4,794.54 |
5,331.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,558.13 |
5,355.80 |
202.33 |
3.7% |
99.87 |
1.8% |
86% |
True |
False |
|
10 |
5,558.13 |
5,244.83 |
313.30 |
5.7% |
113.67 |
2.1% |
91% |
True |
False |
|
20 |
5,749.93 |
5,170.11 |
579.82 |
10.5% |
124.22 |
2.2% |
62% |
False |
False |
|
40 |
5,770.61 |
5,170.11 |
600.50 |
10.9% |
109.67 |
2.0% |
60% |
False |
False |
|
60 |
5,833.04 |
5,170.11 |
662.93 |
12.0% |
108.12 |
2.0% |
54% |
False |
False |
|
80 |
5,833.04 |
5,170.11 |
662.93 |
12.0% |
109.18 |
2.0% |
54% |
False |
False |
|
100 |
5,833.04 |
5,170.11 |
662.93 |
12.0% |
111.01 |
2.0% |
54% |
False |
False |
|
120 |
5,833.04 |
5,170.11 |
662.93 |
12.0% |
113.05 |
2.0% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,973.14 |
2.618 |
5,813.78 |
1.618 |
5,716.13 |
1.000 |
5,655.78 |
0.618 |
5,618.48 |
HIGH |
5,558.13 |
0.618 |
5,520.83 |
0.500 |
5,509.31 |
0.382 |
5,497.78 |
LOW |
5,460.48 |
0.618 |
5,400.13 |
1.000 |
5,362.83 |
1.618 |
5,302.48 |
2.618 |
5,204.83 |
4.250 |
5,045.47 |
|
|