Day Change Summary |
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Previous |
Current |
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31-Jul-1996 |
01-Aug-1996 |
Change |
Change % |
Previous Week |
Open |
5,481.93 |
5,528.91 |
46.98 |
0.9% |
5,426.82 |
High |
5,558.13 |
5,628.79 |
70.66 |
1.3% |
5,503.02 |
Low |
5,460.48 |
5,507.83 |
47.35 |
0.9% |
5,244.83 |
Close |
5,528.91 |
5,594.75 |
65.84 |
1.2% |
5,473.06 |
Range |
97.65 |
120.96 |
23.31 |
23.9% |
258.19 |
ATR |
117.06 |
117.33 |
0.28 |
0.2% |
0.00 |
Volume |
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Daily Pivots for day following 01-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,940.00 |
5,888.34 |
5,661.28 |
|
R3 |
5,819.04 |
5,767.38 |
5,628.01 |
|
R2 |
5,698.08 |
5,698.08 |
5,616.93 |
|
R1 |
5,646.42 |
5,646.42 |
5,605.84 |
5,672.25 |
PP |
5,577.12 |
5,577.12 |
5,577.12 |
5,590.04 |
S1 |
5,525.46 |
5,525.46 |
5,583.66 |
5,551.29 |
S2 |
5,456.16 |
5,456.16 |
5,572.57 |
|
S3 |
5,335.20 |
5,404.50 |
5,561.49 |
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S4 |
5,214.24 |
5,283.54 |
5,528.22 |
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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 |
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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 |
5,628.79 |
5,397.97 |
230.82 |
4.1% |
101.35 |
1.8% |
85% |
True |
False |
|
10 |
5,628.79 |
5,244.83 |
383.96 |
6.9% |
110.93 |
2.0% |
91% |
True |
False |
|
20 |
5,657.21 |
5,170.11 |
487.10 |
8.7% |
125.58 |
2.2% |
87% |
False |
False |
|
40 |
5,770.61 |
5,170.11 |
600.50 |
10.7% |
110.52 |
2.0% |
71% |
False |
False |
|
60 |
5,833.04 |
5,170.11 |
662.93 |
11.8% |
108.57 |
1.9% |
64% |
False |
False |
|
80 |
5,833.04 |
5,170.11 |
662.93 |
11.8% |
109.26 |
2.0% |
64% |
False |
False |
|
100 |
5,833.04 |
5,170.11 |
662.93 |
11.8% |
110.42 |
2.0% |
64% |
False |
False |
|
120 |
5,833.04 |
5,170.11 |
662.93 |
11.8% |
112.97 |
2.0% |
64% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,142.87 |
2.618 |
5,945.46 |
1.618 |
5,824.50 |
1.000 |
5,749.75 |
0.618 |
5,703.54 |
HIGH |
5,628.79 |
0.618 |
5,582.58 |
0.500 |
5,568.31 |
0.382 |
5,554.04 |
LOW |
5,507.83 |
0.618 |
5,433.08 |
1.000 |
5,386.87 |
1.618 |
5,312.12 |
2.618 |
5,191.16 |
4.250 |
4,993.75 |
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