Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-1996 |
27-Aug-1996 |
Change |
Change % |
Previous Week |
Open |
5,722.74 |
5,693.89 |
-28.85 |
-0.5% |
5,689.45 |
High |
5,742.71 |
5,735.32 |
-7.39 |
-0.1% |
5,761.95 |
Low |
5,665.41 |
5,670.58 |
5.17 |
0.1% |
5,648.76 |
Close |
5,693.89 |
5,711.27 |
17.38 |
0.3% |
5,722.74 |
Range |
77.30 |
64.74 |
-12.56 |
-16.2% |
113.19 |
ATR |
93.48 |
91.43 |
-2.05 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,899.94 |
5,870.35 |
5,746.88 |
|
R3 |
5,835.20 |
5,805.61 |
5,729.07 |
|
R2 |
5,770.46 |
5,770.46 |
5,723.14 |
|
R1 |
5,740.87 |
5,740.87 |
5,717.20 |
5,755.67 |
PP |
5,705.72 |
5,705.72 |
5,705.72 |
5,713.12 |
S1 |
5,676.13 |
5,676.13 |
5,705.34 |
5,690.93 |
S2 |
5,640.98 |
5,640.98 |
5,699.40 |
|
S3 |
5,576.24 |
5,611.39 |
5,693.47 |
|
S4 |
5,511.50 |
5,546.65 |
5,675.66 |
|
|
Weekly Pivots for week ending 23-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,050.72 |
5,999.92 |
5,784.99 |
|
R3 |
5,937.53 |
5,886.73 |
5,753.87 |
|
R2 |
5,824.34 |
5,824.34 |
5,743.49 |
|
R1 |
5,773.54 |
5,773.54 |
5,733.12 |
5,798.94 |
PP |
5,711.15 |
5,711.15 |
5,711.15 |
5,723.85 |
S1 |
5,660.35 |
5,660.35 |
5,712.36 |
5,685.75 |
S2 |
5,597.96 |
5,597.96 |
5,701.99 |
|
S3 |
5,484.77 |
5,547.16 |
5,691.61 |
|
S4 |
5,371.58 |
5,433.97 |
5,660.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,761.95 |
5,648.76 |
113.19 |
2.0% |
82.04 |
1.4% |
55% |
False |
False |
|
10 |
5,761.95 |
5,614.36 |
147.59 |
2.6% |
77.75 |
1.4% |
66% |
False |
False |
|
20 |
5,761.95 |
5,460.48 |
301.47 |
5.3% |
86.50 |
1.5% |
83% |
False |
False |
|
40 |
5,769.88 |
5,170.11 |
599.77 |
10.5% |
105.46 |
1.8% |
90% |
False |
False |
|
60 |
5,770.61 |
5,170.11 |
600.50 |
10.5% |
101.67 |
1.8% |
90% |
False |
False |
|
80 |
5,833.04 |
5,170.11 |
662.93 |
11.6% |
103.14 |
1.8% |
82% |
False |
False |
|
100 |
5,833.04 |
5,170.11 |
662.93 |
11.6% |
104.74 |
1.8% |
82% |
False |
False |
|
120 |
5,833.04 |
5,170.11 |
662.93 |
11.6% |
107.93 |
1.9% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,010.47 |
2.618 |
5,904.81 |
1.618 |
5,840.07 |
1.000 |
5,800.06 |
0.618 |
5,775.33 |
HIGH |
5,735.32 |
0.618 |
5,710.59 |
0.500 |
5,702.95 |
0.382 |
5,695.31 |
LOW |
5,670.58 |
0.618 |
5,630.57 |
1.000 |
5,605.84 |
1.618 |
5,565.83 |
2.618 |
5,501.09 |
4.250 |
5,395.44 |
|
|